Stress Test Data Framework Dictionary 2021: Version 02

Modeladjustmentriskcategory

Enumeration Definition
Conduct and other operational risk losses Adjustments to risk models for Conduct and other operational risk losses
Net interest income Adjustments to risk models for Net interest income
Operational risk RWAs Adjustments to risk models for Operational risk RWAs
Retail credit risk impairments Adjustments to risk models for Retail credit risk impairments
Retail credit risk RWAs Adjustments to risk models for Retail credit risk RWAs
Traded risk losses Adjustments to risk models for Traded risk losses
Traded risk RWAs Adjustments to risk models for Traded risk RWAs
Wholesale credit risk impairments Adjustments to risk models for Wholesale credit risk impairments
Wholesale credit risk RWAs Adjustments to risk models for Wholesale credit risk RWAs