Stress Test Data Framework Dictionary 2021: Version 02

Pension_asset_currency_split

This worksheet captures percentages of total market value of the assets in each pension plan or group of pension plans reported on the FSA081 form expressed in the reporting currency as at balance sheet date . Please enter currency percentages as decimals (e.g. 50% should be entered as 0.5).

202101 Pensioncurrencyhedge

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) PensionAssetClass Pensionassetclass Yes Yes
3 Percentage of assets denominated in GBP Float PercentageofassetsinGBP - -
4 Percentage of assets denominated in USD Float PercentageofassetsinUSD - -
5 Percentage of assets denominated in EUR Float PercentageofassetsinEUR - -
6 Percentage of assets denominated in other currencies Float Percentageofassetsinothercurrencies - -