Stress Test Data Framework Dictionary 2017: Version 02

201702 CorporateSovereignFinInstCreditRisk

This template captures wholesale exposures in the firm’s Non Trading book. Intra-firm exposures, equities in the non-trading book and cash deposits in central banks (this should not include sovereign exposures which are in scope) are not in scope. Non-trading book exposures in scope include: Loans, Committed facilities, Debt instruments held on the banking book (bonds, FRNs etc.), Repos. Non-trading book exposures not in scope of this template include: Equities, intra-firm exposures, Cash deposits in Central Banks, Covered bonds (in scope of the Structured finance submission), Assets designated either as Available for sale of at Fair value through profit and loss.

201702 CorporateSovereignFinInstCreditRisk [Actuals]

Order TableName
01 Comments
02 Risk_measures
03 Provisions
04 Exposures_by_maturity
05 Exposures_by_vintage
06 Large_exposures
07 UK_CRE