Stress Test Data Framework Dictionary 2021: Version 02

Impairmentsorotherlosslevel2

Enumeration Definition
Business disruption and system failures As per CRR (https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/-/interactive-single-rulebook/article-id/1268) article 324 definition.
Clients, Products & Business Practices As per CRR (https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/-/interactive-single-rulebook/article-id/1268) article 324 definition.
Covered bonds impairment charge Impairment charge for covered bonds.
Covered bonds market value change Market value losses (and gains) of covered bonds.
Damage to Physical Assets As per CRR (https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/-/interactive-single-rulebook/article-id/1268) article 324 definition.
Employment Practices and Workplace Safety As per CRR (https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/-/interactive-single-rulebook/article-id/1268) article 324 definition.
Execution, Delivery & Process Management As per CRR (https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/-/interactive-single-rulebook/article-id/1268) article 324 definition.
External fraud As per CRR (https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/-/interactive-single-rulebook/article-id/1268) article 324 definition.
Internal fraud As per CRR (https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/-/interactive-single-rulebook/article-id/1268) article 324 definition.
Other Other operational risk items not previously defined.
Securitisation positions impairment charge Impairment charge for securitisation positions.
Securitisation positions market value change Market value losses (and gains) for securitisation positions.