Stress Test Data Framework Dictionary 2021: Version 02

UKCI_balance_sheet

This is a projection/historic actuals of the firm’s balance sheet. Projections should be populated on a UK ultimate risk basis, this is consistent with the UK country of exposure definition within the STDF dictionary. Data should be reported for all balance sheet headers, with reverse repos excluded.

202101 UK_Capital_Impact_Projections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 UK balance sheet item String (255 long) UKbalancesheetitem UKbalancesheetitem Yes Yes
2 Scenario String (255 long) ScenarioACS Scenario Yes Yes
3 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
4 Average balance Float AverageBalance 0.0000 Inclusive Yes -