Stress Test Data Framework Dictionary 2021: Version 02

FVOexposuretype

Enumeration Definition
All other securities To include all instruments designated Non-trading financial assets mandatorily at fair value through profit or loss and Financial assets designated at fair value through profit or loss and Financial assets excluding equity securities and Debt securities excluding securitisation positions and covered bonds.
Debt securities excluding securitisation positions and covered bonds To include all instruments that would be reported in FINREP F1.1 98 and F1.1 120 category debt securities excluding securitisation positions and covered bonds
Equity securities To include all instruments that would be reported in FINREP F1.1 97 category Equity instruments