Stress Test Data Framework Dictionary 2017: Version 02

Capital_results_summary

This is a projection of the firm’s capital resources (several items in line with COREP CA) for all scenarios.

201702 CapitalAndOtherProjections

Order Field Name Enumeration Definition
1 Capital results summary item CapitalResultsSummary A heading or entry in the summary of projected capital amounts.
2 Scenario Scenario Identifies the scenario.
3 Projection period Projectionperiod The period to which the associated projections relate.
4 Balance Refers to drawn balance but typically used in combination with other terms. For example, balance up-to-date refers to the portion of an exposures' drawn balance that is not in arrears. It could also refer to the value of a balance sheet or P&L item. This can also be used in the context of a balance sheet item; this is used to capture the balance sheet position.