Stress Test Data Framework Dictionary 2021: Version 02

Otherfairvalueditemslevel1

Enumeration Definition
All other assets Include all other assets within the scope of this template that are not included as either Debt securities, or Equity securities, or Structured finance.
Debt securities All in scope assets classified within FINREP as Debt securities
Equity securities All in scope assets classified within FINREP as Equity securities
Loans and advances All in scope assets classified within FINREP as Loans.
Structured finance All in scope assets classified within FINREP as Debt securities, of which securitisation positions and covered bonds. Please see definitions separately for both of those items per Chapter 5 of the CRR.