Stress Test Data Framework Dictionary 2021: Version 02

202101 CounterpartycreditriskRWA

This template asks for a breakdown of counterparty credit risk (CCR) capital by groups of counterparties, where the groups are defined by country of exposure; regulatory exposure type; Basel risk weight methodology. The data are requested so the Bank can carry out quality assurance on the projections. Please include all counterparty credit risk that arises on assets designated as 'Held for Trading'.

202101 CounterpartycreditriskRWA [Projection]

Order TableName Header Offset First Line Of Data
01 Comments 3 4
02 CCR_RWAs 3 4