Stress Test Data Framework Dictionary 2017: Version 02

Market_volumes_UK_only

This is the firm’s view of the growth of the aggregate UK market for Loans/advances and Deposits across retail and wholesale. This relates to the UK market as a whole and not just the firm’s business and balances. Detail of the projected balance is required both at the beginning of each projection period and at the end of each projection period. The projected balance at the end of the period should equal the starting balance of the consecutive projection year. The growth of the business needs to be detailed by the gross new business and repayment within the projection period, with the difference equalling the net new business. Furthermore, details of the underlying annual market growth rate assumption need to be provided. “Balance at beginning of period”, “Gross new business”, “Repayment or withdrawal” and “Net new business are only required for retail mortgages, wholesale loans, and deposits with the exception of current accounts. Data is required for all scenarios and projection years.

201702 BalanceSheetProjections

Order Field Name Enumeration Definition
1 Balance sheet item market volume level 1 Balancesheetitemmarketvolumelevel1 Balance Sheet header level 1 as per FINREP in the market volumes UK context.
2 Balance sheet item market volume level 2 Balancesheetitemmarketvolumelevel2 Balance Sheet header level 2 as per FINREP in the market volumes UK context.
3 Balance sheet item market volume level 3 Balancesheetitemmarketvolumelevel3 Balance Sheet header level 3 as per FINREP in the market volumes UK context.
4 Market volume product type ProductTypesforMarketVolumes_UKOnlyProjection A classification of products in the context of the Market_volumes_UK_only tab on the Balance Sheet template.
5 Scenario Scenario Identifies the scenario.
6 Projection period Projectionperiod The period to which the associated projections relate.
7 Balance at beginning of period Balance at the beginning of the period.
8 Gross new business Projected new business (loans, deposits, etc.) expected for a specified a period.
9 Repayment or withdrawal Projected repayments or withdrawals within a period.
10 Net new business Projected new business (loans, deposits, etc.) expected for a specified period less the projected repayments within the same period.
11 Balance at end of period Balance at the end of the period.
12 Market growth rate assumption The annual market growth rate assumption underlying new lending (gross) projections at the beginning of a period.