Stress Test Data Framework Dictionary 2017: Version 02

Other_expense_details

This worksheet captures projections of the firm’s expenses. Level 1 is based on FINREP, whereas Level 2 requests bespoke expense details. Projections should be populated at level 1 (i.e. total) and level 2 (i.e. detail of Level 1) for all scenarios. The expenses should be reconcilable to the group level 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 expense Profitorlossitemlevel1otherexpense The Profit or loss item header as per FINREP in other expense details context.
6 Profit or loss item level 2 other expense Profitorlossitemlevel2otherexpense Detail (non FINREP) to profit or loss level 1 (FINREP) items related to expenses.
7 Scenario Scenario Identifies the scenario.
8 Projection period Projectionperiod The period to which the associated projections relate.
9 Expense The amount of expense related to a specified type of expense.