Stress Test Data Framework Dictionary 2021: Version 02

UKCI_profit_or_loss

This is a projection/historic actuals of the firm’s Profit or loss items (as per FINREP). Projections should be populated on a UK ultimate risk basis, this is consistent with the UK country of exposure definition within the STDF dictionary. For the following Profit or loss items 1. (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss), 2. (Provisions or (-) reversal of provisions), 3. Gains or (-) losses on non-trading financial assets mandatorily at fair value through profit or loss, net and 4. Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net, these should exclude movements (eg. Fair value gains/losses, impairments) from asset classes Financial institutions, Housing Associations, Other Wholesale, Sovereign and Quasi Sovereign.

202101 UK_Capital_Impact_Projections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 UK capital impact profit or loss item String (255 long) UKcapitalimpactprofitlossitem UKcapitalimpactprofitlossitem Yes Yes
2 Scenario String (255 long) ScenarioACS Scenario Yes Yes
3 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
4 Carrying amount Float CarryingAmount Yes -