Stress Test Data Framework Dictionary 2021: Version 02

Wholesale_provisions

This worksheet collects provisions data relating to Credit risk type Corporate, sovereign and financial institution credit risk. It is the IFRS9 version of the STDF actuals Corporate, sovereign and financial institution template 018, tab Provisions. Firms should report this worksheet for the top 5 countries, where exposure is greater than £10bn, plus United Kingdom of Great Britain and Northern Ireland, if this is not one of the top 5. Where critical scenario countries lie outside those countries defined above, such countries should be added. The values at an asset class level for all countries reported for Drawn balance and Provisions should reconcile back to the STDF actuals Corporate, sovereign and financial institution credit risk data for these countries. IFRS9 stage for exposures such as operating leases and acceptances should be reported as No stage classification.

202101 IFRSNineActuals

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 Organisational unit level 3 String (255 long) Organisationalunitlevel3 - Yes
4 Country of exposure String (255 long) CountryofExposure CountryofExposure Yes Yes
5 Wholesale asset class String (255 long) Wholesaleassetclass Wholesaleassetclass Yes Yes
6 Default status String (255 long) DefaultStatus DefaultStatus Yes Yes
7 Arrears band wholesale String (255 long) Arrearsbandwholesalestock Arrearsband Yes Yes
8 IFRS9 stage String (255 long) IFRS9stage IFRS9stage Yes Yes
9 IFRS9 stage 2 classification reason String (255 long) IFRS9stage2classificationreason IFRS9stage2classificationreason - Yes
10 Exposure for impairments Float Exposureforimpairments 0.0000 Inclusive Yes -
11 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -
12 Provisions Float Provisions 0.0000 Inclusive Yes -