Stress Test Data Framework Dictionary 2021: Version 02

202101 MarketriskandCVARWA

Please include all Market risk and CVA RWA for the trading book. This should cover all RWA that is on assets under accounting designation 'Held for trading', other than those subject to counterparty credit risk.

202101 MarketriskandCVARWA [Projection]

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