Stress Test Data Framework Dictionary 2021: Version 02

Leverage

This is a projection of the firm’s degree of Leverage. Data are required for the Annual cyclical stress scenario and should be as at year end (rather than an average during the year). Data should be reported on a fully loaded basis, i.e before any IFRS9 transitional arrangements have been applied. STDF data templates and any other material should based on the UK definition (i.e. exclude cash balances at central banks from the exposure measure). For guidance on leverage items, please refer to Policy Statement PS21/17 (https://www.bankofengland.co.uk/prudential-regulation/publication/2017/consultations-by-the-fpc-and-pra-on-changes-to-the-uk-leverage-ratio-framework) and Supervisory Statement SS46/15 (https://www.bankofengland.co.uk/prudential-regulation/publication/2015/uk-leverage-ratio-instructions-for-completing-data-items-ss).

202101 CapitalAndOtherProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Leverage item String (255 long) LeverageItem LeverageItem Yes Yes
2 Scenario String (255 long) ScenarioACS Scenario Yes Yes
3 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
4 Balance Float Balance Yes -