Stress Test Data Framework Dictionary 2021: Version 02

IFRS9_impact

This worksheet collects projections data for the Annual cyclical scenario only for the purposes of estimating the additional loss absorbency that results from higher provisions under IFRS 9. This data request covers the ACS only. Provisions and Expected loss regulatory data should be reported for the same asset classes as reported in Risk_measures_by_portfolioIFRS9 worksheet, split by IFRS9 stage, IRB and Standardised basel approach and by assets in default or not in default. Expected loss regulatory should only be reported where Basel approach equals IRB and should be left blank when Basel approach equals standardised.

202101 IFRSNineProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Projection period String (255 long) Projectionperiod Projectionperiod Yes -
2 IFRS9 stage String (255 long) IFRS9stage IFRS9stage Yes -
3 Asset class String (255 long) AssetClassIFRS9projections AssetClass Yes -
4 Basel approach String (255 long) BaselapproachIFRS9projections BaselApproach Yes -
5 Country of exposure String (255 long) CountryofExposureCC CountryofExposure Yes -
6 Default status String (255 long) DefaultStatus DefaultStatus Yes -
7 Provisions balance Float Provisions 0.0000 Inclusive Yes -
8 Expected loss regulatory Float Expectedlossregulatory 0.0000 Inclusive - -