Stress Test Data Framework Dictionary 2021: Version 02

Patterns

Compares patterns / combinations of data entries to pre-defined lists elsewhere in the STDF Dictionary. Each check will fail if a data item differs from those listed.

Table
202101 AssetLiabilityManagement[Non_traded_market_risk]
202101 BalanceSheetProjections[ALM_balance_sheet]
202101 BalanceSheetProjections[Cards_other_income]
202101 BalanceSheetProjections[Market_volumes_UK_only]
202101 BalanceSheetProjections[Other_expense_details]
202101 BalanceSheetProjections[Other_income_details]
202101 BalanceSheetProjections[Profit_or_loss_business_line]
202101 BalanceSheetProjections[Profit_or_loss_group_only]
202101 CapitalAndOtherProjections[Capital_requirements]
202101 CapitalAndOtherProjections[Capital_resources]
202101 CapitalAndOtherProjections[EL-P_reconciliation]
202101 CapitalAndOtherProjections[Impairments_and_other_losses]
202101 CapitalAndOtherProjections[P&L_and_AOCI_reconciliation]
202101 CapitalAndOtherProjections[Pensions_rate_of_return]
202101 CapitalAndOtherProjections[Risk_measures_by_portfolio]
202101 CapitalAndOtherProjections[Stress_case_management_actions]
202101 Capitaltransitionals[Capital_requirements]
202101 Capitaltransitionals[Capital_resources]
202101 Capitaltransitionals[EL-P_reconciliation]
202101 CorporateSovereignFinInstCreditRisk[Large_exposures]
202101 CorporateSovereignFinInstCreditRisk[Risk_measures]
202101 Counterparty_Credit_Risk_Losses_Projections[Aggregate_data]
202101 Counterparty_Credit_Risk_Losses_Projections[Counterparty_exposure_data]
202101 Feesandcostsconstantcurrency[Other_expense_details]
202101 Feesandcostsconstantcurrency[Profit_or_loss_group_only]
202101 IFRSNineActuals[Retail_secured_stages]
202101 IFRSNineActuals[Retail_secured_vintage]
202101 IFRSNineActuals[Retail_unsecured_RWA]
202101 IFRSNineActuals[Retail_unsecured_stages]
202101 IFRSNineActuals[Retail_unsecured_vintage]
202101 IFRSNineActuals[Unsecured_PD_migrations]
202101 IFRSNineActuals[Unsecured_stage_migrations]
202101 IFRSNinetransitionals[Transitional_impact]
202101 Intragrouppositions[Intra_group_assets]
202101 Intragrouppositions[Intra_group_liabilities]
202101 Market_Risk_Stressed_ProfitorLoss_Projections[Totals]
202101 MaterialMisconductCostsProjections[Misconduct_projections]
202101 OperationalRisk[Operational_loss_details]
202101 Other_Fair_Valued_Items_Projections[OFVI_projections]
202101 Other_Fair_Valued_Items_Projections[Underwriting_pipeline]
202101 OtherCapitalProjections[Capital_evolution]
202101 Pensioncurrencyhedge[Pension_asset_currency_split]
202101 RetailExcludingMortgageCredit[RWA]
202101 RetailExcludingMortgageCredit[Trended_arrears]
202101 RetailExcludingMortgageCredit[Trended_collective_provisions]
202101 RetailExcludingMortgageCredit[Trended_other]
202101 RetailMortgageCredit[LTV_arrears_MIA]
202101 RetailMortgageCredit[LTV_arrears_PIA]
202101 RetailMortgageCredit[LTV_repayment]
202101 RetailMortgageCredit[RWA]
202101 RetailMortgageCredit[Vintage_analysis]
202101 RetailProjections[Arrears_flow]
202101 RevenuesandCostsIBD[Core]
202101 RevenuesandCostsIBD[Core_subset]
202101 RevenuesandCostsIBD[Core_subset_granular]
202101 RevenuesandCostsIBD[Core_subset_granular_Americas]
202101 RevenuesandCostsIBD[Core_subset_granular_APAC]
202101 RevenuesandCostsIBD[Core_subset_granular_EMEAexUK]
202101 RevenuesandCostsIBD[Core_subset_granular_UK]
202101 RevenuesandCostsIBD[Non_core]
202101 RevenuesandCostsIBD[Reconciliations]
202101 Stressed_XVA_Projections[Impact_on_income]
202101 Stressed_XVA_Projections[Memo_items]
202101 Stressed_XVA_Projections[XVA]
202101 StructuralHedge[Maturity_profile]
202101 StructuredFinance[Covered_bonds]
202101 StructuredFinance[Securitisation_positions]
202101 UKCorporateExposures[UK_corporate_exposures]