202101 Other_Fair_Valued_Items_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Other fair valued items accounting designation | String (255 long) | Otherfairvalueditemsaccountingdesignation | Otherfairvalueditemsaccountingdesignation | Yes | Yes | |||
2 | Other fair valued items level 1 | String (255 long) | Otherfairvalueditemslevel1 | Otherfairvalueditemslevel1 | Yes | Yes | |||
3 | Other fair valued items level 2 | String (255 long) | Otherfairvalueditemslevel2 | Otherfairvalueditemslevel2 | Yes | Yes | |||
4 | Region of security issuers | String (255 long) | Regionofsecurityissuers | Regionofsecurityissuers | Yes | Yes | |||
5 | Country of security issuers | String (255 long) | Countryofsecurityissuers | Countryofsecurityissuers | - | Yes | |||
6 | Scenario | String (255 long) | ScenarioACS | Scenario | Yes | Yes | |||
7 | Projection period | String (255 long) | ProjectionperiodOFVI | Projectionperiod | Yes | Yes | |||
8 | Business as usual management action | String (255 long) | BAUmanagementaction | BAUmanagementaction | - | Yes | |||
9 | Notional amount | Float | Notionalamount | Yes | - | ||||
10 | Notional amount of which HQLA eligible | Float | NotionalamountofwhichHQLAeligible | Yes | - | ||||
11 | Fair value | Float | Fairvalue | Yes | - | ||||
12 | Fair value of which HQLA eligible | Float | FairvalueofwhichHQLAeligible | Yes | - | ||||
13 | Interest rate risk sensitivity assets 0-1Y | Float | Interestraterisksensitivityassets01Y | Yes | - | ||||
14 | Interest rate risk sensitivity assets 1-5Y | Float | Interestraterisksensitivityassets15Y | Yes | - | ||||
15 | Interest rate risk sensitivity assets 5-10Y | Float | Interestraterisksensitivityassets510Y | Yes | - | ||||
16 | Interest rate risk sensitivity assets >10Y | Float | Interestraterisksensitivityassets10Y | Yes | - | ||||
17 | Interest rate risk sensitivity assets total | Float | Interestraterisksensitivityassetstotal | Yes | - | ||||
18 | Interest rate risk sensitivity hedging instruments 0-1Y | Float | Interestraterisksensitivityhedginginstruments01Y | Yes | - | ||||
19 | Interest rate risk sensitivity hedging instruments 1-5Y | Float | Interestraterisksensitivityhedginginstruments15Y | Yes | - | ||||
20 | Interest rate risk sensitivity hedging instruments 5-10Y | Float | Interestraterisksensitivityhedginginstruments510Y | Yes | - | ||||
21 | Interest rate risk sensitivity hedging instruments >10Y | Float | Interestraterisksensitivityhedginginstruments10Y | Yes | - | ||||
22 | Interest rate risk sensitivity hedging instruments total | Float | Interestraterisksensitivityhedginginstrumentstotal | Yes | - | ||||
23 | Credit spread risk sensitivity assets 0-1Y | Float | Creditspreadrisksensitivityassets01Y | Yes | - | ||||
24 | Credit spread risk sensitivity assets 1-5Y | Float | Creditspreadrisksensitivityassets15Y | Yes | - | ||||
25 | Credit spread risk sensitivity assets 5-10Y | Float | Creditspreadrisksensitivityassets510Y | Yes | - | ||||
26 | Credit spread risk sensitivity assets >10Y | Float | Creditspreadrisksensitivityassets10Y | Yes | - | ||||
27 | Credit spread risk sensitivity assets total | Float | Creditspreadrisksensitivityassetstotal | Yes | - | ||||
28 | Inflation risk sensitivity assets 0-1Y | Float | Inflationrisksensitivityassets01Y | Yes | - | ||||
29 | Inflation risk sensitivity assets 1-5Y | Float | Inflationrisksensitivityassets15Y | Yes | - | ||||
30 | Inflation risk sensitivity assets 5-10Y | Float | Inflationrisksensitivityassets510Y | Yes | - | ||||
31 | Inflation risk sensitivity assets >10Y | Float | Inflationrisksensitivityassets10Y | Yes | - | ||||
32 | Inflation risk sensitivity assets total | Float | Inflationrisksensitivityassetstotal | Yes | - | ||||
33 | Valuation gain or loss exc hedging instruments total | Float | Valuationgainorlossexchedginginstrumentstotal | Yes | - | ||||
34 | Valuation gain or loss exc hedging instruments of which stressed IR | Float | ValuationgainorlossexchedginginstrumentsofwhichstressedIR | Yes | - | ||||
35 | Valuation gain or loss exc hedging instruments of which stressed CS | Float | ValuationgainorlossexchedginginstrumentsofwhichstressedCS | Yes | - | ||||
36 | Valuation gain or loss exc hedging instruments of which stressed IN | Float | ValuationgainorlossexchedginginstrumentsofwhichstressedIN | Yes | - | ||||
37 | Valuation gain or loss exc hedging instruments of which stressed FX | Float | ValuationgainorlossexchedginginstrumentsofwhichstressedFX | Yes | - | ||||
38 | Valuation gain or loss inc hedging instruments total | Float | Valuationgainorlossinchedginginstrumentstotal | Yes | - | ||||
39 | Valuation gain or loss inc hedging instruments of which stressed IR | Float | ValuationgainorlossinchedginginstrumentsofwhichstressedIR | Yes | - | ||||
40 | Valuation gain or loss inc hedging instruments of which stressed CS | Float | ValuationgainorlossinchedginginstrumentsofwhichstressedCS | Yes | - | ||||
41 | Valuation gain or loss inc hedging instruments of which stressed IN | Float | ValuationgainorlossinchedginginstrumentsofwhichstressedIN | Yes | - | ||||
42 | Valuation gain or loss inc hedging instruments of which stressed FX | Float | ValuationgainorlossinchedginginstrumentsofwhichstressedFX | Yes | - | ||||
43 | Additional information | Comment (2000 long) | Additionalinformation | - | - |