Stress Test Data Framework Dictionary 2021: Version 02

Intra_group_liabilities

This worksheet captures each firm’s Ring-Fenced Bank Subgroup’s (RFB’s) liability positions with respect to other parts of their parent group over the stress horizon.

202101 Intragrouppositions

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Accounting category String (255 long) Intragroupliabilities Intragroupliabilities Yes Yes
2 Accounting designation String (255 long) Intragroupaccountingdesignationliabilities AccountingDesignation - Yes
3 Product type String (255 long) Intragroupproducttypeliabilities ProductType - Yes
4 Scenario String (255 long) ScenarioACS Scenario Yes Yes
5 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
6 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -