Stress Test Data Framework Dictionary 2021: Version 02

Misconductitemprojection

Enumeration Definition
Fines or litigation relating to foreign exchange Include all FX fines/litigation misconduct profit or loss effects
Fines or litigation relating to US securitisation Include all US securitisation related litigation misconduct profit or loss effects
Inter bank offered rate Include all LIBOR, Euribor and other inter bank offered rate misconduct profit or loss effects
Other material conduct risks item 1 Include all Other material conduct risks: Item 1 misconduct profit or loss effects. We expect firms to identify each risk that amounts to 10 per cent or more of the total misconduct costs each year.
Other material conduct risks item 2 Include all Other material conduct risks: Item 2 misconduct profit or loss effects. We expect firms to identify each risk that amounts to 10 per cent or more of the total misconduct costs each year.
Other material conduct risks item 3 Include all Other material conduct risks: Item 3 misconduct profit or loss effects. We expect firms to identify each risk that amounts to 10 per cent or more of the total misconduct costs each year.
Other material conduct risks item 4 Include all Other material conduct risks: Item 4 misconduct profit or loss effects. We expect firms to identify each risk that amounts to 10 per cent or more of the total misconduct costs each year.
Other material conduct risks item 5 Include all Other material conduct risks: Item 5 misconduct profit or loss effects. We expect firms to identify each risk that amounts to 10 per cent or more of the total misconduct costs each year.
Other material conduct risks item 6 Include all Other material conduct risks: Item 6 misconduct profit or loss effects. We expect firms to identify each risk that amounts to 10 per cent or more of the total misconduct costs each year.
Other misconduct charges which are not individually material Include all other misconduct charges which are not individually material misconduct profit or loss effects.
PPI misselling Include all PPI misconduct profit or loss effects
Total misconduct This should equal the total misconduct profit or loss by a firm in a given period.
Total of which due to the mechanical impact of the macro stress scenario Total of which due to the mechanical impact of the macro stress scenario
Unfair PPI commissions Include all Plevin misconduct profit or loss effects