Stress Test Data Framework Dictionary 2021: Version 02

XVAmemoitem

Enumeration Definition
Memo item: Funding PVA Funding related PVA should reconcile with the “Investing and Funding Cost AVA” and “Diversifications and offsets (related to Investing and Funding Cost AVA)” columns on the “Totals” sheet of the stressed PVA template
Unearned Credit Spread PVA Unearned Credit Spread related PVA should reconcile with the “Unearned Credit Spreads AVA” and “Diversifications and offsets (related to Unearned Credit Spreads AVA)” columns on the “Totals” sheet of the stressed PVA template