Stress Test Data Framework Dictionary 2021: Version 02

Leverage_exposure

This worksheet collects the split of collateralised and uncollateralised derivative exposures as on page 10 of the Basis of Prep and, in addition, data to calculate the leverage ratio excluding central bank claims. Data reported should be reported on a fully loaded basis i.e before Capital transitional arrangements are taken into account.

202101 OtherCapitalProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Leverage exposure item String (255 long) Leverageexposureitem Leverageexposureitem Yes Yes
2 Scenario String (255 long) ScenarioACS Scenario Yes Yes
3 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
4 Balance Float Balance Yes -