Stress Test Data Framework Dictionary 2021: Version 02

Pensions_rate_of_return

This template captures the total rates of return assumed for each pension asset class in each year of the projection. In calculating the figures, no allowance should be made for rebalancing or investments/disinvestments due to cashflows such as contributions and benefit payments. Please quote the total return over the year (i.e. increase in price and dividends, coupons, etc) as a percentage of the value at the start of the year. For example, Year 1 should capture the rate of return between year 0 and year 1. Please enter percentages as decimals under rate of return (e.g. 5% should be entered as 0.05).

202101 CapitalAndOtherProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Pension scheme String (255 long) PensionScheme Yes Yes
2 Pension asset class String (255 long) Pensionrorassetclass Pensionrorassetclass Yes Yes
3 Scenario String (255 long) ScenarioACS Scenario Yes Yes
4 Projection period String (255 long) Projectionperiodstress Projectionperiod Yes Yes
5 Rate of return Float Rateofreturn Yes -