Stress Test Data Framework Dictionary 2021: Version 02

Operational_loss_details

This template must also include loss events that have already been submitted in previous STDF submissions. The Unique ID is used to make sure that any updates to a particular loss event (e.g. gross operational loss) in the future can be traced back to the original event and the corresponding details amended. The collection only collects the residual losses not collected in FSA073, we expect firms to still submit as per the regulatory request.

202101 OperationalRisk

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Unique identifier String (255 long) Uniqueidentifier - Yes
2 Legal entity String (255 long) LegalEntity - -
3 Event type level 1 String (255 long) Eventtypelevel1 Eventtypelevel1 Yes -
4 Event type level 2 String (255 long) Eventtypelevel2 Eventtypelevel2 Yes -
5 Event description Comment (5000 long) Eventdescription - -
6 Country where loss occurred String (255 long) CountryofExposure CountryWhereLossOccurred - -
7 Date logged Date (YYYYMMDD) DateLogged - -
8 Date of financial impact Date (YYYYMMDD) DateofFinancialImpact - -
9 Date of occurrence Date (YYYYMMDD) DateofOccurrence - -
10 Gross operational loss Float GrossOperationalLoss - -
11 Gross operational loss net of direct recoveries Float GrossOperationalLossNetofDirectRecoveries - -
12 Number of events Int NumberofEvents 0.0000 Inclusive - -