Stress Test Data Framework Dictionary 2017: Version 02

Stress_case_management_actions

Stress Case Management actions are those actions that can be taken under the scenarios (excluding baseline) over and above any BAU actions. It should not be embedded in the forecasts - i.e. these are actions that the firm could take under stress. If the impact is P&L related (e.g. profit after tax) then the impact should be a Year on Year number. If it is an RWA or other capital resources/instruments impact, a cumulative number should be stated. Including the capital effect of a P&L impact on other capital resources (e.g. because retained earnings increases CET1) will lead to the impact being double counted, as the CET1 impact should exclude any P&L impact. Management Actions can be at a consolidated level. Completion of the Stress Case management worksheet is mandatory.

201702 CapitalAndOtherProjections

Order Field Name Enumeration Definition
1 Management action number A unique identifier of a management action specified by the submitting firm.
2 Management action description A description of the management action proposed by the submitting firm.
3 Impact type ImpactType The nature of the impact of a management action in regard to the balance sheet or P&L item that has been impacted.
4 Impacted item ImpactedItem A balance sheet or profit or loss item that has been impacted by a management action.
5 Scenario ScenarioSCMA Identifies the scenario.
6 Projection period Projectionperiod The period to which the associated projections relate.
7 Impact amount A profit or loss figure or a risk weighted assets figure that represents the impact of a management action proposed by the submitting firm. If the impact is profit or loss related (e.g. profit after tax), then the impact should be a year-on-year number. If the impact relates to risk weighted assets or other capital resources / instruments, a cumulative number should be stated.