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201801 StressTestTemplates[Capital_items]
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.
Capitalitem |
Variable total capital requirement (P1+P2a) assumed for calculations (as % of RWAs) |
Fixed pillar 2a add-on assumed for calculations (amount) |
Calculated PRA buffer (amount) |