Pillar 2B Dictionary 2018: Version 01

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.

201801 StressTestTemplates[Capital_items]

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)