Stress Test Data Framework Dictionary 2021: Version 02

Comments

This worksheet allows the firm to add comments relevant to the data submitted in the template.

202101 CounterpartycreditriskRWA

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Organisational unit level 1 String (255 long) Organisationalunitlevel1 - -
2 Organisational unit level 2 String (255 long) Organisationalunitlevel2 - -
3 Organisational unit level 3 String (255 long) Organisationalunitlevel3 - -
4 Country of exposure String (255 long) CountryofExposure CountryofExposure - -
5 Wholesale asset class String (255 long) Wholesaleassetclass Wholesaleassetclass - -
6 Counterparty credit risk type String (255 long) Counterpartycreditrisktype Counterpartycreditrisktype - -
7 Context String (255 long) ContextCCR Context - -
8 Rule ID String (255 long) RuleID - -
9 Comment Comment (2000 long) Comment - -