Stress Test Data Framework Dictionary 2017: Version 02

Impairments_and_other_losses

This worksheet examines impairment charge and other losses taken through P&L by risk type for all scenarios. The credit risk impairment charge projections should match the total impairment charge projections in the Risk measures by portfolio template. Structured finance loss projections should reconcile to: i) the market value movements and impairment charges for Non AFS assets in the Structured finance template; and, ii) the impairment charges on AFS assets taken through P&L in the Structured finance template.

201702 CapitalAndOtherProjections

Order Field Name Enumeration Definition
1 Impairments or other loss level 1 Impairmentsorotherlosslevel1 A heading for the breakdown by type of risk of impairment charge and other losses taken through profit or loss.
2 Impairments or other loss level 2 Impairmentsorotherlosslevel2 A lower level heading for the breakdown of impairment charge and other losses taken through profit or loss.
3 Scenario Scenario Identifies the scenario.
4 Projection period Projectionperiod The period to which the associated projections relate.
5 Impairment charge or other loss A monetary amount indicating an impairment charge or other loss.