Stress Test Data Framework Dictionary 2021: Version 02

202101 OtherCapitalProjections

This template allows additional analysis on the impact of foreign exchange (FX) movements, variable remuneration, T1/T2 spreads and derivative leverage exposure on firms’ capital data, in particular capital and leverage ratios. Data in this template should be reported on a fully loaded basis.

202101 OtherCapitalProjections [Projection]

Order TableName Header Offset First Line Of Data
01 Comments 3 4
02 FX_capital_resources 3 4
03 FX_RWA 3 4
04 FX_leverage 3 4
05 Leverage_exposure 3 4
06 Impact_of_issuance_in_stress 3 4
07 Performance_based_compensation 3 4
08 Capital_evolution 3 4