Stress Test Data Framework Dictionary 2021: Version 02

Intra_group_assets

This worksheet captures each firm’s Ring-Fenced Bank Subgroup’s (RFB’s) asset positions with respect to other parts of their parent group over the stress horizon.

202101 Intragrouppositions

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Accounting category String (255 long) Intragroupassets Intragroupassets Yes Yes
2 Accounting designation String (255 long) Intragroupaccountingdesignationassets AccountingDesignation Yes Yes
3 Product type String (255 long) Intragroupproducttypeassets ProductType - Yes
4 Scenario String (255 long) ScenarioACS Scenario Yes Yes
5 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
6 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -
7 RWA Float RWA 0.0000 Inclusive Yes -
8 Exposure for RWA Float ExposureforRWA 0.0000 Inclusive Yes -
9 Expected loss regulatory Float Expectedlossregulatory 0.0000 Inclusive - -
10 Impairment charge Float ImpairmentCharge - -
11 Provisions balance Float ProvisionsBalance 0.0000 Inclusive - -
12 Fair value movements Float Fairvaluemovements - -