PET - Plain English Taxonomy

Name: PrescribedStressScenarioDimension
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.