Stress Test Data Framework Dictionary 2017: Version 02

Other_income_details

This is a projection/historic actuals of the firms Income. Level 1 is based on FINREP whereas for Level 2 a bespoke income details are required. No further breakdown by asset liability class retail and product type is required for insurance premium income, non-retail other income and gains/losses on financial assets and liabilities held for trading. For Gains/Losses on financial assets and liabilities held for trading further detail of the Income attributable to market risk movements is required. Data is required for all scenarios. The income needs to be reconcilable to the P&L.

201702 BalanceSheetProjections

Order Field Name Enumeration Definition
1 Organisational unit level 1 Please enter the highest logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies).
2 Organisational unit level 2 Please enter the second logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies).
3 Organisational unit level 3 Please enter the third (if applicable) logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies).
4 Country of exposure CountryofExposure The country of residence of the obligor on an ultimate risk basis. The definition should be consistent with that used for the purposes of the 'geographical breakdown of exposures by residence of the obligor' in COREP (C 09.01 and C 09.02). When the exposure is to an international corporate body and therefore cannot be attributed to a specific country, the SUPRA continental enumerations should be used. Continental totals provided should only be used in projections templates when no specific country can be identified, they should not be used in actuals templates.
5 Profit or loss item level 1 other income Profitorlossitemlevel1otherincome The Profit or loss item header as per FINREP in other income details context.
6 Profit or loss item level 2 other income Profitorlossitemlevel2otherincome Detail (non FINREP) to profit or loss level 1 (FINREP) items related to income - other.
7 Asset liability class retail other income Assetliabilityclassretailotherincome A classification of assets or liabilities used in an 'other income' context.
8 Other income product type Otherincomeproducttype A classification of products used for projections of 'other income'.
9 Scenario Scenario Identifies the scenario.
10 Projection period Projectionperiod The period to which the associated projections relate.
11 Income An income amount for a particular income stream. For gains or (-) losses on financial assets and liabilities held for trading this could be negative to indicate a loss.
12 Income of which market risk The total amount of income due to market movements including all market risks. Applicable only to 'gains or (-) losses on financial assets and liabilities held for trading'. A negative value indicates a loss. Fees and commissions must be excluded.