Stress Test Data Framework Dictionary 2021: Version 02

Transitional_impact

This worksheet collects data to calculate the total amount of capital relief (CET1 and own funds) eligible under the EU regulation 2017/2395 (CRR amendment on transitional arrangements for IFRS 9). The line item relating to the day 1 increase in provisions should include the increase in provisions on the day of transition to IFRS 9 (1 January 2018) for both defaulted and non-defaulted exposures, gross of the transition rate, net of tax and net of excess expected loss (EL) for IRB credit portfolios.

202101 IFRSNinetransitionals

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Transitional impact item level 1 String (255 long) Transitionalimpactitemlevel1 Transitionalimpactitemlevel1 Yes Yes
2 Transitional impact item level 2 String (255 long) Transitionalimpactitemlevel2 Transitionalimpactitemlevel2 Yes Yes
3 Transitional impact item level 3 String (255 long) Transitionalimpactitemlevel3 Transitionalimpactitemlevel3 - Yes
4 Scenario String (255 long) ScenarioACS Scenario Yes Yes
5 Projection period String (255 long) ProjectionperiodIFRS9transitionals ProjectionperiodIFRS9transitionals Yes Yes
6 Transitional impact amount Float Transitionalimpactamount Yes -