Name: | PrescribedStressScenarioDimension |
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Label: | Prescribed Stress Scenario Dimension |
TREF ID: | DM557 |
Type: | Predefined |
Description: |
This dimension categorises the reported information according to the relevant years of the prescribed stress scenario, which is in the form of economic or property downturn. The probability of maximum loss allocations are based on the year in this downturn scenario. |
Usage: |
Dimension Members
Name | Label | TREF ID | Description |
PMLYear1 | PML Year 1 | DV6191 |
The information reported is in the 1st year of the economic or property downturn. The probability of maximum loss is allocated in accordance with relevant prudential standards. |
PMLYear2 | PML Year 2 | DV6190 |
The information reported is in the 2nd year of the economic or property downturn. The probability of maximum loss is allocated in accordance with relevant prudential standards. |
PMLYear3 | PML Year 3 | DV6192 |
The information reported is in the 3rd year of the economic or property downturn. The probability of maximum loss is allocated in accordance with relevant prudential standards. |