Firm Data Submission Framework templates used in 2016 and 2017 stress testing exercises

We publish details of a selection of requests made under the Freedom of Information Act 2000, and the information we disclose in response.

Subject/Request Details:  A copy of the Firm Data Submission Framework (‘FSDF’) templates, per risk type  in general, used for 2016 and also more recently for 2017 stress testing exercise and templates for Capital Projections FDSF template and Market Risk Data FDSF template.

Date:  4 September 2017

Disclosure:

The 2016 and 2017 Capital Projections Firm Data Submission Framework (‘FDSF’) templates are publicly available via the Bank’s website. 

The 2016 Capital Projections FDSF template (and the other projections templates) can be found under ‘Capital and other projections’. Please note that the 2016 templates are now out of date as they have been replaced by the 2017 templates. 

Please see below for the ‘Market Risk Data FDSF template’.  This is the only ’FDSF’ template that was not part of the concurrent stress testing exercise in 2016 and was therefore not published.

Excel Market Risk Data FDSF template

The FDSF templates used in the 2016 stress test were:

  • Capital and other projections;
  • Balance sheet profit and loss projections;
  • Retail mortgage credit; 
  • Retail excluding mortgage credit; 
  • Wholesale credit; 
  • Structured finance; 
  • Operational risk; and
  • Asset Liability Management

The 2017 versions of the templates can be accessed here.  Within the zip file, the templates can be found in the folder ‘Core data set – projections’ then ‘STDF Capital and other projections’. All the other data templates used for the 2017 concurrent stress test exercise can also be found in the zip file.  To be aware, the term ‘FDSF’ is no longer used in the context of the concurrent stress test exercise so no ‘FDSF’ templates are part of the 2017 concurrent stress test data request. 

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