Stress Test Data Framework Dictionary 2021: Version 02

202101 IFRSNineProjections

This Projections template collects data such that the PRA can analyse firms' credit risk impairments across the scenario under the fully loaded IFRS 9 accounting standard. It is a shortened version of the core worksheet Risk_measures_by_portfolio in the Capital and other projections template.

202101 IFRSNineProjections [Projection]

Order TableName Header Offset First Line Of Data
01 Comments 3 4
02 Risk_measures_by_portfolioIFRS9 3 4
03 IFRS9_impact 3 4