Stress Test Data Framework Dictionary 2021: Version 02

ALMassetliabilityclass

Enumeration Definition
Credit institutions, other financial corporations, general governments and central bank assets Sum of items Central banks, General governments, Credit institutions and Other financial corporations from FINREP F4.1, F4.2.1, F4.2.2, F4.3.1 and F4.4.1.
Credit institutions, other financial corporations, general governments and central bank liabilities FINREP F8.1 row 160 + FINREP F8.1 row 210 + FINREP F8.1 row 110 + FINREP F8.1 row 060 for columns 010, 020 and 030, respectively for deposits. For debt securities issued - this refers to the issuer of the debt security.
Derivative notionals This refers to the notional value of derivatives (e.g. interest rate swaps and futures) contributing to net interest income.
Households assets FINREP F4.1 row 180, FINREP F4.2.1 row 170, FINREP F4.2.2 row 180, FINREP F4.3.1 row 170, FINREP F4.4.1 row 130
Households liabilities FINREP F8.1 row 310 for columns 010, 020 and 030 respectively.
Non-financial corporations assets FINREP F4.1 row 050/110/170, FINREP F4.2.1 row 040/100/160, FINREP F4.2.2 row 110/170, FINREP F4.3.1 row 040/100/160, FINREP F4.4.1 row 060/120
Non-financial corporations liabilities FINREP F8 1 row 260 for columns 010, 020 and 030 respectively for deposits. For other debt securities issued - this refers to the issuer of the debt security
Small and Medium-sized Enterprise assets An of which category for Non-financial corporations assets, Small and Medium-sized Enterprise assets should be classified as per FINREP (F20.4 row 200)
Small and Medium-sized Enterprise liabilities An of which category for Non-financial corporations liabilities, Small and Medium-sized Enterprise liabilities should be classified as per FINREP