Pillar 2B Dictionary 2018: Version 01

RWA

This table covers all RWAs by the reporting entity. Please specify the breakdown of 'Retail Mortgage Credit Risk: Other' and 'Other' in the Description of RWA item field. The ‘Total RWA’ for year 0 should reconcile to the total Pillar 1 RWAs of the balance sheet end date in the ICAAP and with the ‘Pillar 1 RWAs’ line item in the Capital and Leverage worksheet across the base and stress scenario projections. For all level 1 items without a level 2 item, please report the total RWA for this risk type. For all level 1 items without a level 2 item, please report the total RWA for this risk type. Where a level 2 item is provided, please treat this as a mandatory item. All Total level 2 items should be equal to the sum of other level 2 enumerations for the respective risk type.

201801 StressTestTemplates

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 RWA level 1 String (255 long) RWAlevel1 RWAlevel1 Yes Yes
2 RWA level 2 String (255 long) RWAlevel2 RWAlevel2 - Yes
3 Base year 0 Float Baseyear0 0.0000 Inclusive Yes -
4 Base year 1 Float Baseyear1 0.0000 Inclusive Yes -
5 Base year 2 Float Baseyear2 0.0000 Inclusive Yes -
6 Base year 3 Float Baseyear3 0.0000 Inclusive Yes -
7 Base year 4 Float Baseyear4 0.0000 Inclusive Yes -
8 Base year 5 Float Baseyear5 0.0000 Inclusive Yes -
9 Stress year 0 pre management actions Float Stressyear0premanagementactions 0.0000 Inclusive Yes -
10 Stress year 1 pre management actions Float Stressyear1premanagementactions 0.0000 Inclusive Yes -
11 Stress year 2 pre management actions Float Stressyear2premanagementactions 0.0000 Inclusive Yes -
12 Stress year 3 pre management actions Float Stressyear3premanagementactions 0.0000 Inclusive Yes -
13 Stress year 4 pre management actions Float Stressyear4premanagementactions 0.0000 Inclusive Yes -
14 Stress year 5 pre management actions Float Stressyear5premanagementactions 0.0000 Inclusive Yes -
15 Stress year 0 post management actions Float Stressyear0postmanagementactions 0.0000 Inclusive Yes -
16 Stress year 1 post management actions Float Stressyear1postmanagementactions 0.0000 Inclusive Yes -
17 Stress year 2 post management actions Float Stressyear2postmanagementactions 0.0000 Inclusive Yes -
18 Stress year 3 post management actions Float Stressyear3postmanagementactions 0.0000 Inclusive Yes -
19 Stress year 4 post management actions Float Stressyear4postmanagementactions 0.0000 Inclusive Yes -
20 Stress year 5 post management actions Float Stressyear5postmanagementactions 0.0000 Inclusive Yes -
21 Description of RWA item String (255 long) DescriptionofRWAitem - -