Pillar 2B Dictionary 2018: Version 01

Impairments_and_other_losses

Impairments and other losses should be entered as negative values. The ‘Total impairments and other losses, Of which fair value through profit or loss’ line item should reconcile with the 'Impairment and other losses' line item in the Profit or Loss worksheet. Provide a description of the ‘Other retail mortgage’ and 'Other losses' line items in the description column. Where a level 2 item is provided, please treat this as a mandatory item. Each "Total" level 2 item should be equal to the sum of the 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 Impairments and other loss level 1 String (255 long) Impairmentsandotherlosslevel1 Impairmentsandotherlosslevel1 Yes Yes
2 Impairments and other loss level 2 String (255 long) Impairmentsandotherlosslevel2 Impairmentsandotherlosslevel2 - 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 pre management actions Float Stressyear0premanagementactions Yes -
10 Stress year 1 pre management actions Float Stressyear1premanagementactions Yes -
11 Stress year 2 pre management actions Float Stressyear2premanagementactions Yes -
12 Stress year 3 pre management actions Float Stressyear3premanagementactions Yes -
13 Stress year 4 pre management actions Float Stressyear4premanagementactions Yes -
14 Stress year 5 pre management actions Float Stressyear5premanagementactions Yes -
15 Stress year 0 post management actions Float Stressyear0postmanagementactions Yes -
16 Stress year 1 post management actions Float Stressyear1postmanagementactions Yes -
17 Stress year 2 post management actions Float Stressyear2postmanagementactions Yes -
18 Stress year 3 post management actions Float Stressyear3postmanagementactions Yes -
19 Stress year 4 post management actions Float Stressyear4postmanagementactions Yes -
20 Stress year 5 post management actions Float Stressyear5postmanagementactions Yes -
21 Description of Impairments and other losses item String (255 long) DescriptionofImpairmentsandotherlossesitem - -