Stress Test Data Framework Dictionary 2021: Version 02

Modelriskcategory

Enumeration Definition
Balance sheet projections Models used for Balance sheet projections
Conduct and other operational risk Models used for Conduct and other operational risk
Fees and other costs and income Models used for Fees and other costs and income
Net interest income Models used for Net interest income
Other models Models used for Other models
Retail credit risk Models used for Retail credit risk
Scenario expansion models Models used for Scenario expansion models
Traded risk Models used for Traded risk
Wholesale credit risk Models used for Wholesale credit risk