Stress Test Data Framework Dictionary 2021: Version 02

ImpactedItem

Enumeration Definition
(-) Amount exceeding the 17.65% threshold Include the impact of all stress case management actions on (-) Amount exceeding the 17.65% threshold.
(-) CET1 instruments of financial sector entities where the institution has a significant investment Include the impact of all stress case management actions on (-) CET1 instruments of financial sector entities where the institution has a significant investment.
(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences Include the impact of all stress case management actions on (-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences.
(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities Include the impact of all stress case management actions on (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities.
(Administrative expenses) Include the impact of all stress case management actions on (Administrative expenses).
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) Include the impact of all stress case management actions on (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss).
(Interest expense) Include the impact of all stress case management actions on (Interest expense).
(Other operating expenses) Include the impact of all stress case management actions on (Other operating expenses).
Accumulated other comprehensive income Include the impact of all stress case management actions on Accumulated other comprehensive income.
Adjustments to CET1 due to prudential filters Include the impact of all stress case management actions on Adjustments to CET1 due to prudential filters.
Any other discretionary contributions linked to CET1 which can be restricted in accordance to Art 141(2) to 141(10) of the CRD as defined by PS3/14 Include the impact of all stress case management actions on Any other discretionary contributions linked to CET1 which can be restricted in accordance to Art 141(2) to 141(10) of the CRD as defined by PS3/14.
AT1 coco coupons Include the impact of all stress case management actions on AT1 coco coupons.
Attributable to owners of the parent Include the impact of all stress case management actions on Attributable to owners of the parent.
Common Equity Tier 1 Capital Include the impact of all stress case management actions on Common Equity Tier 1 Capital.
Corporate, sovereign and financial institution credit risk Include the impact of all stress case management actions on Corporate, sovereign and financial institution credit risk.
Counterparty credit risk Include the impact of all stress case management actions on Counterparty credit risk.
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net Include the impact of all stress case management actions on Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net.
Gains or (-) losses on financial assets and liabilities held for trading, net Include the impact of all stress case management actions on Gains or (-) losses on financial assets and liabilities held for trading, net.
Gross ordinary dividend Include the impact of all stress case management actions on Gross ordinary dividend.
Interest income Include the impact of all stress case management actions on Interest income.
Leverage Ratio - using a fully phased-in definition of Tier 1 capital excluding AT1 capital with < 7% CET1 trigger Include the impact of all stress case management actions on Leverage Ratio - using a fully phased-in definition of Tier 1 capital excluding AT1 capital with < 7% CET1 trigger.
Market risk Include the impact of all stress case management actions on Market risk.
Operational risk Include the impact of all stress case management actions on Operational risk.
Other Include the impact of all stress case management actions on Other.
Other operating income Include the impact of all stress case management actions on Other operating income.
Own Funds Include the impact of all stress case management actions on Own Funds.
Preference share dividends Include the impact of all stress case management actions on Preference share dividends.
Profit or (-) loss before tax from continuing operations Include the impact of all stress case management actions on Profit or (-) loss before tax from continuing operations.
Profit or (-) loss for the year Include the impact of all stress case management actions on Profit or (-) loss for the year.
Retail excl mortgage credit risk Include the impact of all stress case management actions on Retail excl mortgage credit risk.
Retail mortgage credit risk Include the impact of all stress case management actions on Retail mortgage credit risk.
Retained earnings Include the impact of all stress case management actions on Retained earnings.
Scrip dividend Include the impact of all stress case management actions on Scrip dividend.
Share buy backs Include the impact of all stress case management actions on Share buy backs.
Special dividends Include the impact of all stress case management actions on Special dividends.
Structured finance risk Include the impact of all stress case management actions on Structured finance risk.
Tier 1 Capital Include the impact of all stress case management actions on Tier 1 Capital.
Tier 1 capital - fully phased-in definition excluding AT1 capital with < 7% CET1 trigger Include the impact of all stress case management actions on Tier 1 capital - fully phased-in definition excluding AT1 capital with < 7% CET1 trigger.
Total Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital Include the impact of all stress case management actions on Total Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital.
Variable deferred remuneration pre tax Include the impact of all stress case management actions on Variable deferred remuneration pre tax.
Variable upfront remuneration pre tax Include the impact of all stress case management actions on Variable upfront remuneration pre tax.