Stress Test Data Framework Dictionary 2021: Version 02

Pensions_parameters

This worksheet captures how current market conditions at the Reporting Date would be translated into the key assumptions (when expressed as a single equivalent rate) in the trustees’ funding basis. It also asks for the cost of accrual (expressed as a percentage of pensionable payroll) on both the IAS19 and trustees' funding bases.

202101 PensionsRisk

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Pension scheme String (255 long) PensionScheme Yes Yes
2 Cost of accrual IAS basis Float CostofaccrualIASbasis Yes -
3 Discount rate funding basis Float Discountratefundingbasis Yes -
4 RPI inflation funding basis Float RPIinflationfundingbasis Yes -
5 CPI Inflation funding basis Float CPIInflationfundingbasis Yes -
6 Cost of accrual funding basis Float Costofaccrualfundingbasis Yes -