Pillar 2B Dictionary 2018: Version 01

201801 StressTestTemplates[Stress_case_management_actions]

Compares patterns / combinations of data entries to pre-defined lists elsewhere in the Pillar 2B Dictionary. Each check will fail if a data item differs from those listed.

201801 StressTestTemplates[Stress_case_management_actions]

Impacttype Impacteditem
Impact on Capital Resources Additional tier 1
Impact on Capital Resources Common equity tier 1 excluding retained earnings
Impact on Capital Resources Tier 2
Impact on Capital Requirements RWA
Impact on Leverage Exposure measure used for the leverage ratio
Impact on Retained Earnings Post tax profit or loss items