Stress Test Data Framework Dictionary 2021: Version 02

Model_reviews

This worksheet captures information on the number of models and their independent review classification. Please include all your models applicable to each risk category. Model risk category description is mandatory when Model risk category equals Scenaro expansion models or other models but can otherwise be left blank.

202101 Modelriskmanagement

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Model risk category String (255 long) Modelriskcategory Modelriskcategory Yes Yes
2 Model risk category description String (255 long) Modelriskcategorydescription Yes Yes
3 Independent review classification String (255 long) Independentreviewclassification Independentreviewclassification Yes Yes
4 High materiality models Int Highmaterialitymodels - -
5 Medium materiality models Int Mediummaterialitymodels - -
6 Low materiality models Int Lowmaterialitymodels - -