Stress Test Data Framework Dictionary 2017: Version 02

Capitalresourceitemlevel1

Enumeration Definition
(-) Additional deductions of AT1 Capital due to Article 3 CRR COREP CA1 ID1.1.2.11
(-) Additional deductions of CET1 Capital due to Article 3 CRR COREP CA1 ID1.1.1.27
(-) Additional deductions of T2 Capital due to Article 3 CRR COREP CA1 ID1.2.12
(-) Amount exceeding the 17.65% threshold COREP CA1 ID1.1.1.25
(-) AT1 instruments of financial sector entities where the institution does not have a significant investment COREP CA1 ID1.1.2.6
(-) AT1 instruments of financial sector entities where the institution has a significant investment COREP CA1 ID1.1.2.7
(-) CET1 instruments of financial sector entities where the institution does not have a significant investment COREP CA1 ID1.1.1.22
(-) CET1 instruments of financial sector entities where the institution has a significant investment COREP CA1 ID1.1.1.24
(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences COREP CA1 ID1.1.1.23
(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities COREP CA1 ID1.1.1.12
(-) Equity exposures under an internal models approach which can alternatively be subject to a 1250% risk weight COREP CA1 ID1.1.1.21
(-) Excess of deduction from AT1 items over AT1 Capital COREP CA1 ID1.1.1.16
(-) Excess of deduction from T2 items over T2 Capital COREP CA1 ID1.1.2.8
(-) Free deliveries which can alternatively be subject to a 1250% risk weight COREP CA1 ID1.1.1.19
(-) Goodwill COREP CA1 ID1.1.1.10
(-) IRB shortfall of credit risk adjustments to expected losses COREP CA1 ID1.1.1.13
(-) Other intangible assets COREP CA1 ID1.1.1.11
(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1250% risk weight COREP CA1 ID1.1.1.20
(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1250% risk weight COREP CA1 ID1.1.1.17
(-) Reciprocal cross holdings in AT1 Capital COREP CA1 ID1.1.2.5
(-) Reciprocal cross holdings in CET1 Capital COREP CA1 ID1.1.1.15
(-) Reciprocal cross holdings in T2 Capital COREP CA1 ID1.2.7
(-) Securitisation positions which can alternatively be subject to a 1250% risk weight COREP CA1 ID1.1.1.18
(-) T2 instruments of financial sector entities where the institution does not have a significant investment COREP CA1 ID1.2.8
(-) T2 instruments of financial sector entities where the institution has a significant investment COREP CA1 ID1.2.9
(-)Defined benefit pension fund assets COREP CA1 ID 1.1.1.14
10% CET1 threshold COREP CA4 ID9
17.65% CET1 threshold COREP CA4 ID10
Accumulated other comprehensive income COREP CA1 ID1.1.1.3
Additional Tier 1 Capital COREP CA1 ID1.1.2
Adjustments to CET1 due to prudential filters COREP CA1 ID1.1.1.9
Adjustments to total own funds
AT1 capital elements or deductions - other COREP CA1 ID1.1.2.12
Capital instruments and subordinated loans eligible as T2 Capital COREP CA1 ID1.2.1
Capital instruments eligible as AT1 Capital COREP CA1 ID1.1.2.1
Capital instruments eligible as CET1 Capital COREP CA1 ID1.1.1.1
CET1 capital elements or deductions - other COREP CA1 ID1.1.1.28
Common Equity Tier 1 Capital COREP CA1 ID1.1.1
Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences COREP CA4 ID2.2.2
Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences COREP CA4 ID2.2.1
Deferred tax assets that do not rely on future profitability COREP CA4 ID1.1
Deferred tax assets that rely on future profitability and arise from temporary differences COREP CA4 ID1.3
Deferred tax assets that rely on future profitability and do not arise from temporary differences COREP CA4 ID1.2
Deferred tax liabilities deductible from deferred tax assets that rely on future profitability COREP CA4 ID2.2
Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability COREP CA4 ID2.1
Eligible capital for the purposes of qualifying holdings outside the financial sector and large exposures COREP CA4 ID11
Excess of deduction from AT1 items over AT1 Capital (deducted in CET1) COREP CA1 ID1.1.2.10
Excess of deduction from T2 items over T2 Capital (deducted in AT1) COREP CA1 ID1.2.11
Funds for general banking risk COREP CA1 ID1.1.1.5
Holdings of AT1 capital of financial sector entities where the institution does not have a significant investment, net of short positions COREP CA4 ID13
Holdings of AT1 capital of financial sector entities where the institution has a significant investment, net of short positions COREP CA4 ID16
Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions COREP CA4 ID12
Holdings of CET1 capital of financial sector entities where the institution has a significant investment, net of short positions COREP CA4 ID15
Holdings of T2 capital of financial sector entities where the institution does not have a significant investment, net of short positions COREP CA4 ID14
Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions COREP CA4 ID17
Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived COREP CA4 ID23
Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived COREP CA4 ID24
Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived COREP CA4 ID21
Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived COREP CA4 ID22
Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived COREP CA4 ID25
Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived COREP CA4 ID26
Initial capital COREP CA4 ID29
Instruments issued by subsidiaries that are given recognition in AT1 Capital COREP CA1 ID1.1.2.3
Instruments issued by subsidiaries that are given recognition in T2 Capital COREP CA1 ID1.2.3
IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures COREP CA4 ID3
IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures COREP CA4 ID4
IRB Excess of provisions over expected losses eligible COREP CA1 ID1.2.5
Minority interest given recognition in CET1 capital COREP CA1 ID1.1.1.7
Non-domestic original exposures COREP CA4 ID31
Other reserves COREP CA1 ID1.1.1.4
Other transitional adjustments to AT1 Capital COREP CA1 ID1.1.2.9
Other transitional adjustments to CET1 Capital COREP CA1 ID1.1.1.26
Other transitional adjustments to T2 Capital COREP CA1 ID1.2.10
Own Funds COREP CA1 ID1
Own funds based on Fixed Overheads COREP CA4 ID30
Own funds fully adjusted for Basel I floor
Own funds requirements for Basel I floor
Own funds requirements for Basel I floor - SA alternative
COREP CA4 ID28
Retained earnings COREP CA1 ID1.1.1.2
Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2 COREP CA4 ID5
Risk weighted exposure amounts for calculating the cap to the provision eligible as T2 COREP CA4 ID7
Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital COREP CA4 ID19
Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital COREP CA4 ID18
Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital COREP CA4 ID20
SA General credit risk adjustments COREP CA1 ID1.2.6
T2 capital elements or deductions - other COREP CA1 ID1.2.13
Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment COREP CA4 ID8
Tier 1 Capital COREP CA1 ID1.1
Tier 2 Capital COREP CA1 ID1.2
Total deferred tax assets COREP CA4 ID1
Total deferred tax liabilities COREP CA4 ID2
Total gross provisions eligible for inclusion in T2 capital COREP CA4 ID6
Total original exposures COREP CA4 ID32
Total transitional adjustments included in RWAs
Transitional adjustments due to additional minority interests COREP CA1 ID1.1.1.8
Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries COREP CA1 ID1.1.2.4
Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries COREP CA1 ID1.2.4
Transitional adjustments due to grandfathered AT1 Capital instruments COREP CA1 ID1.1.2.2
Transitional adjustments due to grandfathered CET1 Capital instruments COREP CA1 ID1.1.1.6
Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans COREP CA1 ID1.2.2
Transitional adjustments to CET1 due to unrealised gains