Stress Test Data Framework Dictionary 2021: Version 02

202101 CorporateSovereignFinInstCreditRisk

This template captures wholesale exposures in the firm’s non-trading book. Exposures in scope include: Loans, Committed facilities, Debt instruments held on the banking book (bonds, FRNs etc.), Repos, where 'Accounting Designation' is selected as 'Financial assets at amortised cost' or 'Financial assets at fair value through other comprehensive income' and including (but not limited to) impairments, expected losses minus provisions (EL-P) and RWA projections. Exposures not in scope of this template include: Equities, intra-firm exposures, Cash deposits in Central Banks, Covered bonds (in scope of the Structured finance submission), or Assets designated either as designated Held for Trading, Non-trading financial assets mandatorily at fair value through profit or loss or Financial assets designated at fair value through profit or loss.

202101 CorporateSovereignFinInstCreditRisk [Actuals]

Order TableName Header Offset First Line Of Data
01 Comments 3 4
02 Risk_measures 3 4
03 Provisions 3 4
04 Exposures_by_maturity 3 4
05 Exposures_by_vintage 3 4
06 Large_exposures 3 4
07 UK_CRE 3 4
08 UK_CRE_lower_limit 3 4