Stress Test Data Framework Dictionary 2021: Version 02

202101 Intragrouppositions

This template does not need to be submitted for the 2021 Solvency Stress Test. The intra-group positions template is to capture each firm’s Ring-Fenced Bank Subgroup’s (RFB’s) balance sheet positions with respect to other parts of their parent group over the stress horizon - i.e. to observe how an RFB’s intra-group balance sheet exposure and funding changes in the scenario. The template is designed to capture both the liabilities and assets side of the RFB balance sheet, and should be consistent with balance sheet positions reported across the other STDF templates - mainly positions reported across credit risk, traded risk and within the ALM balance sheet. Effectively, this template represents an ‘of which’ breakdown of specific asset and liability positions of the RFB.

202101 Intragrouppositions [Projection]

Order TableName Header Offset First Line Of Data
01 Comments 3 4
02 Intra_group_assets 3 4
03 Intra_group_liabilities 3 4