Stress Test Data Framework Dictionary 2021: Version 02

Maximum_distributable_amount

This worksheet contains the data needed to verify the application of Maximum distributable amount (MDA) restrictions. Whilst there is not an expectation that all lines will necessarily have values, they have been included for completeness. Firms should not complete the capital templates on the basis of breaching any MDA restrictions and then use strategic management actions to adhere to those restrictions. Data should be reported on a fully loaded basis, i.e before any IFRS9 transitional arrangements have been applied. Please complete the MDA template with reference to http://www.prarulebook.co.uk/rulebook/Content/Chapter/211279/20-09-2018. Under CRDIV and PS3/14,Rule 4.3 (5), profits have been defined to include interim and year end profits not included in CET1 capital that have been generated since the most recent decision on the distribution of profits. For the MDA calculation in the stress test the following assumptions should be made: 1) The calculation should be made at the accounting year end and using the whole year’s profits. 2) That there has been no decision to make a distribution in the year under evaluation. 3) The profits for each accounting year-end have been verified and therefore are available for inclusion in CET1 capital before calculation of the MDA triggers for that accounting year.

202101 CapitalAndOtherProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Maximum distributable amount constituent String (255 long) Maximumdistributableamountconstituent Maximumdistributableamountconstituent Yes Yes
2 Scenario String (255 long) ScenarioACS Scenario Yes Yes
3 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
4 Balance Float Balance Yes -