Stress Test Data Framework Dictionary 2021: Version 02

Impairmentsorotherlosslevel1

Enumeration Definition
Corporate, sovereign and financial institution credit risk Impairment or other loss corresponding to total corporate, sovereign and institution credit risk.
Operational risk Impairment or other loss corresponding to operational risk.
Other Any other losses which do not fit into the above categories. This covers any other impairment charges taken through fair value impairments in the P&L.
Retail excl mortgage credit risk Impairment or other loss corresponding to total retail excl mortgage credit risk.
Retail mortgage credit risk Impairment or other loss corresponding to total retail mortgage credit risk.
Structured finance risk Impairment or other loss corresponding to structured finance risk.