Stress Test Data Framework Dictionary 2021: 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) where relevant. The expenses should be reconcilable to the group level P&L. Data should be reported on a constant currency basis using year average FX rates from Year 0.

202101 Feesandcostsconstantcurrency

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Organisational unit level 1 String (255 long) Organisationalunitlevel1 - Yes
2 Organisational unit level 2 String (255 long) Organisationalunitlevel2 - Yes
3 Country of exposure String (255 long) CountryofExposureCC CountryofExposure Yes Yes
4 Profit or loss item level 1 other expense String (255 long) Profitorlossitemlevel1otherexpense Profitorlossitemlevel1otherexpense Yes Yes
5 Profit or loss item level 2 other expense String (255 long) Profitorlossitemlevel2otherexpense Profitorlossitemlevel2otherexpense - Yes
6 Scenario String (255 long) ScenarioACS Scenario Yes Yes
7 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
8 Expense Float Expense Yes -