To support the assessment of stress testing in ICAAPs, firms are expected to complete the templates with their baseline and stress scenario projections.
The stress results reported should represent the stress scenario in the ICAAP document which firms deem adequately severe to be used for the calculation of the buffer requirement (PRA buffer). Firms should refer to the Bank of England’s Stress Test web page on the clarification of IFRS9 for ICAAP stress testing and capital planning.
BANK OF ENGLAND BANKING XBRL TAXONOMY.
The taxonomy, data point model (DPM) dictionary, annotated templates and validation rules cover the requirements for financial statements as set out in PS36/16 ‘Financial statements – responses to Chapter 3 of CP17/16’ , which takes effect from 1 January 2018.
It also covers the requirements for Capital+ Reporting as set out in PS32/16 ‘Responses to Chapter 3 of CP17/16 – forecast capital data’, which takes effect from 1 October 2017.
INTERACTIVE VALIDATION RESULTS.
XBRL validation failure messages are typically very difficult to understand and to resolve. DPM authority helps the user by presenting each failure in a number of different ways. Each message is interactive where clicking on a failure will highlight the data points contributing to the issue in the user interface.
DRAG AND DROP ORACLE EPM AUTOMATION.
DPM Authority is the only Capital+ tool that can integrate natively with Oracle EPM (HFM, Planning and Essbase). EPM dimensions and their members are listed in the automation panel and can be dragged and dropped onto individual cells, entire rows, columns or sheets. It couldn’t be simpler.