Pillar 2B Dictionary 2018: Version 01

Capital_items

Please specify the capital assumptions underlying the capital projections, i.e. variable total capital requirement (Pillar 1 + Pillar 2A) as % of RWAs and the fixed Pillar 2A add-ons. The calculated PRA buffer should represent the firm's own calculation of the PRA buffer based on the stress scenario used.

201801 StressTestTemplates

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Capital item String (255 long) Capitalitem Capitalitem - Yes
2 Amount Float Amount - -