Pillar 2B Dictionary 2018: Version 01

Other_macro_economic_variables

Please include the most significant macro-economic variables used in your baseline and stress scenario projections, other than what is included in the UK_macro_economic_variables tab. If no such variables exist, please leave this tab blank. For the definitions and sources of the historical data, please refer to the Bank's published variable paths on the Stress Testing web page http://www.bankofengland.co.uk/financialstability/Pages/fpc/stresstest.aspx, Variable paths for stress test file, Source and Definitions tab.

201801 StressTestTemplates

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Firm defined macro economic variable or market driver String (255 long) Firmdefinedmacroormarket - Yes
2 Country of variable String (255 long) Country Countryofvariable - Yes
3 Base year 0 Float Baseyear0 Yes -
4 Base year 1 Float Baseyear1 Yes -
5 Base year 2 Float Baseyear2 Yes -
6 Base year 3 Float Baseyear3 Yes -
7 Base year 4 Float Baseyear4 Yes -
8 Base year 5 Float Baseyear5 Yes -
9 Stress year 0 Float Stressyear0 Yes -
10 Stress year 1 Float Stressyear1 Yes -
11 Stress year 2 Float Stressyear2 Yes -
12 Stress year 3 Float Stressyear3 Yes -
13 Stress year 4 Float Stressyear4 Yes -
14 Stress year 5 Float Stressyear5 Yes -