FDSF Semantic Data Model: XSD example for CP Stress Testing
FDSF Semantic Data Model: XSD example for CP Stress Testing
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Demonstration Only!
This page is for demonstration only. JC Chapman is the sole author. It is not an official publication of any government or regulatory body.
<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<xsd:schema xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fdsf="www.bankofengland.com/fdsf" xmlns:fdsf_0="http://www.jcchapman.com/FDSF" xmlns:xsd="http://www.w3.org/2001/XMLSchema" ecore:name="workspaces.default.projectspaces.df.r._4g.pa7.ee.oo.jtie9f.o.on.a.project" ecore:nsPrefix="fdsf" ecore:package="project" ecore:source="test.xsd.ecore" fdsf_0:reference="_dfZ0UPa7EeOoJtie9fOOnA" fdsf_0:source="emfstore://workspaces/default/projectspaces/_dfR4gPa7EeOoJtie9fOOnA/project" targetNamespace="www.bankofengland.com/fdsf">
<xsd:element fdsf_0:reference="_dfZ0Ufa7EeOoJtie9fOOnA" name="AdminRates" type="fdsf:AdminRates"/>
<xsd:element fdsf_0:reference="_dfZ0X_a7EeOoJtie9fOOnA" name="ALMBalanceSheet" type="fdsf:ALMBalanceSheet"/>
<xsd:element fdsf_0:reference="_dfZ0e_a7EeOoJtie9fOOnA" name="ALMInterestRate" type="fdsf:ALMInterestRate"/>
<xsd:element fdsf_0:reference="_dfZ0h_a7EeOoJtie9fOOnA" name="ALMLiquidity" type="fdsf:ALMLiquidity"/>
<xsd:element fdsf_0:reference="_dfZ0gfa7EeOoJtie9fOOnA" name="ALMMetrics" type="fdsf:ALMMetrics"/>
<xsd:element fdsf_0:reference="_dfZ0jva7EeOoJtie9fOOnA" name="Arrears" type="fdsf:Arrears"/>
<xsd:element fdsf_0:reference="_dfZ0mfa7EeOoJtie9fOOnA" name="ArrearsPeriod" type="fdsf:ArrearsPeriod"/>
<xsd:element fdsf_0:reference="_dfZ0nPa7EeOoJtie9fOOnA" name="BalanceSheetGroupOnly" type="fdsf:BalanceSheetGroupOnly"/>
<xsd:element fdsf_0:reference="_dfZ0ova7EeOoJtie9fOOnA" name="BalanceSheetProfitandLossProjections" type="fdsf:BalanceSheetProfitandLossProjections"/>
<xsd:element fdsf_0:reference="_dfZ0rPa7EeOoJtie9fOOnA" name="BusinessLinesGrossIncome" type="fdsf:BusinessLinesGrossIncome"/>
<xsd:element fdsf_0:reference="_dfabZva7EeOoJtie9fOOnA" name="CapitalandOtherProjections" type="fdsf:CapitalandOtherProjections"/>
<xsd:element fdsf_0:reference="_dfZ0sPa7EeOoJtie9fOOnA" name="CapitalInstruments" type="fdsf:CapitalInstruments"/>
<xsd:element fdsf_0:reference="_dfZ0wPa7EeOoJtie9fOOnA" name="CapitalRequirements" type="fdsf:CapitalRequirements"/>
<xsd:element fdsf_0:reference="_dfZ0xva7EeOoJtie9fOOnA" name="CapitalResources" type="fdsf:CapitalResources"/>
<xsd:element fdsf_0:reference="_dfabYPa7EeOoJtie9fOOnA" name="CapitalResultsSummary" type="fdsf:CapitalResultsSummary"/>
<xsd:element fdsf_0:reference="_dfabfva7EeOoJtie9fOOnA" name="CardsOtherIncome" type="fdsf:CardsOtherIncome"/>
<xsd:element fdsf_0:reference="_dfabi_a7EeOoJtie9fOOnA" name="CollectiveProvisions" type="fdsf:CollectiveProvisions"/>
<xsd:element fdsf_0:reference="_dfabk_a7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element fdsf_0:reference="_dfabn_a7EeOoJtie9fOOnA" name="CoveredBonds" type="fdsf:CoveredBonds"/>
<xsd:element fdsf_0:reference="_dkFgD_a7EeOoJtie9fOOnA" name="CPCapitalStressTesting" type="fdsf:CPCapitalStressTesting"/>
<xsd:element fdsf_0:reference="_dfabvPa7EeOoJtie9fOOnA" name="CreditRatingScheme" type="fdsf:CreditRatingScheme"/>
<xsd:element fdsf_0:reference="_dfabwPa7EeOoJtie9fOOnA" name="EVS" type="fdsf:EVS"/>
<xsd:element fdsf_0:reference="_dfab2va7EeOoJtie9fOOnA" name="ExternalAgencyRating" type="fdsf:ExternalAgencyRating"/>
<xsd:element fdsf_0:reference="_dfab3_a7EeOoJtie9fOOnA" name="FirmReportingStructure" type="fdsf:FirmReportingStructure"/>
<xsd:element fdsf_0:reference="_dfab4_a7EeOoJtie9fOOnA" name="FixedRates" type="fdsf:FixedRates"/>
<xsd:element fdsf_0:reference="_dfab-va7EeOoJtie9fOOnA" name="GeneralInsuranceCapital" type="fdsf:GeneralInsuranceCapital"/>
<xsd:element fdsf_0:reference="_dfacAva7EeOoJtie9fOOnA" name="HistoricalPeriod" type="fdsf:HistoricalPeriod"/>
<xsd:element fdsf_0:reference="_dfacBva7EeOoJtie9fOOnA" name="ImpairmentByRiskType" type="fdsf:ImpairmentByRiskType"/>
<xsd:element fdsf_0:reference="_dfacDPa7EeOoJtie9fOOnA" name="IndividualProvisions" type="fdsf:IndividualProvisions"/>
<xsd:element fdsf_0:reference="_dfbCcfa7EeOoJtie9fOOnA" name="InternalCreditRating" type="fdsf:InternalCreditRating"/>
<xsd:element fdsf_0:reference="_dfbCdfa7EeOoJtie9fOOnA" name="LargeExposures" type="fdsf:LargeExposures"/>
<xsd:element fdsf_0:reference="_dfbChPa7EeOoJtie9fOOnA" name="Leverage" type="fdsf:Leverage"/>
<xsd:element fdsf_0:reference="_dfbCifa7EeOoJtie9fOOnA" name="LifeInsuranceCapital" type="fdsf:LifeInsuranceCapital"/>
<xsd:element fdsf_0:reference="_dfbCkfa7EeOoJtie9fOOnA" name="LimitsByMaturityBand" type="fdsf:LimitsByMaturityBand"/>
<xsd:element fdsf_0:reference="_dfbCm_a7EeOoJtie9fOOnA" name="LimitsByVintage" type="fdsf:LimitsByVintage"/>
<xsd:element fdsf_0:reference="_dfbCpfa7EeOoJtie9fOOnA" name="LTVArrearsMIA" type="fdsf:LTVArrearsMIA"/>
<xsd:element fdsf_0:reference="_dfbCsva7EeOoJtie9fOOnA" name="LTVArrearsPIA" type="fdsf:LTVArrearsPIA"/>
<xsd:element fdsf_0:reference="_dfbCv_a7EeOoJtie9fOOnA" name="LTVRepayment" type="fdsf:LTVRepayment"/>
<xsd:element fdsf_0:reference="_dfbCzva7EeOoJtie9fOOnA" name="MarketVolumesUKOnly" type="fdsf:MarketVolumesUKOnly"/>
<xsd:element fdsf_0:reference="_dfbC2_a7EeOoJtie9fOOnA" name="MortgageArrearsRepoAndSales" type="fdsf:MortgageArrearsRepoAndSales"/>
<xsd:element fdsf_0:reference="_dfbC8fa7EeOoJtie9fOOnA" name="NonTradedMarketRisk" type="fdsf:NonTradedMarketRisk"/>
<xsd:element fdsf_0:reference="_dfbC_Pa7EeOoJtie9fOOnA" name="OperationalLossDetails" type="fdsf:OperationalLossDetails"/>
<xsd:element fdsf_0:reference="_dfbDDPa7EeOoJtie9fOOnA" name="OperationalRisk" type="fdsf:OperationalRisk"/>
<xsd:element fdsf_0:reference="_dfbDCPa7EeOoJtie9fOOnA" name="OperationalRiskMetrics" type="fdsf:OperationalRiskMetrics"/>
<xsd:element fdsf_0:reference="_dfbDFPa7EeOoJtie9fOOnA" name="OtherExpenseDetails" type="fdsf:OtherExpenseDetails"/>
<xsd:element fdsf_0:reference="_dfbDH_a7EeOoJtie9fOOnA" name="OtherIncomeDetails" type="fdsf:OtherIncomeDetails"/>
<xsd:element fdsf_0:reference="_dfbpjfa7EeOoJtie9fOOnA" name="PensionRisk" type="fdsf:PensionRisk"/>
<xsd:element fdsf_0:reference="_dfbplfa7EeOoJtie9fOOnA" name="PensionsAssets" type="fdsf:PensionsAssets"/>
<xsd:element fdsf_0:reference="_dfbpo_a7EeOoJtie9fOOnA" name="PensionsAssetsRecon" type="fdsf:PensionsAssetsRecon"/>
<xsd:element fdsf_0:reference="_dfbpqva7EeOoJtie9fOOnA" name="PensionsBalanceSheet" type="fdsf:PensionsBalanceSheet"/>
<xsd:element fdsf_0:reference="_dfbpsfa7EeOoJtie9fOOnA" name="PensionsCashFlow" type="fdsf:PensionsCashFlow"/>
<xsd:element fdsf_0:reference="_dfbpuva7EeOoJtie9fOOnA" name="PensionsLiabilitiesRecon" type="fdsf:PensionsLiabilitiesRecon"/>
<xsd:element fdsf_0:reference="_dfbpwfa7EeOoJtie9fOOnA" name="PensionsLiabilityFunding" type="fdsf:PensionsLiabilityFunding"/>
<xsd:element fdsf_0:reference="_dfbpyPa7EeOoJtie9fOOnA" name="PensionsLiabilityIAS" type="fdsf:PensionsLiabilityIAS"/>
<xsd:element fdsf_0:reference="_dfbp1fa7EeOoJtie9fOOnA" name="PensionsParameters" type="fdsf:PensionsParameters"/>
<xsd:element fdsf_0:reference="_dfbp4Pa7EeOoJtie9fOOnA" name="PensionsRegBalanceSheet" type="fdsf:PensionsRegBalanceSheet"/>
<xsd:element fdsf_0:reference="_dfbp6Pa7EeOoJtie9fOOnA" name="Portfolio" type="fdsf:Portfolio"/>
<xsd:element fdsf_0:reference="_dfbp8va7EeOoJtie9fOOnA" name="ProfitAndLossBusinessLine" type="fdsf:ProfitAndLossBusinessLine"/>
<xsd:element fdsf_0:reference="_dfbp_fa7EeOoJtie9fOOnA" name="ProfitAndLossGroupOnly" type="fdsf:ProfitAndLossGroupOnly"/>
<xsd:element fdsf_0:reference="_dfbqA_a7EeOoJtie9fOOnA" name="RepossessionPeriod" type="fdsf:RepossessionPeriod"/>
<xsd:element fdsf_0:reference="_dfbqBva7EeOoJtie9fOOnA" name="Repossessions" type="fdsf:Repossessions"/>
<xsd:element fdsf_0:reference="_dfbqEfa7EeOoJtie9fOOnA" name="RestructuredAccounts" type="fdsf:RestructuredAccounts"/>
<xsd:element fdsf_0:reference="_dfbqFva7EeOoJtie9fOOnA" name="RetailExcludingMortgage" type="fdsf:RetailExcludingMortgage"/>
<xsd:element fdsf_0:reference="_dfbqHva7EeOoJtie9fOOnA" name="RetailMortgage" type="fdsf:RetailMortgage"/>
<xsd:element fdsf_0:reference="_dfbqLfa7EeOoJtie9fOOnA" name="RiskMeasures" type="fdsf:RiskMeasures"/>
<xsd:element fdsf_0:reference="_dfcQo_a7EeOoJtie9fOOnA" name="RiskMeasuresByPortfolio" type="fdsf:RiskMeasuresByPortfolio"/>
<xsd:element fdsf_0:reference="_dfcQtfa7EeOoJtie9fOOnA" name="RWA" type="fdsf:RWA"/>
<xsd:element fdsf_0:reference="_dfcQxfa7EeOoJtie9fOOnA" name="SalePeriod" type="fdsf:SalePeriod"/>
<xsd:element fdsf_0:reference="_dfcQyPa7EeOoJtie9fOOnA" name="Sales" type="fdsf:Sales"/>
<xsd:element fdsf_0:reference="_dfcQ1fa7EeOoJtie9fOOnA" name="SecuritisationPositions" type="fdsf:SecuritisationPositions"/>
<xsd:element fdsf_0:reference="_dfcQ9Pa7EeOoJtie9fOOnA" name="SignificantRiskTransfer" type="fdsf:SignificantRiskTransfer"/>
<xsd:element fdsf_0:reference="_dfcRCfa7EeOoJtie9fOOnA" name="StressCaseManagementActions" type="fdsf:StressCaseManagementActions"/>
<xsd:element fdsf_0:reference="_dfcREfa7EeOoJtie9fOOnA" name="StructuredFinance" type="fdsf:StructuredFinance"/>
<xsd:element fdsf_0:reference="_dfcRHva7EeOoJtie9fOOnA" name="StructuredFinanceRisk" type="fdsf:StructuredFinanceRisk"/>
<xsd:element fdsf_0:reference="_dfcRJPa7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
<xsd:element fdsf_0:reference="_dfcRJva7EeOoJtie9fOOnA" name="TopOperationalRisks" type="fdsf:TopOperationalRisks"/>
<xsd:element fdsf_0:reference="_dfcRK_a7EeOoJtie9fOOnA" name="TrendedArrears" type="fdsf:TrendedArrears"/>
<xsd:element fdsf_0:reference="_dfc3o_a7EeOoJtie9fOOnA" name="TrendedCollectiveProvisions" type="fdsf:TrendedCollectiveProvisions"/>
<xsd:element fdsf_0:reference="_dfc3r_a7EeOoJtie9fOOnA" name="TrendedDelinquency" type="fdsf:TrendedDelinquency"/>
<xsd:element fdsf_0:reference="_dfc3vPa7EeOoJtie9fOOnA" name="TrendedOperationalLosses" type="fdsf:TrendedOperationalLosses"/>
<xsd:element fdsf_0:reference="_dfc3xPa7EeOoJtie9fOOnA" name="TrendedOther" type="fdsf:TrendedOther"/>
<xsd:element fdsf_0:reference="_dfc32_a7EeOoJtie9fOOnA" name="VintageAnalysis" type="fdsf:VintageAnalysis"/>
<xsd:element fdsf_0:reference="_dfc35_a7EeOoJtie9fOOnA" name="Wholesale" type="fdsf:Wholesale"/>
<xsd:simpleType fdsf_0:reference="_dfc38Pa7EeOoJtie9fOOnA" name="AccountingBalance">
<xsd:annotation>
<xsd:documentation>The amount in base units of a balance sheet as defined by statutory accounting standards as of end of the period under consideration e.g. Carrying Amount of an asset as per IAS 36 or Fair Value of revenue as per IAS 18</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc38va7EeOoJtie9fOOnA" name="AccountingBalanceAtMinus200Bp">
<xsd:annotation>
<xsd:documentation>Balance of the portfolio at -200 bp parallel interest rate shock.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc38fa7EeOoJtie9fOOnA" name="AccountingBalanceAtPlus200Bp">
<xsd:annotation>
<xsd:documentation>Balance of the portfolio at +200 bp parallel interest rate shock.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc38_a7EeOoJtie9fOOnA" name="AccountingCarryValue">
<xsd:annotation>
<xsd:documentation>The recorded value of the instrument for accounting purposes.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfSfa7EeOoJtie9fOOnA" name="AccountingDesignation">
<xsd:annotation>
<xsd:documentation>The accounting method under which the value of the item is recorded in the firm's financials. Trading Book exposures should use 'Fair Value'. Non-Trading Book exposures may use any available.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:AccountingDesignation1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGLPa7EeOoJtie9fOOnA" name="AccountingDesignation1">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfeGLfa7EeOoJtie9fOOnA" value="AFS">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FairValue" fdsf_0:reference="_dfeGLva7EeOoJtie9fOOnA" value="Fair Value">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HeldToMaturity" fdsf_0:reference="_dfeGL_a7EeOoJtie9fOOnA" value="Held-to-Maturity">
<xsd:annotation>
<xsd:documentation>Assets are held on an Amortised Cost basis</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LoansReceivables" fdsf_0:reference="_dfeGMPa7EeOoJtie9fOOnA" value="Loans & Receivables">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfTPa7EeOoJtie9fOOnA" name="AdditionalSegmentation">
<xsd:annotation>
<xsd:documentation>Additional structural characteristics shared by different Mortgage Product Types. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:AdditionalSegmentation1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGNfa7EeOoJtie9fOOnA" name="AdditionalSegmentation1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="SharedOwnership" fdsf_0:reference="_dfeGNva7EeOoJtie9fOOnA" value="Shared ownership">
<xsd:annotation>
<xsd:documentation>A mortgage where the buyer purchases a proportion of the property and has the option to increase their proportional ownership through additional purchases at a later date.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SharedEquity" fdsf_0:reference="_dfeGN_a7EeOoJtie9fOOnA" value="Shared equity">
<xsd:annotation>
<xsd:documentation>A mortgage in which the lender owns a share of the property’s equity in exchange for providing a portion of the down payment and thus shares in the proceeds when the property is eventually sold.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LPARentReceiver" fdsf_0:reference="_dfeGOPa7EeOoJtie9fOOnA" value="LPA Rent Receiver">
<xsd:annotation>
<xsd:documentation>This is relevant only for BTL mortgages where an (LPA) Landlord Protection Act receiver of rent has been appointed</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AllMortgages" fdsf_0:reference="_dfeGOfa7EeOoJtie9fOOnA" value="All mortgages">
<xsd:annotation>
<xsd:documentation>The ‘Indexed LTV Band’ column will be relevant only when the ‘All Mortgages’ value is selected. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc39va7EeOoJtie9fOOnA" name="AdjustmentsToLiquidAssetBuffer">
<xsd:annotation>
<xsd:documentation>Any adjustment that counts towards the Liquid Asset Buffer but has not been accounted for in the balance sheet projection template elsewhere (e.g. LAB securities in the trading book etc.). Where these are material please provide an explanation in the comments section.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0Ufa7EeOoJtie9fOOnA" name="AdminRates">
<xsd:annotation>
<xsd:documentation>This worksheet captures historical information on the administered rate products. Balance and rate information is required for savings accounts that are divided into high, medium and low interest rate sensitive categories, and include interest bearing current accounts. Information is also required for non-interest bearing current accounts, credit cards and overdrafts.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfZ0Uva7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfZ0U_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="balanceSheetCurrency" fdsf_0:reference="_dfZ0VPa7EeOoJtie9fOOnA" name="BalanceSheetCurrency" type="fdsf:BalanceSheetCurrency"/>
<xsd:element ecore:name="balanceSheetHeaderEVS" fdsf_0:reference="_dfZ0Vfa7EeOoJtie9fOOnA" name="BalanceSheetHeaderEVS" type="fdsf:BalanceSheetHeaderEVS"/>
<xsd:element ecore:name="assetLiabilityClassHeader" fdsf_0:reference="_dfZ0Vva7EeOoJtie9fOOnA" name="AssetLiabilityClassHeader" type="fdsf:AssetLiabilityClassHeader"/>
<xsd:element ecore:name="assetLiabilityClass" fdsf_0:reference="_dfZ0V_a7EeOoJtie9fOOnA" name="AssetLiabilityClass" type="fdsf:AssetLiabilityClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfZ0WPa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="referenceRateType" fdsf_0:reference="_dfZ0Wfa7EeOoJtie9fOOnA" name="ReferenceRateType" type="fdsf:ReferenceRateType"/>
<xsd:element ecore:name="interestRateSensitivity" fdsf_0:reference="_dfZ0Wva7EeOoJtie9fOOnA" name="InterestRateSensitivity" type="fdsf:InterestRateSensitivity"/>
<xsd:element ecore:name="productListByBalance" fdsf_0:reference="_dfZ0W_a7EeOoJtie9fOOnA" name="ProductListByBalance" type="fdsf:ProductListByBalance"/>
<xsd:element ecore:name="historicalPeriod" fdsf_0:reference="_dfZ0XPa7EeOoJtie9fOOnA" name="HistoricalPeriod" type="fdsf:HistoricalPeriod"/>
<xsd:element ecore:name="accountingBalance" fdsf_0:reference="_dfZ0Xfa7EeOoJtie9fOOnA" name="AccountingBalance" type="fdsf:AccountingBalance"/>
<xsd:element ecore:name="weightedAverageRate" fdsf_0:reference="_dfZ0Xva7EeOoJtie9fOOnA" name="WeightedAverageRate" type="fdsf:WeightedAverageRate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfc39_a7EeOoJtie9fOOnA" name="AFSReserveBalance">
<xsd:annotation>
<xsd:documentation>Reserve on gains or losses from revaluation of available-for-sale assets. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0X_a7EeOoJtie9fOOnA" name="ALMBalanceSheet">
<xsd:annotation>
<xsd:documentation>This worksheet captures the firms’ projections of the consolidated group balance sheet and Net Interest Income (NII) under base and stress scenarios including additional information required to carry out the stress testing assessment. The worksheet is primarily used to validate NII under base and stress as the primary source of capital replenishment. The key banking book information captured includes: balances, new and maturing volumes, customer rates and margins, off-balance sheet commitments and liquidity stress factors.
We require separate balance sheets for material currency exposures, with the balances translated to the group’s reporting currency. For example, the group should submit separate data sets for GBP, EUR, USD and OTH exposures; however, all balances should be in GBP if GBP is the group’s reporting currency. The list of balance sheet exposure currencies should be proposed by the firm and agreed with the PRA.
The column titled ‘Adjustments to Liquid Asset Buffer (for planning purposes)’ is only applicable when the selected ‘Asset Liability Class’ is ‘Liquid Asset Buffer Assets’. The column ‘Liquidity Stress Outflows (For planning purposes)’ is only applicable when the selected ‘Asset Liability Class’ is ‘Downgrades’ or ‘Other Outflows and Adjustments’
The balances to be reported are the year-end (closing) balances in order to permit reconciliation with other PRA data feeds. For each projection year (Years 1 to 5), the closing accounting balance is calculated as the sum of the previous year’s closing balance and the changes during the year. Changes during the year reflect the gross new volume minus gross maturing or switching volume during the year.
Back book margins are to be reported as at the beginning of the year. New customer margin is the weighted average margin on the gross new volume during the year.
An implied margin amount for each balance sheet item will be calculated from average balances and margins, assuming even distribution of maturing and new volumes during the year. The sum of the individual margin amounts should result in the overall NII projected by the firm.
An interest income or expense for each balance sheet and off-balance sheet (derivative) item will be estimated from average balances and end-period customer rates. The sum of the interest income and expense lines is expected to be in line with the overall NII projected by the firm.
This tab/context will be integrated into the Balance sheet Profit and Loss projections template in future.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfZ0YPa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfZ0Yfa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="balanceSheetCurrency" fdsf_0:reference="_dfZ0Yva7EeOoJtie9fOOnA" name="BalanceSheetCurrency" type="fdsf:BalanceSheetCurrency"/>
<xsd:element ecore:name="balanceSheetHeaderNTMR" fdsf_0:reference="_dfZ0Y_a7EeOoJtie9fOOnA" name="BalanceSheetHeaderNTMR" type="fdsf:BalanceSheetHeaderNTMR"/>
<xsd:element ecore:name="assetLiabilityClassHeader" fdsf_0:reference="_dfZ0ZPa7EeOoJtie9fOOnA" name="AssetLiabilityClassHeader" type="fdsf:AssetLiabilityClassHeader"/>
<xsd:element ecore:name="assetLiabilityClass" fdsf_0:reference="_dfZ0Zfa7EeOoJtie9fOOnA" name="AssetLiabilityClass" type="fdsf:AssetLiabilityClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfZ0Zva7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="referenceRateType" fdsf_0:reference="_dfZ0Z_a7EeOoJtie9fOOnA" name="ReferenceRateType" type="fdsf:ReferenceRateType"/>
<xsd:element ecore:name="referenceRate" fdsf_0:reference="_dfZ0aPa7EeOoJtie9fOOnA" name="ReferenceRate" type="fdsf:ReferenceRate"/>
<xsd:element ecore:name="lTVBandALM" fdsf_0:reference="_dfZ0afa7EeOoJtie9fOOnA" name="LTVBandALM" type="fdsf:LTVBandALM"/>
<xsd:element ecore:name="maturityBand" fdsf_0:reference="_dfZ0ava7EeOoJtie9fOOnA" name="MaturityBand" type="fdsf:MaturityBand"/>
<xsd:element ecore:name="interestRateOfferPeriod" fdsf_0:reference="_dfZ0a_a7EeOoJtie9fOOnA" name="InterestRateOfferPeriod" type="fdsf:InterestRateOfferPeriod"/>
<xsd:element ecore:name="interestRateSensitivity" fdsf_0:reference="_dfZ0bPa7EeOoJtie9fOOnA" name="InterestRateSensitivity" type="fdsf:InterestRateSensitivity"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfZ0bfa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfZ0bva7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="accountingBalance" fdsf_0:reference="_dfZ0b_a7EeOoJtie9fOOnA" name="AccountingBalance" type="fdsf:AccountingBalance"/>
<xsd:element ecore:name="stressFactors" fdsf_0:reference="_dfZ0cPa7EeOoJtie9fOOnA" name="StressFactors" type="fdsf:StressFactors"/>
<xsd:element ecore:name="grossNewVolume" fdsf_0:reference="_dfZ0cfa7EeOoJtie9fOOnA" name="GrossNewVolume" type="fdsf:GrossNewVolume"/>
<xsd:element ecore:name="newCustomerMargin" fdsf_0:reference="_dfZ0cva7EeOoJtie9fOOnA" name="NewCustomerMargin" type="fdsf:NewCustomerMargin"/>
<xsd:element ecore:name="backBookMargin" fdsf_0:reference="_dfZ0c_a7EeOoJtie9fOOnA" name="BackBookMargin" type="fdsf:BackBookMargin"/>
<xsd:element ecore:name="maturingOrSwitchingBalance" fdsf_0:reference="_dfZ0dPa7EeOoJtie9fOOnA" name="MaturingOrSwitchingBalance" type="fdsf:MaturingOrSwitchingBalance"/>
<xsd:element ecore:name="totalCustomerRate" fdsf_0:reference="_dfZ0dfa7EeOoJtie9fOOnA" name="TotalCustomerRate" type="fdsf:TotalCustomerRate"/>
<xsd:element ecore:name="undrawnCommitments" fdsf_0:reference="_dfZ0dva7EeOoJtie9fOOnA" name="UndrawnCommitments" type="fdsf:UndrawnCommitments"/>
<xsd:element ecore:name="drawnCommitments" fdsf_0:reference="_dfZ0d_a7EeOoJtie9fOOnA" name="DrawnCommitments" type="fdsf:DrawnCommitments"/>
<xsd:element ecore:name="marginOnDrawnCommitments" fdsf_0:reference="_dfZ0ePa7EeOoJtie9fOOnA" name="MarginOnDrawnCommitments" type="fdsf:MarginOnDrawnCommitments"/>
<xsd:element ecore:name="adjustmentsToLiquidAssetBuffer" fdsf_0:reference="_dfZ0efa7EeOoJtie9fOOnA" name="AdjustmentsToLiquidAssetBuffer" type="fdsf:AdjustmentsToLiquidAssetBuffer"/>
<xsd:element ecore:name="liquidityStressOutflows" fdsf_0:reference="_dfZ0eva7EeOoJtie9fOOnA" name="LiquidityStressOutflows" type="fdsf:LiquidityStressOutflows"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfZ0e_a7EeOoJtie9fOOnA" name="ALMInterestRate">
<xsd:annotation>
<xsd:documentation>This worksheet captures the yield curves for the material currencies that the firm has used in constructing the balance sheet forecasts (above in the ALM Balance Sheet). Yield curve projections are requested for the next 5 years. The data points are monthly in the first year and at mid points in subsequent years. Terms 2m, 4m, 5m, 7m, 8m, 10m and 11m are optional, the rest of the yield curve is mandatory.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="lIBORSwapCurve" fdsf_0:reference="_dfZ0fPa7EeOoJtie9fOOnA" name="LIBORSwapCurve" type="fdsf:LIBORSwapCurve"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfZ0ffa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfZ0fva7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="termInterestRate" fdsf_0:reference="_dfZ0f_a7EeOoJtie9fOOnA" name="TermInterestRate" type="fdsf:TermInterestRate"/>
<xsd:element ecore:name="swapRate" fdsf_0:reference="_dfZ0gPa7EeOoJtie9fOOnA" name="SwapRate" type="fdsf:SwapRate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfZ0h_a7EeOoJtie9fOOnA" name="ALMLiquidity">
<xsd:annotation>
<xsd:documentation>These worksheets capture the firm’s non-trading book embedded market risk (non- traded market risk) in the consolidated group balance sheet.
In all contexts, we require separate balance sheets for all material currency exposures, with the balances translated to the firm’s reporting currency. This does not mean separate work sheets but different data sets for each exposure currency within a single work sheet.
For example, a commercial entity could be submitting separate data sets for GBP, EUR, USD and OTH exposures; however, all balances should be in GBP if GBP is the firm’s reporting currency. The list of balance sheet exposure currencies should be proposed by the firm and agreed with the PRA through the scoping template.
For Fixed Rates and Admin Rates history, only a subset of the balance sheet currencies recorded in Non Traded Market Risk (NTMR) will be relevant depending on the materiality of the exposures. This subset should also be pre-agreed with PRA as part of the scoping exercise.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfZ0iPa7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="nonTradedMarketRisk" fdsf_0:reference="_dfZ0ifa7EeOoJtie9fOOnA" name="NonTradedMarketRisk" type="fdsf:NonTradedMarketRisk"/>
<xsd:element ecore:name="eVS" fdsf_0:reference="_dfZ0iva7EeOoJtie9fOOnA" name="EVS" type="fdsf:EVS"/>
<xsd:element ecore:name="fixedRates" fdsf_0:reference="_dfZ0i_a7EeOoJtie9fOOnA" name="FixedRates" type="fdsf:FixedRates"/>
<xsd:element ecore:name="adminRates" fdsf_0:reference="_dfZ0jPa7EeOoJtie9fOOnA" name="AdminRates" type="fdsf:AdminRates"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfZ0jfa7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfTfa7EeOoJtie9fOOnA" name="ALMMetric">
<xsd:annotation>
<xsd:documentation>A list of liquidity, structural / funding and other metrics </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ALMMetrics1"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0gfa7EeOoJtie9fOOnA" name="ALMMetrics">
<xsd:annotation>
<xsd:documentation>This context captures the values of various ALM metrics listed across a five year projection period for required scenarios.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="aLMMetric" fdsf_0:reference="_dfZ0gva7EeOoJtie9fOOnA" name="ALMMetric" type="fdsf:ALMMetric"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfZ0g_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfZ0hPa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfZ0hfa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="value" fdsf_0:reference="_dfZ0hva7EeOoJtie9fOOnA" name="Value" type="fdsf:Value"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGOva7EeOoJtie9fOOnA" name="ALMMetrics1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="IndividualLiquidityGuidanceRatio" fdsf_0:reference="_dfeGO_a7EeOoJtie9fOOnA" value="Individual Liquidity Guidance Ratio">
<xsd:annotation>
<xsd:documentation>Indicative ILG projection as currently defined by the PRA. For group entities outside the UK DLG use standard PRA liquidity stress outflows.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LiquidityCoverageRatio" fdsf_0:reference="_dfeGPPa7EeOoJtie9fOOnA" value="Liquidity Coverage Ratio">
<xsd:annotation>
<xsd:documentation>Indicative LCR projection as currently defined by the CRR/CRD IV.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DWFPrepositionedCollateral" fdsf_0:reference="_dfeGPfa7EeOoJtie9fOOnA" value="DWF Prepositioned Collateral">
<xsd:annotation>
<xsd:documentation>Undrawn pre-positioned collateral at the DWF. This should be the amount after any haircuts that can be drawn against the collateral placed with the Bank of England.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LiquidAssetBuffer" fdsf_0:reference="_dfeGPva7EeOoJtie9fOOnA" value="Liquid Asset Buffer">
<xsd:annotation>
<xsd:documentation>Market value of LAB including but not limited to central bank reserves, securities and eligible DWF capacity. This should cover both trading and non-trading books.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Level1Securities" fdsf_0:reference="_dfeGP_a7EeOoJtie9fOOnA" value="Level 1 securities">
<xsd:annotation>
<xsd:documentation>Market value of Level 1 securities as currently defined by the CRR/CRD IV. This should cover both trading and non-trading books.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Level2Securities" fdsf_0:reference="_dfeGQPa7EeOoJtie9fOOnA" value="Level 2 securities">
<xsd:annotation>
<xsd:documentation>Market value of Level 2 securities as currently defined by the CRR/CRD IV. This should cover both trading and non-trading books.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NetStableFundingRatio" fdsf_0:reference="_dfeGQfa7EeOoJtie9fOOnA" value="Net Stable Funding Ratio">
<xsd:annotation>
<xsd:documentation>Net stable funding ratio as currently defined in the current Basel text.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="WholesaleFundingLessThan3Months" fdsf_0:reference="_dfeGQva7EeOoJtie9fOOnA" value="Wholesale Funding less than 3 months">
<xsd:annotation>
<xsd:documentation>Amount of wholesale funding maturing in less than 3 months.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CDSSpread" fdsf_0:reference="_dfeGQ_a7EeOoJtie9fOOnA" value="CDS Spread">
<xsd:annotation>
<xsd:documentation>Assumed CDS spread on the firm’s 5-year senior unsecured debt for the most liquid currencies.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AAACoveredBondSpread" fdsf_0:reference="_dfeGRPa7EeOoJtie9fOOnA" value="AAA Covered Bond Spread">
<xsd:annotation>
<xsd:documentation>Assumed spread over the reference rate (e.g. 3m Libor) on the firms’ AAA-rated 5-10 year covered bond for all relevant issue currencies.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AAARMBSSpread" fdsf_0:reference="_dfeGRfa7EeOoJtie9fOOnA" value="AAA RMBS Spread">
<xsd:annotation>
<xsd:documentation>Assumed spread on the firms’ AAA-rated 5-10 year RMBS over the reference rate (e.g. 3m Libor) for all relevant issue currencies. To determine tenor, use estimated time to clean-up call date.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SecuredFundingOverTotalAssets" fdsf_0:reference="_dfeGRva7EeOoJtie9fOOnA" value="Secured Funding over Total Assets">
<xsd:annotation>
<xsd:documentation>Assumption on the proportion of total secured funding as a percentage of total assets.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="UnencumberedAssets" fdsf_0:reference="_dfeGR_a7EeOoJtie9fOOnA" value="Unencumbered Assets">
<xsd:annotation>
<xsd:documentation>Amount of unencumbered assets.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FXRateForTheMaterialBalanceSheetCurrencies" fdsf_0:reference="_dfeGSPa7EeOoJtie9fOOnA" value="FX Rate for the Material Balance Sheet Currencies">
<xsd:annotation>
<xsd:documentation>Exchange rate at which foreign currency balance sheet projections were translated to reporting currency.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ReturnOnNonTradingBookAssets" fdsf_0:reference="_dfeGSfa7EeOoJtie9fOOnA" value="Return on Non Trading Book Assets">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ReturnOnEquity" fdsf_0:reference="_dfeGSva7EeOoJtie9fOOnA" value="Return on Equity">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CoCoFunding" fdsf_0:reference="_dfeGS_a7EeOoJtie9fOOnA" value="CoCo Funding">
<xsd:annotation>
<xsd:documentation>Total amount of contingent-convertible tier 1 capital instruments as currently defined by the CRR/CRD IV. Where material more detailed information may be required.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LowestLongTermCreditRatingExternal" fdsf_0:reference="_dfeGTPa7EeOoJtie9fOOnA" value="Lowest Long Term Credit Rating (External)">
<xsd:annotation>
<xsd:documentation>The lowest Long Term Rating (LT Issuer Default Rating / LT Foreign Issuer Credit) of the group given by any of the three major credit rating agencies (S&P, Moody’s, or Fitch).</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0jva7EeOoJtie9fOOnA" name="Arrears">
<xsd:annotation>
<xsd:documentation>This history looks at the volume of delinquencies over time. For a given period, the number of total delinquent loans and the loans that newly became delinquent in that period are requested broken down by portfolio. Each portfolio needs to be defined to a product type level of granularity.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfZ0j_a7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfZ0kPa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfZ0kfa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfZ0kva7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfZ0k_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfZ0lPa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfZ0lfa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="historicalPeriod" fdsf_0:reference="_dfZ0lva7EeOoJtie9fOOnA" name="HistoricalPeriod" type="fdsf:HistoricalPeriod"/>
<xsd:element ecore:name="numberOfDelinquentLoans" fdsf_0:reference="_dfZ0l_a7EeOoJtie9fOOnA" name="NumberOfDelinquentLoans" type="fdsf:NumberOfDelinquentLoans"/>
<xsd:element ecore:name="numberOfNewDelinquentLoans" fdsf_0:reference="_dfZ0mPa7EeOoJtie9fOOnA" name="NumberOfNewDelinquentLoans" type="fdsf:NumberOfNewDelinquentLoans"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfTva7EeOoJtie9fOOnA" name="ArrearsBandBy3MIA">
<xsd:annotation>
<xsd:documentation>Banding of Exposures by whether they are less than or greater than 3 Months in Arrears</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ArrearsBandsBy3MIA"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfUPa7EeOoJtie9fOOnA" name="ArrearsBandByMIAForRetailSecured">
<xsd:annotation>
<xsd:documentation>Banding of Exposures by their Months in Arrears. This could be required for both the current period e.g. June 2012 or for a previous period May 2012. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ArrearsBandsByMIAForRetailSecured"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfT_a7EeOoJtie9fOOnA" name="ArrearsBandByMIAForRetailUnsecured">
<xsd:annotation>
<xsd:documentation>Banding of Exposures by their Months in Arrears. This could be required for both the current period e.g. June 2012 or for a previous period May 2012. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ArrearsBandsByMIAForRetailUnsecured"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfUfa7EeOoJtie9fOOnA" name="ArrearsBandByPIA">
<xsd:annotation>
<xsd:documentation>Banding of Exposures by their Percentage in Arrears.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ArrearsBandsByPIA"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfUva7EeOoJtie9fOOnA" name="ArrearsBandMIACumulative">
<xsd:annotation>
<xsd:documentation>An assortment of MIA bands. They are not mutually exclusive.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ArrearsBandsMIACumulative"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfU_a7EeOoJtie9fOOnA" name="ArrearsBandMixed">
<xsd:annotation>
<xsd:documentation>A banding of total and arrears balances across both MIA and PIA.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ArrearsBandsMixed"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGTfa7EeOoJtie9fOOnA" name="ArrearsBandsBy3MIA">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="UpToDate" fdsf_0:reference="_dfeGTva7EeOoJtie9fOOnA" value="Up-to-Date">
<xsd:annotation>
<xsd:documentation>Not in Arrears, possession or recoveries.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_0m3m" fdsf_0:reference="_dfeGT_a7EeOoJtie9fOOnA" value=">0m&<=3m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3m" fdsf_0:reference="_dfeGUPa7EeOoJtie9fOOnA" value=">3m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfes0_a7EeOoJtie9fOOnA" name="ArrearsBandsByMIAForRetailSecured">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="UpToDate" fdsf_0:reference="_dfes1Pa7EeOoJtie9fOOnA" value="Up-to-Date">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_0m1m" fdsf_0:reference="_dfes1fa7EeOoJtie9fOOnA" value=">0m&<=1m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1m2m" fdsf_0:reference="_dfes1va7EeOoJtie9fOOnA" value=">1m&<=2m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2m3m" fdsf_0:reference="_dfes1_a7EeOoJtie9fOOnA" value=">2m&<=3m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3m4m" fdsf_0:reference="_dfes2Pa7EeOoJtie9fOOnA" value=">3m&<=4m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_4m5m" fdsf_0:reference="_dfes2fa7EeOoJtie9fOOnA" value=">4m&<=5m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5m6m" fdsf_0:reference="_dfes2va7EeOoJtie9fOOnA" value=">5m&<=6m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6m9m" fdsf_0:reference="_dfes2_a7EeOoJtie9fOOnA" value=">6m&<=9m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_9m12m" fdsf_0:reference="_dfes3Pa7EeOoJtie9fOOnA" value=">9m&<=12m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_12m" fdsf_0:reference="_dfes3fa7EeOoJtie9fOOnA" value=">12m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InPossession" fdsf_0:reference="_dfes3va7EeOoJtie9fOOnA" value="In Possession">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfes3_a7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation>If unknown, clarify why the Arrears Band is not known.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="WrittenOff" fdsf_0:reference="_dfes4Pa7EeOoJtie9fOOnA" value="Written Off">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfes4fa7EeOoJtie9fOOnA" value="Closed">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NotOpen" fdsf_0:reference="_dfes4va7EeOoJtie9fOOnA" value="Not-open">
<xsd:annotation>
<xsd:documentation>Only relevant for previous Arrears Band by MIA to indicate new business.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGUfa7EeOoJtie9fOOnA" name="ArrearsBandsByMIAForRetailUnsecured">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="UpToDate" fdsf_0:reference="_dfeGUva7EeOoJtie9fOOnA" value="Up-to-Date">
<xsd:annotation>
<xsd:documentation>Not in Arrears, possession or recoveries.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_0m1m" fdsf_0:reference="_dfeGU_a7EeOoJtie9fOOnA" value=">0m&<=1m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1m2m" fdsf_0:reference="_dfeGVPa7EeOoJtie9fOOnA" value=">1m&<=2m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2m3m" fdsf_0:reference="_dfeGVfa7EeOoJtie9fOOnA" value=">2m&<=3m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3m4m" fdsf_0:reference="_dfeGVva7EeOoJtie9fOOnA" value=">3m&<=4m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_4m5m" fdsf_0:reference="_dfeGV_a7EeOoJtie9fOOnA" value=">4m&<=5m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5m6m" fdsf_0:reference="_dfeGWPa7EeOoJtie9fOOnA" value=">5m&<=6m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6m" fdsf_0:reference="_dfeGWfa7EeOoJtie9fOOnA" value=">6m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ChargeOffRecoveries" fdsf_0:reference="_dfeGWva7EeOoJtie9fOOnA" value="Charge-Off/Recoveries">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="WrittenOff" fdsf_0:reference="_dfeGW_a7EeOoJtie9fOOnA" value="Written-Off">
<xsd:annotation>
<xsd:documentation>Balance written-off gross of any recoveries.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfes0Pa7EeOoJtie9fOOnA" value="Closed">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfes0fa7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NotOpen" fdsf_0:reference="_dfes0va7EeOoJtie9fOOnA" value="Not-open">
<xsd:annotation>
<xsd:documentation>Only relevant for previous Arrears Band by MIA to indicate new business.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfes4_a7EeOoJtie9fOOnA" name="ArrearsBandsByPIA">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="UpToDate" fdsf_0:reference="_dfes5Pa7EeOoJtie9fOOnA" value="Up-to-Date">
<xsd:annotation>
<xsd:documentation>Not in Arrears, possession or recoveries.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_015" fdsf_0:reference="_dfes5fa7EeOoJtie9fOOnA" value=">0%&<1.5%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1525" fdsf_0:reference="_dfes5va7EeOoJtie9fOOnA" value=">=1.5%&<2.5%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_255" fdsf_0:reference="_dfes5_a7EeOoJtie9fOOnA" value=">=2.5%&<5%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_575" fdsf_0:reference="_dfes6Pa7EeOoJtie9fOOnA" value=">=5%&<7.5%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_7510" fdsf_0:reference="_dfes6fa7EeOoJtie9fOOnA" value=">=7.5%&<10%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_10" fdsf_0:reference="_dfes6va7EeOoJtie9fOOnA" value=">=10%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InPossession" fdsf_0:reference="_dfes6_a7EeOoJtie9fOOnA" value="In Possession">
<xsd:annotation>
<xsd:documentation>Indicates when the security underlying the amount owing in arrears has been taken into possession of the lender.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfes7Pa7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfes7fa7EeOoJtie9fOOnA" name="ArrearsBandsMIACumulative">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfes7va7EeOoJtie9fOOnA" value="Total">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1m" fdsf_0:reference="_dfes7_a7EeOoJtie9fOOnA" value=">1m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3m" fdsf_0:reference="_dfes8Pa7EeOoJtie9fOOnA" value=">3m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6m" fdsf_0:reference="_dfes8fa7EeOoJtie9fOOnA" value=">6m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfes8va7EeOoJtie9fOOnA" name="ArrearsBandsMixed">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfes8_a7EeOoJtie9fOOnA" value="Total">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_15IncludingPossessions" fdsf_0:reference="_dfes9Pa7EeOoJtie9fOOnA" value=">=1.5%(including Possessions)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3mIncludingPossessions" fdsf_0:reference="_dfes9fa7EeOoJtie9fOOnA" value=">=3m(including Possessions)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0mfa7EeOoJtie9fOOnA" name="ArrearsPeriod">
<xsd:sequence>
<xsd:element ecore:name="quarter" fdsf_0:reference="_dfZ0mva7EeOoJtie9fOOnA" name="Quarter" type="fdsf:Quarter"/>
<xsd:element ecore:name="year" fdsf_0:reference="_dfZ0m_a7EeOoJtie9fOOnA" name="Year" type="fdsf:Year"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfVva7EeOoJtie9fOOnA" name="AssetClass">
<xsd:annotation>
<xsd:documentation>A defined grouping of assets typically of similar characteristics. An asset is any property, right, entitlement or interest.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:RetailUnsecuredAssetClasses"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfWPa7EeOoJtie9fOOnA" name="AssetLiabilityClass">
<xsd:annotation>
<xsd:documentation>Classification category capturing aggregated information on balance sheet, off balance sheet and other items. This level of aggregation typically sits between Asset Liability Class Header and Product Type.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:AssetLiabilityClass1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfetDfa7EeOoJtie9fOOnA" name="AssetLiabilityClass1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfetDva7EeOoJtie9fOOnA" value="Mortgages">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetD_a7EeOoJtie9fOOnA" value="QRRE">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailSME" fdsf_0:reference="_dfetEPa7EeOoJtie9fOOnA" value="Retail SME">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherRetail" fdsf_0:reference="_dfetEfa7EeOoJtie9fOOnA" value="Other Retail">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CREMortgages" fdsf_0:reference="_dfetEva7EeOoJtie9fOOnA" value="CRE Mortgages">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommercialTermLoans" fdsf_0:reference="_dfetE_a7EeOoJtie9fOOnA" value="Commercial Term Loans">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IntraGroupLending" fdsf_0:reference="_dfetFPa7EeOoJtie9fOOnA" value="Intra-group Lending">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LendingToCreditInstitutions" fdsf_0:reference="_dfetFfa7EeOoJtie9fOOnA" value="Lending to Credit Institutions">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LendingToNonCreditInstitutions" fdsf_0:reference="_dfetFva7EeOoJtie9fOOnA" value="Lending to Non Credit Institutions">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherWholesale" fdsf_0:reference="_dfetF_a7EeOoJtie9fOOnA" value="Other Wholesale">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CashAndCentralBankReserves" fdsf_0:reference="_dfetGPa7EeOoJtie9fOOnA" value="Cash and Central Bank Reserves">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetGfa7EeOoJtie9fOOnA" value="Securities">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TradedAssets" fdsf_0:reference="_dfetGva7EeOoJtie9fOOnA" value="Traded Assets">
<xsd:annotation>
<xsd:documentation> WAL and Customer Margin measures are not applicable to this line item.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherAssets" fdsf_0:reference="_dfetG_a7EeOoJtie9fOOnA" value="Other Assets">
<xsd:annotation>
<xsd:documentation> WAL and Customer Margin measures are not applicable to this line item.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailFunding" fdsf_0:reference="_dfetHPa7EeOoJtie9fOOnA" value="Retail Funding">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IntraGroupSecuredFunding" fdsf_0:reference="_dfetHfa7EeOoJtie9fOOnA" value="Intra-group Secured Funding">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FundingFromCreditInstitutions" fdsf_0:reference="_dfetHva7EeOoJtie9fOOnA" value="Funding from Credit Institutions">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FundingFromNonCreditInstitutions" fdsf_0:reference="_dfetH_a7EeOoJtie9fOOnA" value="Funding from Non Credit Institutions">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CertificatesOfDeposit" fdsf_0:reference="_dfetIPa7EeOoJtie9fOOnA" value="Certificates of Deposit">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetIfa7EeOoJtie9fOOnA" value="Bonds">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommercialPaper" fdsf_0:reference="_dfetIva7EeOoJtie9fOOnA" value="Commercial Paper">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AssetBackSecurities" fdsf_0:reference="_dfetI_a7EeOoJtie9fOOnA" value="Asset Back Securities">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CoveredBonds" fdsf_0:reference="_dfetJPa7EeOoJtie9fOOnA" value="Covered Bonds">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SubordinatedLiabilities" fdsf_0:reference="_dfetJfa7EeOoJtie9fOOnA" value="Subordinated Liabilities">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NetFreeReserves" fdsf_0:reference="_dfetJva7EeOoJtie9fOOnA" value="Net Free Reserves">
<xsd:annotation>
<xsd:documentation>Customer Margin measures are not applicable to this line item.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TradedLiabilities" fdsf_0:reference="_dfetJ_a7EeOoJtie9fOOnA" value="Traded Liabilities">
<xsd:annotation>
<xsd:documentation>WAL and Customer Margin measures are not applicable to this line item.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherLiabilities" fdsf_0:reference="_dfetKPa7EeOoJtie9fOOnA" value="Other Liabilities">
<xsd:annotation>
<xsd:documentation> </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PayFixed" fdsf_0:reference="_dfetKfa7EeOoJtie9fOOnA" value="Pay Fixed">
<xsd:annotation>
<xsd:documentation>On the Economic Value Sensitivity Template – Derivative balances, WAL and Customer Margin measures are not required to be reported for the +-200bp scenarios. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ReceiveFloating" fdsf_0:reference="_dfetKva7EeOoJtie9fOOnA" value="Receive Floating">
<xsd:annotation>
<xsd:documentation>On the Economic Value Sensitivity Template – Derivative balances, WAL and Customer Margin measures are not required to be reported for the +-200bp scenarios. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PayFloating" fdsf_0:reference="_dfetK_a7EeOoJtie9fOOnA" value="Pay Floating">
<xsd:annotation>
<xsd:documentation>On the Pillar 2A Economic Value Sensitivity Template - Balances, WAL and Customer Margin measures are not required to be reported for the +-200bp scenarios. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ReceiveFixed" fdsf_0:reference="_dfetLPa7EeOoJtie9fOOnA" value="Receive Fixed">
<xsd:annotation>
<xsd:documentation>On the Pillar 2A Economic Value Sensitivity Template - Balances, WAL and Customer Margin measures are not required to be reported for the +-200bp scenarios. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommitmentToCreditIntuitions" fdsf_0:reference="_dfetLfa7EeOoJtie9fOOnA" value="Commitment to credit intuitions">
<xsd:annotation>
<xsd:documentation>Off Balance sheet commitments made to credit institutions</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommitmentToNonCreditInstitutions" fdsf_0:reference="_dfetLva7EeOoJtie9fOOnA" value="Commitment to non credit institutions">
<xsd:annotation>
<xsd:documentation>Off Balance sheet commitments made to non-credit institutions</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommitmentToSSPEs" fdsf_0:reference="_dfetL_a7EeOoJtie9fOOnA" value="Commitment to SSPEs">
<xsd:annotation>
<xsd:documentation>Off Balance sheet commitments made to Sponsored Special Purpose Entities.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="QRRECommitments" fdsf_0:reference="_dfetMPa7EeOoJtie9fOOnA" value="QRRE Commitments">
<xsd:annotation>
<xsd:documentation>Overdraft and Credit Card Facilities Provided. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PipelineLendingCommitments" fdsf_0:reference="_dfetMfa7EeOoJtie9fOOnA" value="Pipeline Lending Commitments">
<xsd:annotation>
<xsd:documentation>Lending commitments in the pipeline.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherLegallyBindingCommitments" fdsf_0:reference="_dfetMva7EeOoJtie9fOOnA" value="Other legally binding commitments">
<xsd:annotation>
<xsd:documentation>Other legally binding commitments provided.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LiquidAssetBufferAssets" fdsf_0:reference="_dfetM_a7EeOoJtie9fOOnA" value="Liquid Asset Buffer Assets">
<xsd:annotation>
<xsd:documentation>Any adjustments made to the LAB assets which have not been captured in other fields of the balance sheet.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetNPa7EeOoJtie9fOOnA" value="Downgrades">
<xsd:annotation>
<xsd:documentation>Liquidity stress outflows (as assumed under ILG stress) as a result of downgrades. This is not a liquidity return but the information is only used to form a complete picture of the stressed conditions.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherOutflowsAndAdjustments" fdsf_0:reference="_dfetNfa7EeOoJtie9fOOnA" value="Other outflows and adjustments">
<xsd:annotation>
<xsd:documentation>Other liquidity stress outflows (as assumed under ILG stress). E.g. fixed liquidity add on. Excluding: net wholesale outflows, SME and Retail outflows, committed facilities and downgrades. This is not a liquidity return but the information is only used to form a complete picture of the stressed conditions.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfWfa7EeOoJtie9fOOnA" name="AssetLiabilityClassHeader">
<xsd:annotation>
<xsd:documentation>Classification category capturing aggregated information on balance sheet items, off balance sheet items and other items. The level of aggregation typically sits between Balance Sheet Header and Asset Liability Class.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:AssetLiabilityClassHeader1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfetBfa7EeOoJtie9fOOnA" name="AssetLiabilityClassHeader1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfetBva7EeOoJtie9fOOnA" value="Retail">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetB_a7EeOoJtie9fOOnA" value="Wholesale">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetCPa7EeOoJtie9fOOnA" value="Investments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetCfa7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetCva7EeOoJtie9fOOnA" value="Debt">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetC_a7EeOoJtie9fOOnA" value="Derivatives">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfetDPa7EeOoJtie9fOOnA" value="Commitments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfXva7EeOoJtie9fOOnA" name="AssetLiabilityClassRetailCardsOtherIncome">
<xsd:annotation>
<xsd:documentation>Retail Asset and Liability Classes for cards other income projections</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:AssetLiabilityClassRetailCardsOtherIncome1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dffUIfa7EeOoJtie9fOOnA" name="AssetLiabilityClassRetailCardsOtherIncome1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dffUIva7EeOoJtie9fOOnA" value="QRRE">
<xsd:annotation>
<xsd:documentation> Qualifying Revolving Retail Exposure. Retail exposures falling into BIPRU 4.6.44 R (2). </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailFunding" fdsf_0:reference="_dffUI_a7EeOoJtie9fOOnA" value="Retail Funding">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfXfa7EeOoJtie9fOOnA" name="AssetLiabilityClassRetailOtherIncomeDetails">
<xsd:annotation>
<xsd:documentation>Retail Asset and Liability Classes for income projections</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:AssetLiabilityClassRetailOtherIncomeDetails1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dffUG_a7EeOoJtie9fOOnA" name="AssetLiabilityClassRetailOtherIncomeDetails1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dffUHPa7EeOoJtie9fOOnA" value="Mortgages">
<xsd:annotation>
<xsd:documentation>A regulated mortgage contract as defined by BIPRU.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dffUHfa7EeOoJtie9fOOnA" value="QRRE">
<xsd:annotation>
<xsd:documentation> Qualifying Revolving Retail Exposure. Retail exposures falling into BIPRU 4.6.44 R (2). </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailSME" fdsf_0:reference="_dffUHva7EeOoJtie9fOOnA" value="Retail SME">
<xsd:annotation>
<xsd:documentation>http://fsahandbook.info/FSA/glossary-html/handbook/Glossary/R?definition=G2259</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherRetail" fdsf_0:reference="_dffUH_a7EeOoJtie9fOOnA" value="Other Retail">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailFunding" fdsf_0:reference="_dffUIPa7EeOoJtie9fOOnA" value="Retail Funding">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc3-Pa7EeOoJtie9fOOnA" name="AssetReconciliationAmount">
<xsd:annotation>
<xsd:documentation>A monetary amount associated with an Asset Reconciliation Item </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfX_a7EeOoJtie9fOOnA" name="AssetReconciliationItem">
<xsd:annotation>
<xsd:documentation>A classification of items in the reconciliation of movements in assets in a pension scheme in accordance with IAS19 paragraphs 140 - 141.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:AssetReconciliationItem1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dffT8va7EeOoJtie9fOOnA" name="AssetReconciliationItem1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="BalanceAtBeginningOfYear" fdsf_0:reference="_dffT8_a7EeOoJtie9fOOnA" value="Balance at Beginning of Year">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="aCurrentServiceCost" fdsf_0:reference="_dffT9Pa7EeOoJtie9fOOnA" value="a) Current service cost">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="bInterestIncomeOrExpense" fdsf_0:reference="_dffT9fa7EeOoJtie9fOOnA" value="b) Interest income or expense">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="cITheReturnOnPlanAssetsExcludingAmountsIncludedInInterestB" fdsf_0:reference="_dffT9va7EeOoJtie9fOOnA" value="c) (i) the return on plan assets, excluding amounts included in interest (b)">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="cIiActuarialGainsAndLossesArisingFromChangesInDemographicAssumptions" fdsf_0:reference="_dffT9_a7EeOoJtie9fOOnA" value="c) (ii) actuarial gains and losses arising from changes in demographic assumptions">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="cIiiActuarialGainsAndLossesArisingFromChangesInFinancialAssumptions" fdsf_0:reference="_dffT-Pa7EeOoJtie9fOOnA" value="c) (iii) actuarial gains and losses arising from changes in financial assumptions">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="cIvChangesInTheEffectOfLimitingANetDefinedBenefitAssetToTheAssetCeilingExcludingAmountsIncludedInInterestInB" fdsf_0:reference="_dffT-fa7EeOoJtie9fOOnA" value="c) (iv) changes in the effect of limiting a net defined benefit asset to the asset ceiling, excluding amounts included in interest in (b)">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="dPastServiceCostAndGainsAndLossesArisingFromSettlements" fdsf_0:reference="_dffT-va7EeOoJtie9fOOnA" value="d) past service cost and gains and losses arising from settlements">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="eTheEffectOfChangesInForeignExchangeRates" fdsf_0:reference="_dffT-_a7EeOoJtie9fOOnA" value="e) the effect of changes in foreign exchange rates">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="fIContributionsToThePlanByEmployer" fdsf_0:reference="_dffT_Pa7EeOoJtie9fOOnA" value="f) (i) contributions to the plan by employer">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="fIiContributionsToThePlanByPlanParticipants" fdsf_0:reference="_dffT_fa7EeOoJtie9fOOnA" value="f (ii) contributions to the plan by plan participants">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="gIPaymentsFromThePlanExcludingAnyInRespectOfSettlements" fdsf_0:reference="_dffT_va7EeOoJtie9fOOnA" value="g) (i) payments from the plan, (excluding any in respect of settlements)">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="gIiPaymentsFromThePlanOfAnySettlements" fdsf_0:reference="_dffT__a7EeOoJtie9fOOnA" value="g) (ii) payments from the plan of any settlements">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="hTheEffectsOfBusinessCombinationsAndDisposals" fdsf_0:reference="_dffUAPa7EeOoJtie9fOOnA" value="(h) the effects of business combinations and disposals">
<xsd:annotation>
<xsd:documentation>From IAS 19 paragraph 141</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="BalanceAtEndOfYear" fdsf_0:reference="_dffUAfa7EeOoJtie9fOOnA" value="Balance at End of Year">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc3-fa7EeOoJtie9fOOnA" name="AssetValue">
<xsd:annotation>
<xsd:documentation>A monetary amount defining the value of assets associated with a specific Asset Class.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc3-va7EeOoJtie9fOOnA" name="AverageRecoveryRate">
<xsd:annotation>
<xsd:documentation>Realised sale price as a percentage of the market valuation of the properties that were sold during that period. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc3_Pa7EeOoJtie9fOOnA" name="BackBookMargin">
<xsd:annotation>
<xsd:documentation>Post-ITP (Interest rate Transfer Price) margin on the back book at the beginning of the period, reported as a percentage (not as an amount) in decimals (e.g. 0.015 meaning 1.5%). It can be calculated as follows: External rate – ITP.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc3_fa7EeOoJtie9fOOnA" name="Balance">
<xsd:annotation>
<xsd:documentation>Refers to Drawn Balance but typically used in combination with other terms. For example, Balance Up-to-Date refers to the portion of an exposure's Drawn Balance that is not in Arrears. It could also refer to the value of a balance sheet or PnL item. This can also be used in the context of a balance sheet item, this is used to capture the balance sheet position. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc3__a7EeOoJtie9fOOnA" name="BalanceChargedOff">
<xsd:annotation>
<xsd:documentation>Total amount of loan charged off during the specified month, where relevant, e.g. early recognition of future expected losses through the partial write-down of mortgage exposures</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4APa7EeOoJtie9fOOnA" name="BalanceInArrears">
<xsd:annotation>
<xsd:documentation>See: Balance, Arrears,</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Afa7EeOoJtie9fOOnA" name="BalanceOfDelinquentLoans">
<xsd:annotation>
<xsd:documentation> Balance of loans > 6 MIA</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4A_a7EeOoJtie9fOOnA" name="BalanceOfNewDelinquentLoans">
<xsd:annotation>
<xsd:documentation>Irrespective of how loans are classified as ‘Delinquent’ by individual firms, this measure is intended to capture the balance of loans that became greater than 6 months in arrears in the stated period</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4BPa7EeOoJtie9fOOnA" name="BalanceOfNewRepossessionsInPeriod">
<xsd:annotation>
<xsd:documentation> Balance of new repossessions in the period (Flow)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Ava7EeOoJtie9fOOnA" name="BalanceOfPropertiesInPossession">
<xsd:annotation>
<xsd:documentation> Balance of properties In possession (Stock)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Bfa7EeOoJtie9fOOnA" name="BalanceProjectedEndOfPeriod">
<xsd:annotation>
<xsd:documentation>Projected balance (loans, deposits, etc.) at the end of the (projection) period. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Bva7EeOoJtie9fOOnA" name="BalanceSheetAmountPensions">
<xsd:annotation>
<xsd:documentation>A monetary amount relating to a Balance Sheet Header (Pensions).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfYPa7EeOoJtie9fOOnA" name="BalanceSheetCurrency">
<xsd:annotation>
<xsd:documentation>The currency in which the balances are held. The scope of currencies to be reported is firm specific and needs to be agreed as part of the scoping discussions. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0nPa7EeOoJtie9fOOnA" name="BalanceSheetGroupOnly">
<xsd:annotation>
<xsd:documentation>This context captures summarised Balance Sheet projections and historic actuals for the base and stress case scenarios and is to be provided on a Group level only. The Balance Sheet structure is mostly based on FINREP. Projections should be populated at a Level 1 (i.e. total) and Level 2 (i.e. detail of Level 1). Data is required for all scenarios and projection / historic years.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="balanceSheetLevel1" fdsf_0:reference="_dfZ0nfa7EeOoJtie9fOOnA" name="BalanceSheetLevel1" type="fdsf:BalanceSheetLevel1"/>
<xsd:element ecore:name="balanceSheetLevel2" fdsf_0:reference="_dfZ0nva7EeOoJtie9fOOnA" name="BalanceSheetLevel2" type="fdsf:BalanceSheetLevel2"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfZ0n_a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfZ0oPa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="carryingAmount" fdsf_0:reference="_dfZ0ofa7EeOoJtie9fOOnA" name="CarryingAmount" type="fdsf:CarryingAmount"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfYfa7EeOoJtie9fOOnA" name="BalanceSheetHeaderEVS">
<xsd:annotation>
<xsd:documentation>Classification category capturing aggregated information on balance sheet, off balance sheet and other items. This is the highest level of aggregation and it typically sits above Asset Liability Class Header.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BalanceSheetHeaderEVSALM"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dff7Dfa7EeOoJtie9fOOnA" name="BalanceSheetHeaderEVSALM">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="BalanceSheetAsset" fdsf_0:reference="_dff7Dva7EeOoJtie9fOOnA" value="Balance Sheet - Asset">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="BalanceSheetLiability" fdsf_0:reference="_dff7D_a7EeOoJtie9fOOnA" value="Balance Sheet - Liability">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OffBalanceSheet" fdsf_0:reference="_dff7EPa7EeOoJtie9fOOnA" value="Off Balance Sheet">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfYva7EeOoJtie9fOOnA" name="BalanceSheetHeaderNTMR">
<xsd:annotation>
<xsd:documentation>Classification category capturing aggregated information on balance sheet, off balance sheet and other items. This is the highest level of aggregation and it typically sits above Asset Liability Class Header.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BalanceSheetHeaderNTMRALM"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dff7B_a7EeOoJtie9fOOnA" name="BalanceSheetHeaderNTMRALM">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="BalanceSheetAsset" fdsf_0:reference="_dff7CPa7EeOoJtie9fOOnA" value="Balance Sheet - Asset">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="BalanceSheetLiability" fdsf_0:reference="_dff7Cfa7EeOoJtie9fOOnA" value="Balance Sheet - Liability">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OffBalanceSheetPay" fdsf_0:reference="_dff7Cva7EeOoJtie9fOOnA" value="Off Balance Sheet - Pay">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OffBalanceSheetReceive" fdsf_0:reference="_dff7C_a7EeOoJtie9fOOnA" value="Off Balance Sheet - Receive">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff7DPa7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfY_a7EeOoJtie9fOOnA" name="BalanceSheetHeaderPensions">
<xsd:annotation>
<xsd:documentation>A classification of asset and liability items on the balance sheet relating to pensions. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BalanceSheetHeaderPensions1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dff7Efa7EeOoJtie9fOOnA" name="BalanceSheetHeaderPensions1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dff7Eva7EeOoJtie9fOOnA" value="Liabilities">
<xsd:annotation>
<xsd:documentation>This is the present value of the retirement benefit obligation as defined by IAS19It should correspond to the figures at the same dates on the Liabilities Reconciliation tab.It should exclude any liabilities relating to defined contribution sections or to pensions already matched by purchased annuities.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff7E_a7EeOoJtie9fOOnA" value="Assets">
<xsd:annotation>
<xsd:documentation>Assets are measured at fair value in accordance with IAS 19.It should correspond to the figures at the same dates on the Asset – Reconciliation tab.It should exclude any assets relating to defined contribution sections or to pensions already matched by purchased annuities.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NetSurplusDeficit" fdsf_0:reference="_dff7FPa7EeOoJtie9fOOnA" value="Net Surplus / (Deficit)">
<xsd:annotation>
<xsd:documentation>‘Net Deficit’ is simply the ‘Assets’ minus the ‘Liabilities’</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SurplusNotRecognised" fdsf_0:reference="_dff7Ffa7EeOoJtie9fOOnA" value="Surplus Not Recognised">
<xsd:annotation>
<xsd:documentation>‘Surplus not recognised’ is simply to reflect any possible restriction under IFRIC14.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NetRecognisedAssetLiability" fdsf_0:reference="_dff7Fva7EeOoJtie9fOOnA" value="Net Recognised Asset / (Liability)">
<xsd:annotation>
<xsd:documentation>‘Net recognised liability’ is simply the ‘Net Surplus / Deficit’ less ‘Surplus not recognised’ – i.e. an asset is shown as a positive figure and an obligation shown as a negative figure.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfZPa7EeOoJtie9fOOnA" name="BalanceSheetItem">
<xsd:annotation>
<xsd:documentation>Balance Sheet line item</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BalanceSheetItems"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dff7F_a7EeOoJtie9fOOnA" name="BalanceSheetItems">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="WholesaleAndRetailAssets" fdsf_0:reference="_dff7GPa7EeOoJtie9fOOnA" value="Wholesale and Retail Assets">
<xsd:annotation>
<xsd:documentation>All wholesale and retail assets linked to variable/floating, overnight index rate linked, central bank rate linked, and govt/sovereign reference rates. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="WholesaleAndRetailAssetsExclMortgages" fdsf_0:reference="_dff7Gfa7EeOoJtie9fOOnA" value="Wholesale and Retail Assets Excl Mortgages">
<xsd:annotation>
<xsd:documentation>This includes all wholesale and retail assets linked to the respective reference rate, except mortgages. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailMortgages" fdsf_0:reference="_dff7Gva7EeOoJtie9fOOnA" value="Retail Mortgages">
<xsd:annotation>
<xsd:documentation>This includes all fixed and administered rate retail mortgages</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="WholesaleCREMortgages" fdsf_0:reference="_dff7G_a7EeOoJtie9fOOnA" value="Wholesale CRE Mortgages">
<xsd:annotation>
<xsd:documentation>This includes all administered rate CRE mortgages.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailCreditCard" fdsf_0:reference="_dff7HPa7EeOoJtie9fOOnA" value="Retail Credit Card">
<xsd:annotation>
<xsd:documentation>Credit cards should be split into ‘Interest Bearing’ administered rate type and ‘Non-interest bearing’ reference rate type. This includes both Retail QRRE and Retail SME credit cards.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailOverdraft" fdsf_0:reference="_dff7Hfa7EeOoJtie9fOOnA" value="Retail Overdraft">
<xsd:annotation>
<xsd:documentation>This includes both Retail QRRE and Retail SME administered rate overdrafts.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TradedAssets" fdsf_0:reference="_dff7Hva7EeOoJtie9fOOnA" value="Traded Assets">
<xsd:annotation>
<xsd:documentation>Assets held in the trading book.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherWholesaleAndRetailAssets" fdsf_0:reference="_dff7H_a7EeOoJtie9fOOnA" value="Other Wholesale and Retail Assets">
<xsd:annotation>
<xsd:documentation>All other wholesale and retail assets linked to the respective reference rate.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="WholesaleAndRetailLiabilities" fdsf_0:reference="_dff7IPa7EeOoJtie9fOOnA" value="Wholesale and Retail Liabilities">
<xsd:annotation>
<xsd:documentation>All wholesale and retail liabilities linked to variable/floating, overnight index rate linked, central bank rate linked, and govt/sovereign reference rates.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CustomerBonds" fdsf_0:reference="_dff7Ifa7EeOoJtie9fOOnA" value="Customer Bonds">
<xsd:annotation>
<xsd:documentation>Fixed rate customer bonds</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SavingsAccount" fdsf_0:reference="_dff7Iva7EeOoJtie9fOOnA" value="Savings Account">
<xsd:annotation>
<xsd:documentation>Administered rate savings accounts. Interest bearing current accounts should be captured as a Savings account in the NTMR sheet. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CurrentAccount" fdsf_0:reference="_dff7I_a7EeOoJtie9fOOnA" value="Current Account">
<xsd:annotation>
<xsd:documentation>Non-interest bearing current accounts</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NetFreeReserves" fdsf_0:reference="_dff7JPa7EeOoJtie9fOOnA" value="Net Free Reserves">
<xsd:annotation>
<xsd:documentation>Non-interest bearing net free reserves</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TradedLiabilities" fdsf_0:reference="_dff7Jfa7EeOoJtie9fOOnA" value="Traded Liabilities">
<xsd:annotation>
<xsd:documentation>Liabilities held in the trading book</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherWholesaleAndRetailLiabilities" fdsf_0:reference="_dff7Jva7EeOoJtie9fOOnA" value="Other Wholesale and Retail Liabilities">
<xsd:annotation>
<xsd:documentation>All other wholesale and retail liabilities linked to the respective reference rate.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff7J_a7EeOoJtie9fOOnA" value="Derivatives">
<xsd:annotation>
<xsd:documentation>This refers to derivatives (e.g. interest rate swaps and futures) hedging interest rate risk in the banking book (IRRBB). It is split into pay and receive, and linked to fixed, variable/floating, overnight index rate linked, central bank rate linked, and govt/sovereign reference rates. The notional value of the derivative has to be populated.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff7KPa7EeOoJtie9fOOnA" value="Option">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff7Kfa7EeOoJtie9fOOnA" value="Pipeline">
<xsd:annotation>
<xsd:documentation>This refers to committed but undrawn fixed rate products. Use behavioural assumptions regarding drawdown rate and product life. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfZfa7EeOoJtie9fOOnA" name="BalanceSheetLevel1">
<xsd:annotation>
<xsd:documentation>Balance Sheet header as per FINREP</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BalanceSheetLevel11"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dffUJPa7EeOoJtie9fOOnA" name="BalanceSheetLevel11">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="CashAndCashBalancesAtCentralBanks" fdsf_0:reference="_dffUJfa7EeOoJtie9fOOnA" value="Cash and cash balances at central banks">
<xsd:annotation>
<xsd:documentation>010</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FinancialAssetsHeldForTrading" fdsf_0:reference="_dffUJva7EeOoJtie9fOOnA" value="Financial assets held for trading">
<xsd:annotation>
<xsd:documentation>050</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FinancialAssetsDesignatedAtFairValueThroughProfitOrLoss" fdsf_0:reference="_dffUJ_a7EeOoJtie9fOOnA" value="Financial assets designated at fair value through profit or loss">
<xsd:annotation>
<xsd:documentation>100</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AvailableForSaleFinancialAssets" fdsf_0:reference="_dffUKPa7EeOoJtie9fOOnA" value="Available-for-sale financial assets">
<xsd:annotation>
<xsd:documentation>140</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LoansAndReceivables" fdsf_0:reference="_dffUKfa7EeOoJtie9fOOnA" value="Loans and receivables">
<xsd:annotation>
<xsd:documentation>180</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HeldToMaturityInvestments" fdsf_0:reference="_dffUKva7EeOoJtie9fOOnA" value="Held-to-maturity investments">
<xsd:annotation>
<xsd:documentation>210</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DerivativesHedgeAccounting" fdsf_0:reference="_dffUK_a7EeOoJtie9fOOnA" value="Derivatives – Hedge accounting">
<xsd:annotation>
<xsd:documentation>240</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FairValueChangesOfTheHedgedItemsInPortfolioHedgeOfInterestRateRisk" fdsf_0:reference="_dffULPa7EeOoJtie9fOOnA" value="Fair value changes of the hedged items in portfolio hedge of interest rate risk">
<xsd:annotation>
<xsd:documentation>250</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InvestmentsInSubsidiariesJointVenturesAndAssociates" fdsf_0:reference="_dffULfa7EeOoJtie9fOOnA" value="Investments in subsidiaries, joint ventures and associates">
<xsd:annotation>
<xsd:documentation>260</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TangibleAssets" fdsf_0:reference="_dffULva7EeOoJtie9fOOnA" value="Tangible assets">
<xsd:annotation>
<xsd:documentation>270</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IntangibleAssets" fdsf_0:reference="_dffUL_a7EeOoJtie9fOOnA" value="Intangible assets">
<xsd:annotation>
<xsd:documentation>300</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TaxAssets" fdsf_0:reference="_dffUMPa7EeOoJtie9fOOnA" value="Tax assets">
<xsd:annotation>
<xsd:documentation>330</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherAssets" fdsf_0:reference="_dffUMfa7EeOoJtie9fOOnA" value="Other assets">
<xsd:annotation>
<xsd:documentation>360</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NonCurrentAssetsAndDisposalGroupsClassifiedAsHeldForSale" fdsf_0:reference="_dffUMva7EeOoJtie9fOOnA" value="Non-current assets and disposal groups classified as held for sale">
<xsd:annotation>
<xsd:documentation>370</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TOTALASSETS" fdsf_0:reference="_dffUM_a7EeOoJtie9fOOnA" value="TOTAL ASSETS">
<xsd:annotation>
<xsd:documentation>380</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FinancialLiabilitiesHeldForTrading" fdsf_0:reference="_dffUNPa7EeOoJtie9fOOnA" value="Financial liabilities held for trading">
<xsd:annotation>
<xsd:documentation>010</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FinancialLiabilitiesDesignatedAtFairValueThroughProfitOrLoss" fdsf_0:reference="_dffUNfa7EeOoJtie9fOOnA" value="Financial liabilities designated at fair value through profit or loss">
<xsd:annotation>
<xsd:documentation>070</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FinancialLiabilitiesMeasuredAtAmortisedCost" fdsf_0:reference="_dffUNva7EeOoJtie9fOOnA" value="Financial liabilities measured at amortised cost">
<xsd:annotation>
<xsd:documentation>110</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DerivativesHedgeAccounting" fdsf_0:reference="_dffUN_a7EeOoJtie9fOOnA" value="Derivatives – Hedge accounting">
<xsd:annotation>
<xsd:documentation>150</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FairValueChangesOfTheHedgedItemsInPortfolioHedgeOfInterestRateRisk" fdsf_0:reference="_dffUOPa7EeOoJtie9fOOnA" value="Fair value changes of the hedged items in portfolio hedge of interest rate risk">
<xsd:annotation>
<xsd:documentation>160</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dffUOfa7EeOoJtie9fOOnA" value="Provisions">
<xsd:annotation>
<xsd:documentation>170</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TaxLiabilities" fdsf_0:reference="_dffUOva7EeOoJtie9fOOnA" value="Tax liabilities">
<xsd:annotation>
<xsd:documentation>240</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ShareCapitalRepayableOnDemand" fdsf_0:reference="_dffUO_a7EeOoJtie9fOOnA" value="Share capital repayable on demand">
<xsd:annotation>
<xsd:documentation>270</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherLiabilities" fdsf_0:reference="_dffUPPa7EeOoJtie9fOOnA" value="Other liabilities">
<xsd:annotation>
<xsd:documentation>280</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LiabilitiesIncludedInDisposalGroupsClassifiedAsHeldForSale" fdsf_0:reference="_dffUPfa7EeOoJtie9fOOnA" value="Liabilities included in disposal groups classified as held for sale">
<xsd:annotation>
<xsd:documentation>290</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TOTALLIABILITIES" fdsf_0:reference="_dffUPva7EeOoJtie9fOOnA" value="TOTAL LIABILITIES">
<xsd:annotation>
<xsd:documentation>300</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dffUP_a7EeOoJtie9fOOnA" value="Capital">
<xsd:annotation>
<xsd:documentation>010</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SharePremium" fdsf_0:reference="_dffUQPa7EeOoJtie9fOOnA" value="Share premium">
<xsd:annotation>
<xsd:documentation>040</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="EquityInstrumentsIssuedOtherThanCapital" fdsf_0:reference="_dffUQfa7EeOoJtie9fOOnA" value="Equity instruments issued other than capital">
<xsd:annotation>
<xsd:documentation>050</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AccumulatedOtherComprehensiveIncome" fdsf_0:reference="_dffUQva7EeOoJtie9fOOnA" value="Accumulated other comprehensive income">
<xsd:annotation>
<xsd:documentation>090</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetainedEarnings" fdsf_0:reference="_dffUQ_a7EeOoJtie9fOOnA" value="Retained earnings">
<xsd:annotation>
<xsd:documentation>190</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RevaluationReserves" fdsf_0:reference="_dffURPa7EeOoJtie9fOOnA" value="Revaluation reserves">
<xsd:annotation>
<xsd:documentation>200</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherReserves" fdsf_0:reference="_dffURfa7EeOoJtie9fOOnA" value="Other reserves">
<xsd:annotation>
<xsd:documentation>210</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TreasuryShares" fdsf_0:reference="_dffURva7EeOoJtie9fOOnA" value="(-) Treasury shares">
<xsd:annotation>
<xsd:documentation>240</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ProfitOrLossAttributableToOwnersOfTheParent" fdsf_0:reference="_dffUR_a7EeOoJtie9fOOnA" value="Profit or loss attributable to owners of the parent">
<xsd:annotation>
<xsd:documentation>250</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InterimDividends" fdsf_0:reference="_dffUSPa7EeOoJtie9fOOnA" value="(-) Interim dividends">
<xsd:annotation>
<xsd:documentation>260</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MinorityInterestsNonControllingInterests" fdsf_0:reference="_dffUSfa7EeOoJtie9fOOnA" value="Minority interests [Non-controlling interests]">
<xsd:annotation>
<xsd:documentation>270</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TOTALEQUITY" fdsf_0:reference="_dffUSva7EeOoJtie9fOOnA" value="TOTAL EQUITY">
<xsd:annotation>
<xsd:documentation>300</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TOTALEQUITYANDTOTALLIABILITIES" fdsf_0:reference="_dffUS_a7EeOoJtie9fOOnA" value="TOTAL EQUITY AND TOTAL LIABILITIES">
<xsd:annotation>
<xsd:documentation>310</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfZva7EeOoJtie9fOOnA" name="BalanceSheetLevel2">
<xsd:annotation>
<xsd:documentation>Balance Sheet detail for a header as per FINREP</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BalanceSheetLevel21"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dffUTPa7EeOoJtie9fOOnA" name="BalanceSheetLevel21">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="CashOnHand" fdsf_0:reference="_dffUTfa7EeOoJtie9fOOnA" value="Cash on hand">
<xsd:annotation>
<xsd:documentation>020</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CashBalancesAtCentralBanks" fdsf_0:reference="_dffUTva7EeOoJtie9fOOnA" value="Cash balances at central banks">
<xsd:annotation>
<xsd:documentation>030</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dffUT_a7EeOoJtie9fOOnA" value="Derivatives">
<xsd:annotation>
<xsd:documentation>060</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LoansAndAdvances" fdsf_0:reference="_dffUUPa7EeOoJtie9fOOnA" value="Loans and advances">
<xsd:annotation>
<xsd:documentation>090</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherFinancialAssets" fdsf_0:reference="_dff68Pa7EeOoJtie9fOOnA" value="Other financial assets">
<xsd:annotation>
<xsd:documentation>-</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LoansAndAdvances" fdsf_0:reference="_dff68fa7EeOoJtie9fOOnA" value="Loans and advances">
<xsd:annotation>
<xsd:documentation>130</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherFinancialAssets" fdsf_0:reference="_dff68va7EeOoJtie9fOOnA" value="Other financial assets">
<xsd:annotation>
<xsd:documentation>-</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LoansAndAdvances" fdsf_0:reference="_dff68_a7EeOoJtie9fOOnA" value="Loans and advances">
<xsd:annotation>
<xsd:documentation>170</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherFinancialAssets" fdsf_0:reference="_dff69Pa7EeOoJtie9fOOnA" value="Other financial assets">
<xsd:annotation>
<xsd:documentation>-</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LoansAndAdvances" fdsf_0:reference="_dff69fa7EeOoJtie9fOOnA" value="Loans and advances">
<xsd:annotation>
<xsd:documentation>-</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherFinancialAssets" fdsf_0:reference="_dff69va7EeOoJtie9fOOnA" value="Other financial assets">
<xsd:annotation>
<xsd:documentation>-</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LoansAndAdvances" fdsf_0:reference="_dff69_a7EeOoJtie9fOOnA" value="Loans and advances">
<xsd:annotation>
<xsd:documentation>230</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherFinancialAssets" fdsf_0:reference="_dff6-Pa7EeOoJtie9fOOnA" value="Other financial assets">
<xsd:annotation>
<xsd:documentation>-</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CurrentTaxAssets" fdsf_0:reference="_dff6-fa7EeOoJtie9fOOnA" value="Current tax assets">
<xsd:annotation>
<xsd:documentation>340</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxAssets" fdsf_0:reference="_dff6-va7EeOoJtie9fOOnA" value="Deferred tax assets">
<xsd:annotation>
<xsd:documentation>350</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff6-_a7EeOoJtie9fOOnA" value="Derivatives">
<xsd:annotation>
<xsd:documentation>020</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff6_Pa7EeOoJtie9fOOnA" value="Deposits">
<xsd:annotation>
<xsd:documentation>040</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherFinancialLiabilities" fdsf_0:reference="_dff6_fa7EeOoJtie9fOOnA" value="Other financial liabilities">
<xsd:annotation>
<xsd:documentation>060</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff6_va7EeOoJtie9fOOnA" value="Deposits">
<xsd:annotation>
<xsd:documentation>080</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DebtSecuritiesIssued" fdsf_0:reference="_dff6__a7EeOoJtie9fOOnA" value="Debt securities issued">
<xsd:annotation>
<xsd:documentation>090</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherFinancialLiabilities" fdsf_0:reference="_dff7APa7EeOoJtie9fOOnA" value="Other financial liabilities">
<xsd:annotation>
<xsd:documentation>100</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff7Afa7EeOoJtie9fOOnA" value="Deposits">
<xsd:annotation>
<xsd:documentation>120</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DebtSecuritiesIssued" fdsf_0:reference="_dff7Ava7EeOoJtie9fOOnA" value="Debt securities issued">
<xsd:annotation>
<xsd:documentation>130</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherFinancialLiabilities" fdsf_0:reference="_dff7A_a7EeOoJtie9fOOnA" value="Other financial liabilities">
<xsd:annotation>
<xsd:documentation>140</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PensionsAndOtherPostEmploymentDefinedBenefitObligations" fdsf_0:reference="_dff7BPa7EeOoJtie9fOOnA" value="Pensions and other post employment defined benefit obligations">
<xsd:annotation>
<xsd:documentation>180</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherProvisions" fdsf_0:reference="_dff7Bfa7EeOoJtie9fOOnA" value="Other provisions">
<xsd:annotation>
<xsd:documentation>230</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="EquityComponentOfCompoundFinancialInstruments" fdsf_0:reference="_dff7Bva7EeOoJtie9fOOnA" value="Equity component of compound financial instruments">
<xsd:annotation>
<xsd:documentation>060</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0ova7EeOoJtie9fOOnA" name="BalanceSheetProfitandLossProjections">
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfZ0o_a7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="balanceSheetGroupOnly" fdsf_0:reference="_dfZ0pPa7EeOoJtie9fOOnA" name="BalanceSheetGroupOnly" type="fdsf:BalanceSheetGroupOnly"/>
<xsd:element ecore:name="profitAndLossGroupOnly" fdsf_0:reference="_dfZ0pfa7EeOoJtie9fOOnA" name="ProfitAndLossGroupOnly" type="fdsf:ProfitAndLossGroupOnly"/>
<xsd:element ecore:name="profitAndLossBusinessLine" fdsf_0:reference="_dfZ0pva7EeOoJtie9fOOnA" name="ProfitAndLossBusinessLine" type="fdsf:ProfitAndLossBusinessLine"/>
<xsd:element ecore:name="otherIncomeDetails" fdsf_0:reference="_dfZ0p_a7EeOoJtie9fOOnA" name="OtherIncomeDetails" type="fdsf:OtherIncomeDetails"/>
<xsd:element ecore:name="otherExpenseDetails" fdsf_0:reference="_dfZ0qPa7EeOoJtie9fOOnA" name="OtherExpenseDetails" type="fdsf:OtherExpenseDetails"/>
<xsd:element ecore:name="marketVolumesUKOnly" fdsf_0:reference="_dfZ0qfa7EeOoJtie9fOOnA" name="MarketVolumesUKOnly" type="fdsf:MarketVolumesUKOnly"/>
<xsd:element ecore:name="cardsOtherIncome" fdsf_0:reference="_dfZ0qva7EeOoJtie9fOOnA" name="CardsOtherIncome" type="fdsf:CardsOtherIncome"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfZ0q_a7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfc4CPa7EeOoJtie9fOOnA" name="BalanceUpToDate">
<xsd:annotation>
<xsd:documentation>See: Balance, Up-to-Date.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Cfa7EeOoJtie9fOOnA" name="BalanceWeightedAverageIndexedLTV">
<xsd:annotation>
<xsd:documentation>The average LTV for a given set of loans, weighted by each loans' Drawn Balance.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfZ_a7EeOoJtie9fOOnA" name="BalanceWeightedAverageInterestRate">
<xsd:annotation>
<xsd:documentation>Average interest rate for a set of assets weighted by the specified balance (e.g., EAD, DB, etc.) of each.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfaPa7EeOoJtie9fOOnA" name="BaselApproach">
<xsd:annotation>
<xsd:documentation>One of the methods of calculating risk weights as set out in BIPRU 3 and 4.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BaselApproach1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dff7Kva7EeOoJtie9fOOnA" name="BaselApproach1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="IRBApproachExcludingSlotting" fdsf_0:reference="_dff7K_a7EeOoJtie9fOOnA" value="IRB Approach (excluding Slotting)">
<xsd:annotation>
<xsd:documentation>Refers to the adjusted methods of calculating the credit risk capital component as set out in BIPRU4. Reference- http://fsahandbook.info/FSA/glossary-html/handbook/Glossary/I?definition=G2167 </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IRBSlotting" fdsf_0:reference="_dff7LPa7EeOoJtie9fOOnA" value="IRB Slotting">
<xsd:annotation>
<xsd:documentation>Classification system to calculate capital required to be set aside to cover losses on specialised lending, including property loans, as set out in BIPRU 4.5.8 (PRA Prudential sourcebook for banks, building societies and investment firms)</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dff7Lfa7EeOoJtie9fOOnA" value="Standardised">
<xsd:annotation>
<xsd:documentation>Refers to Standardised credit risk as defined in BIPRU 3 (PRA Prudential sourcebook for banks, building societies and investment firms)</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4C_a7EeOoJtie9fOOnA" name="BehaviouralisedBalance">
<xsd:annotation>
<xsd:documentation>This is the amount (in base units) of a balance sheet or off balance sheet item. For on balance sheet items book values should be used. For derivative items nationals should be used. The Behavioural Balance is reported across time buckets covering the whole Repricing Period buckets and should account for any amortisation and associated behavioural characteristics such as embedded optionality (e.g. pre-payment or early withdrawal etc.) or other behavioural characteristics (e.g. stickiness).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4DPa7EeOoJtie9fOOnA" name="BenefitPayments">
<xsd:annotation>
<xsd:documentation>The value of benefit payments out of the scheme</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Dfa7EeOoJtie9fOOnA" name="BookBalance">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfa_a7EeOoJtie9fOOnA" name="BookType">
<xsd:annotation>
<xsd:documentation>This indicates whether the type of book is a trading or a non-trading book</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BookType1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dff7OPa7EeOoJtie9fOOnA" name="BookType1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dff7Ofa7EeOoJtie9fOOnA" value="Trading">
<xsd:annotation>
<xsd:documentation>As per the PRA handbook: (1) (in UPRU) in relation to a firm's business or exposures, means: (a) its proprietary positions in financial instruments: (i) which are held for resale and/or are taken on by the firm with the intention of benefiting in the short term from actual and/or expected differences between their buying and selling prices or from other price or interest-rate variations; (ii) arising from matched principal broking;(iii) taken in order to hedge other elements of the trading book; (b) exposures due to unsettled securities transactions, free deliveries, OTC derivative instruments, repurchase agreements and securities lending transactions based on securities included in (a)(i) to (iii) above, reverse repurchase agreements and securities borrowing transactions based on securities included in (a)(i) to (iii) above; and(c) fees, commission, interest and dividends, and margin on exchange-traded derivatives which are directly related to the items included in (a) and (b) above.(2) (in BIPRU, GENPRU and BSOCS and in relation to a BIPRU firm) has the meaning in BIPRU 1.2 (Definition of the trading book) which is in summary, all that firm's positions in CRD financial instruments and commodities held either with trading intent or in order to hedge other elements of the trading book, and which are either free of any restrictive covenants on their tradability or able to be hedged. (3) (in BIPRU and GENPRU and in relation to a person other than a BIPRU firm) has the meaning in (2) with references to a firm replaced by ones to a person.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NonTrading" fdsf_0:reference="_dff7Ova7EeOoJtie9fOOnA" value="Non Trading">
<xsd:annotation>
<xsd:documentation>As per the PRA handbook: positions, exposures, assets and liabilities that are not in the trading book.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4D_a7EeOoJtie9fOOnA" name="BookValueAsPercentageOfCurrentNotional">
<xsd:annotation>
<xsd:documentation>This should be the percentage representing the value the exposure is currently booked at divided by the current notional at the data as of date. The minimum percentage is 0, there is no maximum percentage. To be completed only if 'Accounting Designation' is selected as 'AFS', 'Held-to-Maturity' or 'Loans & Receivables'</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0rPa7EeOoJtie9fOOnA" name="BusinessLinesGrossIncome">
<xsd:annotation>
<xsd:documentation>This worksheet captures the gross income for certain business lines (Specified by BIPRU 6.4.15 R). The business line gross income is to be reported at a firm or group (i.e. template) level and not per Commercial Entity, Business Unit or Sub Business Unit. </xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="firmReportingStructure" fdsf_0:reference="_dfZ0rfa7EeOoJtie9fOOnA" name="FirmReportingStructure" type="fdsf:FirmReportingStructure"/>
<xsd:element ecore:name="regulatoryBusinessLine" fdsf_0:reference="_dfZ0rva7EeOoJtie9fOOnA" name="RegulatoryBusinessLine" type="fdsf:RegulatoryBusinessLine"/>
<xsd:element ecore:name="grossIncome" fdsf_0:reference="_dfZ0r_a7EeOoJtie9fOOnA" name="GrossIncome" type="fdsf:GrossIncome"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfbPa7EeOoJtie9fOOnA" name="BusinessUnit">
<xsd:annotation>
<xsd:documentation>A business division providing products / services to a sector or sectors. It is not necessarily a separate legal entity. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:BusinessUnitsFirmDefined"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dff7O_a7EeOoJtie9fOOnA" name="BusinessUnitsFirmDefined">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfbfa7EeOoJtie9fOOnA" name="CallDate">
<xsd:annotation>
<xsd:documentation>The date at which the capital instrument may be called. This should be in format - YYYYMMDD. If no call date, please leave blank. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfabZva7EeOoJtie9fOOnA" name="CapitalandOtherProjections">
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfabZ_a7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="capitalResultsSummary" fdsf_0:reference="_dfabaPa7EeOoJtie9fOOnA" name="CapitalResultsSummary" type="fdsf:CapitalResultsSummary"/>
<xsd:element ecore:name="capitalResources" fdsf_0:reference="_dfabafa7EeOoJtie9fOOnA" name="CapitalResources" type="fdsf:CapitalResources"/>
<xsd:element ecore:name="leverage" fdsf_0:reference="_dfabava7EeOoJtie9fOOnA" name="Leverage" type="fdsf:Leverage"/>
<xsd:element ecore:name="riskMeasuresByPortfolio" fdsf_0:reference="_dfaba_a7EeOoJtie9fOOnA" name="RiskMeasuresByPortfolio" type="fdsf:RiskMeasuresByPortfolio"/>
<xsd:element ecore:name="impairmentByRiskType" fdsf_0:reference="_dfabbPa7EeOoJtie9fOOnA" name="ImpairmentByRiskType" type="fdsf:ImpairmentByRiskType"/>
<xsd:element ecore:name="capitalRequirements" fdsf_0:reference="_dfabbfa7EeOoJtie9fOOnA" name="CapitalRequirements" type="fdsf:CapitalRequirements"/>
<xsd:element ecore:name="capitalInstruments" fdsf_0:reference="_dfabbva7EeOoJtie9fOOnA" name="CapitalInstruments" type="fdsf:CapitalInstruments"/>
<xsd:element ecore:name="mortgageArrearsRepoAndSales" fdsf_0:reference="_dfabb_a7EeOoJtie9fOOnA" name="MortgageArrearsRepoAndSales" type="fdsf:MortgageArrearsRepoAndSales"/>
<xsd:element ecore:name="stressCaseManagementActions" fdsf_0:reference="_dfabcPa7EeOoJtie9fOOnA" name="StressCaseManagementActions" type="fdsf:StressCaseManagementActions"/>
<xsd:element ecore:name="aLMBalanceSheet" fdsf_0:reference="_dfabcfa7EeOoJtie9fOOnA" name="ALMBalanceSheet" type="fdsf:ALMBalanceSheet"/>
<xsd:element ecore:name="aLMInterestRate" fdsf_0:reference="_dfabcva7EeOoJtie9fOOnA" name="ALMInterestRate" type="fdsf:ALMInterestRate"/>
<xsd:element ecore:name="aLMMetrics" fdsf_0:reference="_dfabc_a7EeOoJtie9fOOnA" name="ALMMetrics" type="fdsf:ALMMetrics"/>
<xsd:element ecore:name="lifeInsuranceCapital" fdsf_0:reference="_dfabdPa7EeOoJtie9fOOnA" name="LifeInsuranceCapital" type="fdsf:LifeInsuranceCapital"/>
<xsd:element ecore:name="generalInsuranceCapital" fdsf_0:reference="_dfabdfa7EeOoJtie9fOOnA" name="GeneralInsuranceCapital" type="fdsf:GeneralInsuranceCapital"/>
<xsd:element ecore:name="structuredFinance" fdsf_0:reference="_dfabdva7EeOoJtie9fOOnA" name="StructuredFinance" type="fdsf:StructuredFinance"/>
<xsd:element ecore:name="pensionsBalanceSheet" fdsf_0:reference="_dfabd_a7EeOoJtie9fOOnA" name="PensionsBalanceSheet" type="fdsf:PensionsBalanceSheet"/>
<xsd:element ecore:name="pensionsAssets" fdsf_0:reference="_dfabePa7EeOoJtie9fOOnA" name="PensionsAssets" type="fdsf:PensionsAssets"/>
<xsd:element ecore:name="pensionsAssetsRecon" fdsf_0:reference="_dfabefa7EeOoJtie9fOOnA" name="PensionsAssetsRecon" type="fdsf:PensionsAssetsRecon"/>
<xsd:element ecore:name="pensionsLiabilitiesRecon" fdsf_0:reference="_dfabeva7EeOoJtie9fOOnA" name="PensionsLiabilitiesRecon" type="fdsf:PensionsLiabilitiesRecon"/>
<xsd:element ecore:name="pensionsRegBalanceSheet" fdsf_0:reference="_dfabe_a7EeOoJtie9fOOnA" name="PensionsRegBalanceSheet" type="fdsf:PensionsRegBalanceSheet"/>
<xsd:element ecore:name="pensionsParameters" fdsf_0:reference="_dfabfPa7EeOoJtie9fOOnA" name="PensionsParameters" type="fdsf:PensionsParameters"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfabffa7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfZ0sPa7EeOoJtie9fOOnA" name="CapitalInstruments">
<xsd:annotation>
<xsd:documentation>This is the detail behind the non-core capital instruments currently on the balance sheet. The aim is to understand how, on an instrument by instrument basis, these will evolve in the Basel 3 transition period. This context is not based on a stress case scenario, but looks at actuals (Year 0) and the forecasted regulatory and market value of the instrument (Year 1 to Year 5). </xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="issuer" fdsf_0:reference="_dfZ0sfa7EeOoJtie9fOOnA" name="Issuer" type="fdsf:Issuer"/>
<xsd:element ecore:name="instrument" fdsf_0:reference="_dfZ0sva7EeOoJtie9fOOnA" name="Instrument" type="fdsf:Instrument"/>
<xsd:element ecore:name="pre2014CapitalTier" fdsf_0:reference="_dfZ0s_a7EeOoJtie9fOOnA" name="Pre2014CapitalTier" type="fdsf:Pre2014CapitalTier"/>
<xsd:element ecore:name="post2014CapitalTier" fdsf_0:reference="_dfZ0tPa7EeOoJtie9fOOnA" name="Post2014CapitalTier" type="fdsf:Post2014CapitalTier"/>
<xsd:element ecore:name="issuanceDate" fdsf_0:reference="_dfZ0tfa7EeOoJtie9fOOnA" name="IssuanceDate" type="fdsf:IssuanceDate"/>
<xsd:element ecore:name="maturityDate" fdsf_0:reference="_dfZ0tva7EeOoJtie9fOOnA" name="MaturityDate" type="fdsf:MaturityDate"/>
<xsd:element ecore:name="callDate" fdsf_0:reference="_dfZ0t_a7EeOoJtie9fOOnA" name="CallDate" type="fdsf:CallDate"/>
<xsd:element ecore:name="stepUpFeatures" fdsf_0:reference="_dfZ0uPa7EeOoJtie9fOOnA" name="StepUpFeatures" type="fdsf:StepUpFeatures"/>
<xsd:element ecore:name="issuedCurrency" fdsf_0:reference="_dfZ0ufa7EeOoJtie9fOOnA" name="IssuedCurrency" type="fdsf:IssuedCurrency"/>
<xsd:element ecore:name="nominalAmountIssuedCurrency" fdsf_0:reference="_dfZ0uva7EeOoJtie9fOOnA" name="NominalAmountIssuedCurrency" type="fdsf:NominalAmountIssuedCurrency"/>
<xsd:element ecore:name="nominalAmountGBP" fdsf_0:reference="_dfZ0u_a7EeOoJtie9fOOnA" name="NominalAmountGBP" type="fdsf:NominalAmountGBP"/>
<xsd:element ecore:name="nominalAmountAsOfJan12014GBP" fdsf_0:reference="_dfZ0vPa7EeOoJtie9fOOnA" name="NominalAmountAsOfJan12014GBP" type="fdsf:NominalAmountAsOfJan12014GBP"/>
<xsd:element ecore:name="forecastedYear" fdsf_0:reference="_dfZ0vfa7EeOoJtie9fOOnA" name="ForecastedYear" type="fdsf:ForecastedYear"/>
<xsd:element ecore:name="regulatoryValue" fdsf_0:reference="_dfZ0vva7EeOoJtie9fOOnA" name="RegulatoryValue" type="fdsf:RegulatoryValue"/>
<xsd:element ecore:name="marketValue" fdsf_0:reference="_dfZ0v_a7EeOoJtie9fOOnA" name="MarketValue" type="fdsf:MarketValue"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfc4EPa7EeOoJtie9fOOnA" name="CapitalRequirementCalculationApproach">
<xsd:annotation>
<xsd:documentation>Refers to the approach used (as per BIPRU 9) for calculating capital requirements. For Covered Bonds, this is the approach used for the purposes of capital calculation.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0wPa7EeOoJtie9fOOnA" name="CapitalRequirements">
<xsd:annotation>
<xsd:documentation>This worksheet examines Risk Weighted Assets (RWA) by Capital Requirements Level 1 and 2 for base and stress case scenarios. Data is required for all scenarios and projection years.
Capital Requirements Level 1 refers to the risk types – Retail Mortgage credit risk, Retail Excl Mortgage Credit Risk, Corporate, Sovereign and Institution Credit Risk (Wholesale), Structured Finance Risk, Counterparty Credit Risk, Market Risk, Operational Risk and Other.
The ‘Retail Mortgage credit risk, Retail Excl Mortgage Credit Risk, and Corporate, Sovereign and Institution Credit Risk (Wholesale)’ RWA projections should match the total RWA projections in the Risk Measures by Portfolio tab.
The Structured Finance and Counterparty Credit Risk RWA projections should match the total RWA projections in the more detailed ‘Structured Finance’ and the ‘CCR Exposure by Rating’ contexts.
The ‘Other’ risk type has been split further into ‘Level 2’ to capture more granular RWA.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="capitalRequirementsLevel1" fdsf_0:reference="_dfZ0wfa7EeOoJtie9fOOnA" name="CapitalRequirementsLevel1" type="fdsf:CapitalRequirementsLevel1"/>
<xsd:element ecore:name="capitalRequirementsLevel2" fdsf_0:reference="_dfZ0wva7EeOoJtie9fOOnA" name="CapitalRequirementsLevel2" type="fdsf:CapitalRequirementsLevel2"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfZ0w_a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfZ0xPa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="rWA1" fdsf_0:reference="_dfZ0xfa7EeOoJtie9fOOnA" name="RWA1" type="fdsf:RWA1"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfbva7EeOoJtie9fOOnA" name="CapitalRequirementsLevel1">
<xsd:annotation>
<xsd:documentation>Capital requirements balance sheet detail for each of the level 1items</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalRequirementsLevel11"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhJZPa7EeOoJtie9fOOnA" name="CapitalRequirementsLevel11">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="RetailMortgageCreditRisk" fdsf_0:reference="_dfhJZfa7EeOoJtie9fOOnA" value="Retail Mortgage Credit Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailExclMortgageCreditRisk" fdsf_0:reference="_dfhJZva7EeOoJtie9fOOnA" value="Retail Excl Mortgage Credit Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CorporateSovereignAndInstitutionCreditRisk" fdsf_0:reference="_dfhJZ_a7EeOoJtie9fOOnA" value="Corporate, Sovereign and Institution Credit Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="StructuredFinanceRisk" fdsf_0:reference="_dfhJaPa7EeOoJtie9fOOnA" value="Structured Finance Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CounterpartyCreditRisk" fdsf_0:reference="_dfhJafa7EeOoJtie9fOOnA" value="Counterparty Credit Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MarketRisk" fdsf_0:reference="_dfhJava7EeOoJtie9fOOnA" value="Market Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OperationalRisk" fdsf_0:reference="_dfhJa_a7EeOoJtie9fOOnA" value="Operational Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhJbPa7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfb_a7EeOoJtie9fOOnA" name="CapitalRequirementsLevel2">
<xsd:annotation>
<xsd:documentation>The capital requirements balance sheet detail for each of the level 2items</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalRequirementsLevel21"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhJbfa7EeOoJtie9fOOnA" name="CapitalRequirementsLevel21">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="DTAAmountBelow10ThresholdToBeRiskWeighted" fdsf_0:reference="_dfhJbva7EeOoJtie9fOOnA" value="DTA amount below 10% threshold to be risk weighted">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MaterialHoldingsBelow10" fdsf_0:reference="_dfhJb_a7EeOoJtie9fOOnA" value="Material Holdings below 10%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountExceedingThe1765Threshold" fdsf_0:reference="_dfhJcPa7EeOoJtie9fOOnA" value="(-) Amount exceeding the 17.65% threshold">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhJcfa7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfcfa7EeOoJtie9fOOnA" name="CapitalResourceOrRequirementGeneralInsurance">
<xsd:annotation>
<xsd:documentation>This refers to capital resource or capital requirement as per Basel / Solvency regulations </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalResourceOrRequirementsGeneralInsurance"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfcPa7EeOoJtie9fOOnA" name="CapitalResourceOrRequirementLifeInsurance">
<xsd:annotation>
<xsd:documentation>This refers to capital resource or capital requirement as per Basel / Solvency regulations </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalResourceOrRequirementsLifeInsurance"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhJeva7EeOoJtie9fOOnA" name="CapitalResourceOrRequirementsGeneralInsurance">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="PillarOneCapitalResources" fdsf_0:reference="_dfhJe_a7EeOoJtie9fOOnA" value="Pillar One Capital Resources">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PillarOneCapitalRequirementMCR" fdsf_0:reference="_dfhJfPa7EeOoJtie9fOOnA" value="Pillar One Capital Requirement (MCR)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PillarTwoCapitalResources" fdsf_0:reference="_dfhJffa7EeOoJtie9fOOnA" value="Pillar Two Capital Resources">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PillarTwoCapitalRequirementICA" fdsf_0:reference="_dfhJfva7EeOoJtie9fOOnA" value="Pillar Two Capital Requirement (ICA)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Solvency2CapitalResources" fdsf_0:reference="_dfhJf_a7EeOoJtie9fOOnA" value="Solvency 2 Capital Resources">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Solvency2InternalModelPartialInternalModelCapitalRequirementSCR" fdsf_0:reference="_dfhJgPa7EeOoJtie9fOOnA" value="Solvency 2 Internal Model / Partial Internal Model Capital Requirement (SCR)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Solvency2StandardFormulaCapitalRequirementSCR" fdsf_0:reference="_dfhJgfa7EeOoJtie9fOOnA" value="Solvency 2 Standard Formula Capital Requirement (SCR)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DividendsPaidOut" fdsf_0:reference="_dfhJgva7EeOoJtie9fOOnA" value="Dividends Paid Out">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhJcva7EeOoJtie9fOOnA" name="CapitalResourceOrRequirementsLifeInsurance">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="PillarOneCapitalResources" fdsf_0:reference="_dfhJc_a7EeOoJtie9fOOnA" value="Pillar One Capital Resources">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PillarOneCapitalRequirementCRR" fdsf_0:reference="_dfhJdPa7EeOoJtie9fOOnA" value="Pillar One Capital Requirement (CRR)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PillarTwoCapitalResources" fdsf_0:reference="_dfhJdfa7EeOoJtie9fOOnA" value="Pillar Two Capital Resources">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PillarTwoCapitalRequirementICA" fdsf_0:reference="_dfhJdva7EeOoJtie9fOOnA" value="Pillar Two Capital Requirement (ICA)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Solvency2CapitalResources" fdsf_0:reference="_dfhJd_a7EeOoJtie9fOOnA" value="Solvency 2 Capital Resources">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Solvency2InternalModelPartialInternalModelCapitalRequirementSCR" fdsf_0:reference="_dfhJePa7EeOoJtie9fOOnA" value="Solvency 2 Internal Model / Partial Internal Model Capital Requirement (SCR)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Solvency2StandardFormulaCapitalRequirementSCR" fdsf_0:reference="_dfhJefa7EeOoJtie9fOOnA" value="Solvency 2 Standard Formula Capital Requirement (SCR)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfZ0xva7EeOoJtie9fOOnA" name="CapitalResources">
<xsd:annotation>
<xsd:documentation>This is a projection of the firm’s capital resources (in line with COREP CA) for the base and stress case scenarios. Projections should be populated at a Level 1 (i.e. total), Level 2 (i.e. detail of Level 1) and Level 3 (where available).
Data is required for all scenarios and projection years. If projections are not available at a Level 2 and Level 3 granularity, the corresponding Level 1 / Level 2 projections would suffice.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="capitalResourcesLevel1" fdsf_0:reference="_dfZ0x_a7EeOoJtie9fOOnA" name="CapitalResourcesLevel1" type="fdsf:CapitalResourcesLevel1"/>
<xsd:element ecore:name="capitalResourcesLevel2" fdsf_0:reference="_dfZ0yPa7EeOoJtie9fOOnA" name="CapitalResourcesLevel2" type="fdsf:CapitalResourcesLevel2"/>
<xsd:element ecore:name="capitalResourcesLevel3" fdsf_0:reference="_dfZ0yfa7EeOoJtie9fOOnA" name="CapitalResourcesLevel3" type="fdsf:CapitalResourcesLevel3"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfZ0yva7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfZ0y_a7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="balance" fdsf_0:reference="_dfZ0zPa7EeOoJtie9fOOnA" name="Balance" type="fdsf:Balance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfcva7EeOoJtie9fOOnA" name="CapitalResourcesLevel1">
<xsd:annotation>
<xsd:documentation>Capital resource balance sheet item headers</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalResourcesLevel11"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dff7QPa7EeOoJtie9fOOnA" name="CapitalResourcesLevel11">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="OwnFunds" fdsf_0:reference="_dff7Qfa7EeOoJtie9fOOnA" value="Own Funds">
<xsd:annotation>
<xsd:documentation>1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Tier1Capital" fdsf_0:reference="_dff7Qva7EeOoJtie9fOOnA" value="Tier 1 Capital">
<xsd:annotation>
<xsd:documentation>1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommonEquityTier1Capital" fdsf_0:reference="_dff7Q_a7EeOoJtie9fOOnA" value="Common Equity Tier 1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CapitalInstrumentsEligibleAsCET1Capital" fdsf_0:reference="_dff7RPa7EeOoJtie9fOOnA" value="Capital instruments eligible as CET1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetainedEarnings" fdsf_0:reference="_dff7Rfa7EeOoJtie9fOOnA" value="Retained earnings">
<xsd:annotation>
<xsd:documentation>1.1.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AccumulatedOtherComprehensiveIncome" fdsf_0:reference="_dff7Rva7EeOoJtie9fOOnA" value="Accumulated other comprehensive income">
<xsd:annotation>
<xsd:documentation>1.1.1.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherReserves" fdsf_0:reference="_dff7R_a7EeOoJtie9fOOnA" value="Other reserves">
<xsd:annotation>
<xsd:documentation>1.1.1.4</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FundsForGeneralBankingRisk" fdsf_0:reference="_dff7SPa7EeOoJtie9fOOnA" value="Funds for general banking risk">
<xsd:annotation>
<xsd:documentation>1.1.1.5</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TransitionalAdjustmentsDueToGrandfatheredCET1CapitalInstruments" fdsf_0:reference="_dff7Sfa7EeOoJtie9fOOnA" value="Transitional adjustments due to grandfathered CET1 Capital instruments">
<xsd:annotation>
<xsd:documentation>1.1.1.6</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MinorityInterestGivenRecognitionInCET1Capital" fdsf_0:reference="_dff7Sva7EeOoJtie9fOOnA" value="Minority interest given recognition in CET1 capital">
<xsd:annotation>
<xsd:documentation>1.1.1.7</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TransitionalAdjustmentsDueToAdditionalMinorityInterests" fdsf_0:reference="_dff7S_a7EeOoJtie9fOOnA" value="Transitional adjustments due to additional minority interests">
<xsd:annotation>
<xsd:documentation>1.1.1.8</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdjustmentsToCET1DueToPrudentialFilters" fdsf_0:reference="_dff7TPa7EeOoJtie9fOOnA" value="Adjustments to CET1 due to prudential filters">
<xsd:annotation>
<xsd:documentation>1.1.1.9</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Goodwill" fdsf_0:reference="_dff7Tfa7EeOoJtie9fOOnA" value="(-) Goodwill">
<xsd:annotation>
<xsd:documentation>1.1.1.10</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherIntangibleAssets" fdsf_0:reference="_dff7Tva7EeOoJtie9fOOnA" value="(-) Other intangible assets">
<xsd:annotation>
<xsd:documentation>1.1.1.11</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxAssetsThatRelyOnFutureProfitabilityAndDoNotAriseFromTemporaryDifferencesNetOfAssociatedTaxLiabilities" fdsf_0:reference="_dff7T_a7EeOoJtie9fOOnA" value="(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities">
<xsd:annotation>
<xsd:documentation>1.1.1.12</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IRBShortfallOfCreditRiskAdjustmentsToExpectedLosses" fdsf_0:reference="_dff7UPa7EeOoJtie9fOOnA" value="(-) IRB shortfall of credit risk adjustments to expected losses">
<xsd:annotation>
<xsd:documentation>1.1.1.13</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DefinedBenefitPensionFundAssets" fdsf_0:reference="_dff7Ufa7EeOoJtie9fOOnA" value="(-) Defined benefit pension fund assets">
<xsd:annotation>
<xsd:documentation>1.1.1.14</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ReciprocalCrossHoldingsInCET1Capital" fdsf_0:reference="_dff7Uva7EeOoJtie9fOOnA" value="(-) Reciprocal cross holdings in CET1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.1.15</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExcessOfDeductionFromAT1ItemsOverAT1Capital" fdsf_0:reference="_dff7U_a7EeOoJtie9fOOnA" value="(-) Excess of deduction from AT1 items over AT1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.1.16</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="QualifyingHoldingsOutsideTheFinancialSectorWhichCanAlternativelyBeSubjectToA1250RiskWeight" fdsf_0:reference="_dff7VPa7EeOoJtie9fOOnA" value="(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight">
<xsd:annotation>
<xsd:documentation>1.1.1.17</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SecuritisationPositionsWhichCanAlternativelyBeSubjectToA1250RiskWeight" fdsf_0:reference="_dff7Vfa7EeOoJtie9fOOnA" value="(-) Securitisation positions which can alternatively be subject to a 1.250% risk weight">
<xsd:annotation>
<xsd:documentation>1.1.1.18</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FreeDeliveriesWhichCanAlternativelyBeSubjectToA1250RiskWeight" fdsf_0:reference="_dff7Vva7EeOoJtie9fOOnA" value="(-) Free deliveries which can alternatively be subject to a 1.250% risk weight">
<xsd:annotation>
<xsd:documentation>1.1.1.19</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PositionsInABasketForWhichAnInstitutionCannotDetermineTheRiskWeightUnderTheIRBApproachAndCanAlternativelyBeSubjectToA1250RiskWeight" fdsf_0:reference="_dff7V_a7EeOoJtie9fOOnA" value="(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight">
<xsd:annotation>
<xsd:documentation>1.1.1.20</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="EquityExposuresUnderAnInternalModelsApproachWhichCanAlternativelyBeSubjectToA1250RiskWeight" fdsf_0:reference="_dff7WPa7EeOoJtie9fOOnA" value="(-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight">
<xsd:annotation>
<xsd:documentation>1.1.1.21</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CET1InstrumentsOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dff7Wfa7EeOoJtie9fOOnA" value="(-) CET1 instruments of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>1.1.1.22</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeductibleDeferredTaxAssetsThatRelyOnFutureProfitabilityAndAriseFromTemporaryDifferences" fdsf_0:reference="_dff7Wva7EeOoJtie9fOOnA" value="(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences">
<xsd:annotation>
<xsd:documentation>1.1.1.23</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CET1InstrumentsOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dff7W_a7EeOoJtie9fOOnA" value="(-) CET1 instruments of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>1.1.1.24</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountExceedingThe1765Threshold" fdsf_0:reference="_dff7XPa7EeOoJtie9fOOnA" value="(-) Amount exceeding the 17.65% threshold">
<xsd:annotation>
<xsd:documentation>1.1.1.25</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherTransitionalAdjustmentsToCET1Capital" fdsf_0:reference="_dff7Xfa7EeOoJtie9fOOnA" value="Other transitional adjustments to CET1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.1.26</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalDeductionsOfCET1CapitalDueToArticle3CRR" fdsf_0:reference="_dff7Xva7EeOoJtie9fOOnA" value="(-) Additional deductions of CET1 Capital due to Article 3 CRR">
<xsd:annotation>
<xsd:documentation>1.1.1.27</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CET1CapitalElementsOrDeductionsOther" fdsf_0:reference="_dff7X_a7EeOoJtie9fOOnA" value="CET1 capital elements or deductions - other">
<xsd:annotation>
<xsd:documentation>1.1.1.28</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalTier1Capital" fdsf_0:reference="_dff7YPa7EeOoJtie9fOOnA" value="Additional Tier 1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CapitalInstrumentsEligibleAsAT1Capital" fdsf_0:reference="_dff7Yfa7EeOoJtie9fOOnA" value="Capital instruments eligible as AT1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TransitionalAdjustmentsDueToGrandfatheredAT1CapitalInstruments" fdsf_0:reference="_dff7Yva7EeOoJtie9fOOnA" value="Transitional adjustments due to grandfathered AT1 Capital instruments">
<xsd:annotation>
<xsd:documentation>1.1.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InstrumentsIssuedBySubsidiariesThatAreGivenRecognitionInAT1Capital" fdsf_0:reference="_dff7Y_a7EeOoJtie9fOOnA" value="Instruments issued by subsidiaries that are given recognition in AT1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.2.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TransitionalAdjustmentsDueToAdditionalRecognitionInAT1CapitalOfInstrumentsIssuedBySubsidiaries" fdsf_0:reference="_dff7ZPa7EeOoJtie9fOOnA" value="Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries">
<xsd:annotation>
<xsd:documentation>1.1.2.4</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ReciprocalCrossHoldingsInAT1Capital" fdsf_0:reference="_dfgiAPa7EeOoJtie9fOOnA" value="(-) Reciprocal cross holdings in AT1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.2.5</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AT1InstrumentsOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgiAfa7EeOoJtie9fOOnA" value="(-) AT1 instruments of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>1.1.2.6</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AT1InstrumentsOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgiAva7EeOoJtie9fOOnA" value="(-) AT1 instruments of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>1.1.2.7</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExcessOfDeductionFromT2ItemsOverT2Capital" fdsf_0:reference="_dfgiA_a7EeOoJtie9fOOnA" value="(-) Excess of deduction from T2 items over T2 Capital">
<xsd:annotation>
<xsd:documentation>1.1.2.8</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherTransitionalAdjustmentsToAT1Capital" fdsf_0:reference="_dfgiBPa7EeOoJtie9fOOnA" value="Other transitional adjustments to AT1 Capital">
<xsd:annotation>
<xsd:documentation>1.1.2.9</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExcessOfDeductionFromAT1ItemsOverAT1CapitalDeductedInCET1" fdsf_0:reference="_dfgiBfa7EeOoJtie9fOOnA" value="Excess of deduction from AT1 items over AT1 Capital (deducted in CET1)">
<xsd:annotation>
<xsd:documentation>1.1.2.10</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalDeductionsOfAT1CapitalDueToArticle3CRR" fdsf_0:reference="_dfgiBva7EeOoJtie9fOOnA" value="(-) Additional deductions of AT1 Capital due to Article 3 CRR">
<xsd:annotation>
<xsd:documentation>1.1.2.11</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AT1CapitalElementsOrDeductionsOther" fdsf_0:reference="_dfgiB_a7EeOoJtie9fOOnA" value="AT1 capital elements or deductions - other">
<xsd:annotation>
<xsd:documentation>1.1.2.12</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Tier2Capital" fdsf_0:reference="_dfgiCPa7EeOoJtie9fOOnA" value="Tier 2 Capital">
<xsd:annotation>
<xsd:documentation>1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CapitalInstrumentsAndSubordinatedLoansEligibleAsT2Capital" fdsf_0:reference="_dfgiCfa7EeOoJtie9fOOnA" value="Capital instruments and subordinated loans eligible as T2 Capital">
<xsd:annotation>
<xsd:documentation>1.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TransitionalAdjustmentsDueToGrandfatheredT2CapitalInstrumentsAndSubordinatedLoans" fdsf_0:reference="_dfgiCva7EeOoJtie9fOOnA" value="Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans">
<xsd:annotation>
<xsd:documentation>1.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InstrumentsIssuedBySubsidiariesThatAreGivenRecognitionInT2Capital" fdsf_0:reference="_dfgiC_a7EeOoJtie9fOOnA" value="Instruments issued by subsidiaries that are given recognition in T2 Capital">
<xsd:annotation>
<xsd:documentation>1.2.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TransitionalAdjustmentsDueToAdditionalRecognitionInT2CapitalOfInstrumentsIssuedBySubsidiaries" fdsf_0:reference="_dfgiDPa7EeOoJtie9fOOnA" value="Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries">
<xsd:annotation>
<xsd:documentation>1.2.4</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IRBExcessOfProvisionsOverExpectedLossesEligible" fdsf_0:reference="_dfgiDfa7EeOoJtie9fOOnA" value="IRB Excess of provisions over expected losses eligible">
<xsd:annotation>
<xsd:documentation>1.2.5</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SAGeneralCreditRiskAdjustments" fdsf_0:reference="_dfgiDva7EeOoJtie9fOOnA" value="SA General credit risk adjustments">
<xsd:annotation>
<xsd:documentation>1.2.6</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ReciprocalCrossHoldingsInT2Capital" fdsf_0:reference="_dfgiD_a7EeOoJtie9fOOnA" value="(-) Reciprocal cross holdings in T2 Capital">
<xsd:annotation>
<xsd:documentation>1.2.7</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="T2InstrumentsOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgiEPa7EeOoJtie9fOOnA" value="(-) T2 instruments of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>1.2.8</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="T2InstrumentsOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgiEfa7EeOoJtie9fOOnA" value="(-) T2 instruments of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>1.2.9</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherTransitionalAdjustmentsToT2Capital" fdsf_0:reference="_dfgiEva7EeOoJtie9fOOnA" value="Other transitional adjustments to T2 Capital">
<xsd:annotation>
<xsd:documentation>1.2.10</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExcessOfDeductionFromT2ItemsOverT2CapitalDeductedInAT1" fdsf_0:reference="_dfgiE_a7EeOoJtie9fOOnA" value="Excess of deduction from T2 items over T2 Capital (deducted in AT1)">
<xsd:annotation>
<xsd:documentation>1.2.11</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalDeductionsOfT2CapitalDueToArticle3CRR" fdsf_0:reference="_dfgiFPa7EeOoJtie9fOOnA" value="(-) Additional deductions of T2 Capital due to Article 3 CRR">
<xsd:annotation>
<xsd:documentation>1.2.12</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="T2CapitalElementsOrDeductionsOther" fdsf_0:reference="_dfgiFfa7EeOoJtie9fOOnA" value="T2 capital elements or deductions - other">
<xsd:annotation>
<xsd:documentation>1.2.13</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalDeferredTaxAssets" fdsf_0:reference="_dfgiFva7EeOoJtie9fOOnA" value="Total deferred tax assets">
<xsd:annotation>
<xsd:documentation>1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxAssetsThatDoNotRelyOnFutureProfitability" fdsf_0:reference="_dfgiF_a7EeOoJtie9fOOnA" value="Deferred tax assets that do not rely on future profitability">
<xsd:annotation>
<xsd:documentation>1.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxAssetsThatRelyOnFutureProfitabilityAndDoNotAriseFromTemporaryDifferences" fdsf_0:reference="_dfgiGPa7EeOoJtie9fOOnA" value="Deferred tax assets that rely on future profitability and do not arise from temporary differences">
<xsd:annotation>
<xsd:documentation>1.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxAssetsThatRelyOnFutureProfitabilityAndAriseFromTemporaryDifferences" fdsf_0:reference="_dfgiGfa7EeOoJtie9fOOnA" value="Deferred tax assets that rely on future profitability and arise from temporary differences">
<xsd:annotation>
<xsd:documentation>1.1.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalDeferredTaxLiabilities" fdsf_0:reference="_dfgiGva7EeOoJtie9fOOnA" value="Total deferred tax liabilities">
<xsd:annotation>
<xsd:documentation>2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxLiabilitiesNonDeductibleFromDeferredTaxAssetsThatRelyOnFutureProfitability" fdsf_0:reference="_dfgiG_a7EeOoJtie9fOOnA" value="Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability">
<xsd:annotation>
<xsd:documentation>1.1.1.1.2*.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxLiabilitiesDeductibleFromDeferredTaxAssetsThatRelyOnFutureProfitability" fdsf_0:reference="_dfgiHPa7EeOoJtie9fOOnA" value="Deferred tax liabilities deductible from deferred tax assets that rely on future profitability">
<xsd:annotation>
<xsd:documentation>1.1.1.1.2*.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeductibleDeferredTaxLiabilitiesAssociatedWithDeferredTaxAssetsThatRelyOnFutureProfitabilityAndDoNotAriseFromTemporaryDifferences" fdsf_0:reference="_dfgiHfa7EeOoJtie9fOOnA" value="Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences">
<xsd:annotation>
<xsd:documentation>1.1.1.1.4.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeductibleDeferredTaxLiabilitiesAssociatedWithDeferredTaxAssetsThatRelyOnFutureProfitabilityAndAriseFromTemporaryDifferences" fdsf_0:reference="_dfgiHva7EeOoJtie9fOOnA" value="Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences">
<xsd:annotation>
<xsd:documentation>1.1.1.1.4.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IRBExcessOrShortfallOfCreditRiskAdjustmentsAdditionalValueAdjustmentsAndOtherOwnFundsReductionsToExpectedLossesForNonDefaultedExposures" fdsf_0:reference="_dfgiH_a7EeOoJtie9fOOnA" value="IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures">
<xsd:annotation>
<xsd:documentation>3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IRBExcessOrShortfallOfSpecificCreditRiskAdjustmentsToExpectedLossesForDefaultedExposures" fdsf_0:reference="_dfgiIPa7EeOoJtie9fOOnA" value="IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures">
<xsd:annotation>
<xsd:documentation>4</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RiskWeightedExposureAmountsForCalculatingTheCapToTheExcessOfProvisionEligibleAsT2" fdsf_0:reference="_dfgiIfa7EeOoJtie9fOOnA" value="Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2">
<xsd:annotation>
<xsd:documentation>5</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalGrossProvisionsEligibleForInclusionInT2Capital" fdsf_0:reference="_dfgiIva7EeOoJtie9fOOnA" value="Total gross provisions eligible for inclusion in T2 capital">
<xsd:annotation>
<xsd:documentation>6</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RiskWeightedExposureAmountsForCalculatingTheCapToTheProvisionEligibleAsT2" fdsf_0:reference="_dfgiI_a7EeOoJtie9fOOnA" value="Risk weighted exposure amounts for calculating the cap to the provision eligible as T2">
<xsd:annotation>
<xsd:documentation>7</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ThresholdNonDeductibleOfHoldingsInFinancialSectorEntitiesWhereAnInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgiJPa7EeOoJtie9fOOnA" value="Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>8</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_10CET1ThresholdInArticle45OfCRR" fdsf_0:reference="_dfgiJfa7EeOoJtie9fOOnA" value="10% CET1 threshold in Article 45 of CRR">
<xsd:annotation>
<xsd:documentation>9</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_15CET1ThresholdInArticle45OfCRR" fdsf_0:reference="_dfgiJva7EeOoJtie9fOOnA" value="15% CET1 threshold in Article 45 of CRR">
<xsd:annotation>
<xsd:documentation>10</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="EligibleCapitalForThePurposesOfQualifyingHoldingsOutsideTheFinancialSectorAndLargeExposures" fdsf_0:reference="_dfgiJ_a7EeOoJtie9fOOnA" value="Eligible capital for the purposes of qualifying holdings outside the financial sector and large exposures">
<xsd:annotation>
<xsd:documentation>11</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InvestmentsInTheCapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgiKPa7EeOoJtie9fOOnA" value="Investments in the capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestmentNetOfShortPositions" fdsf_0:reference="_dfgiKfa7EeOoJtie9fOOnA" value="Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions">
<xsd:annotation>
<xsd:documentation>12</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestmentNetOfShortPositions" fdsf_0:reference="_dfgiKva7EeOoJtie9fOOnA" value="Holdings of AT1 capital of financial sector entities where the institution does not have a significant investment, net of short positions">
<xsd:annotation>
<xsd:documentation>13</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestmentNetOfShortPositions" fdsf_0:reference="_dfgiK_a7EeOoJtie9fOOnA" value="Holdings of T2 capital of financial sector entities where the institution does not have a significant investment, net of short positions">
<xsd:annotation>
<xsd:documentation>14</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InvestmentsInTheCapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgiLPa7EeOoJtie9fOOnA" value="Investments in the capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestmentNetOfShortPositions" fdsf_0:reference="_dfgiLfa7EeOoJtie9fOOnA" value="Holdings of CET1 capital of financial sector entities where the institution has a significant investment, net of short positions">
<xsd:annotation>
<xsd:documentation>15</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestmentNetOfShortPositions" fdsf_0:reference="_dfgiLva7EeOoJtie9fOOnA" value="Holdings of AT1 capital of financial sector entities where the institution has a significant investment, net of short positions">
<xsd:annotation>
<xsd:documentation>16</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestmentNetOfShortPositions" fdsf_0:reference="_dfgiL_a7EeOoJtie9fOOnA" value="Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions">
<xsd:annotation>
<xsd:documentation>17</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TemporaryWaiverFromDeductionFromOwnFunds" fdsf_0:reference="_dfgiMPa7EeOoJtie9fOOnA" value="Temporary waiver from deduction from own funds">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PillarIIRequirements" fdsf_0:reference="_dfgiMfa7EeOoJtie9fOOnA" value="Pillar II requirements">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OwnFundsRequirementsRelatedToPillarIIAdjustments" fdsf_0:reference="_dfgiMva7EeOoJtie9fOOnA" value="Own funds requirements related to Pillar II adjustments">
<xsd:annotation>
<xsd:documentation>28</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalInformationForInvestmentFirms" fdsf_0:reference="_dfgiM_a7EeOoJtie9fOOnA" value="Additional information for investment firms">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalInformationForCalculationOfReportingThresholds" fdsf_0:reference="_dfgiNPa7EeOoJtie9fOOnA" value="Additional information for calculation of reporting thresholds">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountOfGrandfatheredCET1AllowedInCurrentYearCap" fdsf_0:reference="_dfgiNfa7EeOoJtie9fOOnA" value="Amount of grandfathered CET1 allowed in current year (cap)">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountOfCET1InstrumentsPhasedOutDueToCapInCurrentYearExcessOverCapAfterRedemptionsAndMaturities" fdsf_0:reference="_dfgiNva7EeOoJtie9fOOnA" value="Amount of CET1 instruments phased out due to cap in current year (excess over cap after redemptions and maturities)">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountOfGrandfatheredAT1AllowedInCurrentYearCap" fdsf_0:reference="_dfgiN_a7EeOoJtie9fOOnA" value="Amount of grandfathered AT1 allowed in current year (cap)">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountOfAT1InstrumentsPhasedOutDueToCapInCurrentYearExcessOverCapAfterRedemptionsAndMaturities" fdsf_0:reference="_dfgiOPa7EeOoJtie9fOOnA" value="Amount of AT1 instruments phased out due to cap in current year (excess over cap after redemptions and maturities)">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountOfGrandfatheredT2AllowedInCurrentYearCap" fdsf_0:reference="_dfgiOfa7EeOoJtie9fOOnA" value="Amount of grandfathered T2 allowed in current year (cap)">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountOfT2InstrumentsPhasedOutDueToCapInCurrentYearExcessOverCapAfterRedemptionsAndMaturities" fdsf_0:reference="_dfgiOva7EeOoJtie9fOOnA" value="Amount of T2 instruments phased out due to cap in current year (excess over cap after redemptions and maturities)">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalInformationAccumulatedOtherComprehensiveIncomeAndOtherReservesMovement" fdsf_0:reference="_dfgiO_a7EeOoJtie9fOOnA" value="Additional information - Accumulated other comprehensive income and Other Reserves movement">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PensionOCI" fdsf_0:reference="_dfgiPPa7EeOoJtie9fOOnA" value="Pension OCI">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AFSAdjustments" fdsf_0:reference="_dfgiPfa7EeOoJtie9fOOnA" value="AFS Adjustments">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MergerAndOther" fdsf_0:reference="_dfgiPva7EeOoJtie9fOOnA" value="Merger and Other">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CashflowHedging" fdsf_0:reference="_dfgiP_a7EeOoJtie9fOOnA" value="Cashflow Hedging">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfgiQPa7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalInformationProvisionsAgainstRegulatoryEL" fdsf_0:reference="_dfgiQfa7EeOoJtie9fOOnA" value="Additional information - Provisions against Regulatory EL">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IRBProvisions" fdsf_0:reference="_dfgiQva7EeOoJtie9fOOnA" value="IRB Provisions">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FairValueAdjustments" fdsf_0:reference="_dfgiQ_a7EeOoJtie9fOOnA" value="Fair value adjustments">
<xsd:annotation>
<xsd:documentation>NA</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfc_a7EeOoJtie9fOOnA" name="CapitalResourcesLevel2">
<xsd:annotation>
<xsd:documentation>The capital resource balance sheet detail for each of the level 1items</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalResourcesLevel21"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfgiRPa7EeOoJtie9fOOnA" name="CapitalResourcesLevel21">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="PaidUpCapitalInstruments" fdsf_0:reference="_dfgiRfa7EeOoJtie9fOOnA" value="Paid up capital instruments">
<xsd:annotation>
<xsd:documentation>1.1.1.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MemorandumItemCapitalInstrumentsNotEligible" fdsf_0:reference="_dfgiRva7EeOoJtie9fOOnA" value="Memorandum item: Capital instruments not eligible">
<xsd:annotation>
<xsd:documentation>1.1.1.1.2*</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SharePremium" fdsf_0:reference="_dfgiR_a7EeOoJtie9fOOnA" value="Share premium">
<xsd:annotation>
<xsd:documentation>1.1.1.1.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OwnCET1Instruments" fdsf_0:reference="_dfgiSPa7EeOoJtie9fOOnA" value="(-) Own CET1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.1.1.4</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ActualOrContingentObligationsToPurchaseOwnCET1Instruments" fdsf_0:reference="_dfgiSfa7EeOoJtie9fOOnA" value="(-) Actual or contingent obligations to purchase own CET1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.1.1.5</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PreviousYearsRetainedEarnings" fdsf_0:reference="_dfgiSva7EeOoJtie9fOOnA" value="Previous years retained earnings">
<xsd:annotation>
<xsd:documentation>1.1.1.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ProfitOrLossEligible" fdsf_0:reference="_dfgiS_a7EeOoJtie9fOOnA" value="Profit or loss eligible">
<xsd:annotation>
<xsd:documentation>1.1.1.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IncreasesInEquityResultingFromSecuritisedAssets" fdsf_0:reference="_dfgiTPa7EeOoJtie9fOOnA" value="(-) Increases in equity resulting from securitised assets">
<xsd:annotation>
<xsd:documentation>1.1.1.9.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CashFlowHedgeReserve" fdsf_0:reference="_dfgiTfa7EeOoJtie9fOOnA" value="Cash flow hedge reserve">
<xsd:annotation>
<xsd:documentation>1.1.1.9.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CumulativeGainsAndLossesDueToChangesInOwnCreditRiskOnFairValuedLiabilities" fdsf_0:reference="_dfgiTva7EeOoJtie9fOOnA" value="Cumulative gains and losses due to changes in own credit risk on fair valued liabilities">
<xsd:annotation>
<xsd:documentation>1.1.1.9.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FairValueGainsAndLossesArisingFromTheInstitutionSOwnCreditRiskRelatedToDerivativeLiabilities" fdsf_0:reference="_dfgiT_a7EeOoJtie9fOOnA" value="Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities">
<xsd:annotation>
<xsd:documentation>1.1.1.9.4</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ValueAdjustmentsDueToTheRequirementsForPrudentValuation" fdsf_0:reference="_dfgiUPa7EeOoJtie9fOOnA" value="(-) Value adjustments due to the requirements for prudent valuation">
<xsd:annotation>
<xsd:documentation>1.1.1.9.5</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GoodwillAccountedForAsIntangibleAsset" fdsf_0:reference="_dfgiUfa7EeOoJtie9fOOnA" value="(-) Goodwill accounted for as intangible asset">
<xsd:annotation>
<xsd:documentation>1.1.1.10.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GoodwillIncludedInTheValuationOfSignificantInvestments" fdsf_0:reference="_dfgiUva7EeOoJtie9fOOnA" value="(-) Goodwill included in the valuation of significant investments">
<xsd:annotation>
<xsd:documentation>1.1.1.10.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxLiabilitiesAssociatedToGoodwill" fdsf_0:reference="_dfgiU_a7EeOoJtie9fOOnA" value="Deferred tax liabilities associated to goodwill">
<xsd:annotation>
<xsd:documentation>1.1.1.10.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherIntangibleAssetsGrossAmount" fdsf_0:reference="_dfgiVPa7EeOoJtie9fOOnA" value="(-) Other intangible assets gross amount">
<xsd:annotation>
<xsd:documentation>1.1.1.11.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxLiabilitiesAssociatedToOtherIntangibleAssets" fdsf_0:reference="_dfgiVfa7EeOoJtie9fOOnA" value="Deferred tax liabilities associated to other intangible assets">
<xsd:annotation>
<xsd:documentation>1.1.1.11.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DefinedBenefitPensionFundAssetsGrossAmount" fdsf_0:reference="_dfgiVva7EeOoJtie9fOOnA" value="(-)Defined benefit pension fund assets gross amount">
<xsd:annotation>
<xsd:documentation>1.1.1.14.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DeferredTaxLiabilitiesAssociatedToDefinedBenefitPensionFundAssets" fdsf_0:reference="_dfgiV_a7EeOoJtie9fOOnA" value="Deferred tax liabilities associated to defined benefit pension fund assets">
<xsd:annotation>
<xsd:documentation>1.1.1.14.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DefinedBenefitPensionFundAssetsWhichTheInstitutionHasAnUnrestrictedAbilityToUse" fdsf_0:reference="_dfgiWPa7EeOoJtie9fOOnA" value="Defined benefit pension fund assets which the institution has an unrestricted ability to use">
<xsd:annotation>
<xsd:documentation>1.1.1.14.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PaidUpCapitalInstruments" fdsf_0:reference="_dfgiWfa7EeOoJtie9fOOnA" value="Paid up capital instruments">
<xsd:annotation>
<xsd:documentation>1.1.2.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MemorandumItemCapitalInstrumentsNotEligible" fdsf_0:reference="_dfgiWva7EeOoJtie9fOOnA" value="Memorandum item: Capital instruments not eligible">
<xsd:annotation>
<xsd:documentation>1.2.1.2*</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SharePremium" fdsf_0:reference="_dfgiW_a7EeOoJtie9fOOnA" value="Share premium">
<xsd:annotation>
<xsd:documentation>1.1.2.1.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OwnAT1Instruments" fdsf_0:reference="_dfgiXPa7EeOoJtie9fOOnA" value="(-) Own AT1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.2.1.4</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ActualOrContingentObligationsToPurchaseOwnAT1Instruments" fdsf_0:reference="_dfgiXfa7EeOoJtie9fOOnA" value="(-) Actual or contingent obligations to purchase own AT1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.2.1.5</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PaidUpCapitalInstrumentsAndSubordinatedLoans" fdsf_0:reference="_dfgiXva7EeOoJtie9fOOnA" value="Paid up capital instruments and subordinated loans">
<xsd:annotation>
<xsd:documentation>1.2.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MemorandumItemCapitalInstrumentsAndSubordinatedLoansNotEligible" fdsf_0:reference="_dfgiX_a7EeOoJtie9fOOnA" value="Memorandum item: Capital instruments and subordinated loans not eligible">
<xsd:annotation>
<xsd:documentation>1.3.1.2*</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SharePremium" fdsf_0:reference="_dfgiYPa7EeOoJtie9fOOnA" value="Share premium">
<xsd:annotation>
<xsd:documentation>1.2.1.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OwnT2Instruments" fdsf_0:reference="_dfgiYfa7EeOoJtie9fOOnA" value="(-) Own T2 instruments">
<xsd:annotation>
<xsd:documentation>1.2.1.4</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ActualOrContingentObligationsToPurchaseOwnT2Instruments" fdsf_0:reference="_dfgiYva7EeOoJtie9fOOnA" value="(-) Actual or contingent obligations to purchase own T2 instruments">
<xsd:annotation>
<xsd:documentation>1.2.1.5</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalCreditRiskAdjustmentsAdditionalValueAdjustmentsAndOtherOwnFundsReductionsEligibleForInclusionInTheCalculationOfTheExpectedLossAmount" fdsf_0:reference="_dfgiY_a7EeOoJtie9fOOnA" value="Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount">
<xsd:annotation>
<xsd:documentation>1.1.1.1.5.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalExpectedLossesEligible" fdsf_0:reference="_dfgiZPa7EeOoJtie9fOOnA" value="Total expected losses eligible">
<xsd:annotation>
<xsd:documentation>1.1.1.1.5.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SpecificCreditRiskAdjustmentsAndPositionsTreatedSimilarly" fdsf_0:reference="_dfgiZfa7EeOoJtie9fOOnA" value="Specific credit risk adjustments and positions treated similarly">
<xsd:annotation>
<xsd:documentation>1.1.1.3.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalExpectedLossesEligible" fdsf_0:reference="_dfgiZva7EeOoJtie9fOOnA" value="Total expected losses eligible">
<xsd:annotation>
<xsd:documentation>1.1.1.3.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DirectHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgiZ_a7EeOoJtie9fOOnA" value="Direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>12.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgiaPa7EeOoJtie9fOOnA" value="Indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>12.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgiafa7EeOoJtie9fOOnA" value="Synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>12.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DirectHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgiava7EeOoJtie9fOOnA" value="Direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>13.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgia_a7EeOoJtie9fOOnA" value="Indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>13.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgibPa7EeOoJtie9fOOnA" value="Synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>13.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DirectHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgibfa7EeOoJtie9fOOnA" value="Direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>14.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgibva7EeOoJtie9fOOnA" value="Indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>14.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfgib_a7EeOoJtie9fOOnA" value="Synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>14.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DirectHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgicPa7EeOoJtie9fOOnA" value="Direct holdings of CET1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>15.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgicfa7EeOoJtie9fOOnA" value="Indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>15.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgicva7EeOoJtie9fOOnA" value="Synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>15.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DirectHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgic_a7EeOoJtie9fOOnA" value="Direct holdings of AT1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>16.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgidPa7EeOoJtie9fOOnA" value="Indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>16.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgidfa7EeOoJtie9fOOnA" value="Synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>16.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DirectHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgidva7EeOoJtie9fOOnA" value="Direct holdings of T2 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>17.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgid_a7EeOoJtie9fOOnA" value="Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>17.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfgiePa7EeOoJtie9fOOnA" value="Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>17.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOnCET1CapitalInstrumentsOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestmentTemporaryWaived" fdsf_0:reference="_dfgiefa7EeOoJtie9fOOnA" value="Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived">
<xsd:annotation>
<xsd:documentation>21</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOnCET1CapitalInstrumentsOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestmentTemporaryWaived" fdsf_0:reference="_dfgieva7EeOoJtie9fOOnA" value="Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived">
<xsd:annotation>
<xsd:documentation>22</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOnAT1CapitalInstrumentsOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestmentTemporaryWaived" fdsf_0:reference="_dfgie_a7EeOoJtie9fOOnA" value="Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived">
<xsd:annotation>
<xsd:documentation>23</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOnAT1CapitalInstrumentsOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestmentTemporaryWaived" fdsf_0:reference="_dfgifPa7EeOoJtie9fOOnA" value="Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived">
<xsd:annotation>
<xsd:documentation>24</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOnT2CapitalInstrumentsOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestmentTemporaryWaived" fdsf_0:reference="_dfgiffa7EeOoJtie9fOOnA" value="Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived">
<xsd:annotation>
<xsd:documentation>25</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="HoldingsOnT2CapitalInstrumentsOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestmentTemporaryWaived" fdsf_0:reference="_dfgifva7EeOoJtie9fOOnA" value="Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived">
<xsd:annotation>
<xsd:documentation>26</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InitialCapital" fdsf_0:reference="_dfgif_a7EeOoJtie9fOOnA" value="Initial capital">
<xsd:annotation>
<xsd:documentation>29</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OwnFundsBasedOnFixedOverheads" fdsf_0:reference="_dfgigPa7EeOoJtie9fOOnA" value="Own funds based on Fixed Overheads">
<xsd:annotation>
<xsd:documentation>30</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NonDomesticOriginalExposures" fdsf_0:reference="_dfhJEPa7EeOoJtie9fOOnA" value="Non-domestic original exposures">
<xsd:annotation>
<xsd:documentation>31</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalOriginalExposures" fdsf_0:reference="_dfhJEfa7EeOoJtie9fOOnA" value="Total original exposures">
<xsd:annotation>
<xsd:documentation>32</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfdPa7EeOoJtie9fOOnA" name="CapitalResourcesLevel3">
<xsd:annotation>
<xsd:documentation>The capital resource balance sheet detail for each of the level 3 items</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalResourcesLevel31"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhJEva7EeOoJtie9fOOnA" name="CapitalResourcesLevel31">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="DirectHoldingsOfCET1Instruments" fdsf_0:reference="_dfhJE_a7EeOoJtie9fOOnA" value="(-) Direct holdings of CET1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.1.1.4.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfCET1Instruments" fdsf_0:reference="_dfhJFPa7EeOoJtie9fOOnA" value="(-) Indirect holdings of CET1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.1.1.4.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfCET1Instruments" fdsf_0:reference="_dfhJFfa7EeOoJtie9fOOnA" value="(-) Synthetic holdings of CET1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.1.1.4.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ProfitOrLossAttributableToOwnersOfTheParent" fdsf_0:reference="_dfhJFva7EeOoJtie9fOOnA" value="Profit or loss attributable to owners of the parent">
<xsd:annotation>
<xsd:documentation>1.1.1.2.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PartOfInterimOrYearEndProfitNotEligible" fdsf_0:reference="_dfhJF_a7EeOoJtie9fOOnA" value="(-) Part of interim or year-end profit not eligible">
<xsd:annotation>
<xsd:documentation>1.1.1.2.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DirectHoldingsOfAT1Instruments" fdsf_0:reference="_dfhJGPa7EeOoJtie9fOOnA" value="(-) Direct holdings of AT1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.2.1.4.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfAT1Instruments" fdsf_0:reference="_dfhJGfa7EeOoJtie9fOOnA" value="(-) Indirect holdings of AT1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.2.1.4.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfAT1Instruments" fdsf_0:reference="_dfhJGva7EeOoJtie9fOOnA" value="(-) Synthetic holdings of AT1 instruments">
<xsd:annotation>
<xsd:documentation>1.1.2.1.4.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DirectHoldingsOfT2Instruments" fdsf_0:reference="_dfhJG_a7EeOoJtie9fOOnA" value="(-) Direct holdings of T2 instruments">
<xsd:annotation>
<xsd:documentation>1.2.1.4.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="IndirectHoldingsOfT2Instruments" fdsf_0:reference="_dfhJHPa7EeOoJtie9fOOnA" value="(-) Indirect holdings of T2 instruments">
<xsd:annotation>
<xsd:documentation>1.2.1.4.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SyntheticHoldingsOfT2Instruments" fdsf_0:reference="_dfhJHfa7EeOoJtie9fOOnA" value="(-) Synthetic holdings of T2 instruments">
<xsd:annotation>
<xsd:documentation>1.2.1.4.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GeneralCreditRiskAdjustments" fdsf_0:reference="_dfhJHva7EeOoJtie9fOOnA" value="General credit risk adjustments">
<xsd:annotation>
<xsd:documentation>1.1.1.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SpecificCreditRiskAdjustments" fdsf_0:reference="_dfhJH_a7EeOoJtie9fOOnA" value="Specific credit risk adjustments">
<xsd:annotation>
<xsd:documentation>1.1.1.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalValueAdjustmentsAndOtherOwnFundsReductions" fdsf_0:reference="_dfhJIPa7EeOoJtie9fOOnA" value="Additional value adjustments and other own funds reductions">
<xsd:annotation>
<xsd:documentation>1.1.1.2.3</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossDirectHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJIfa7EeOoJtie9fOOnA" value="Gross direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>12.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheDirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJIva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the direct gross holdings included above">
<xsd:annotation>
<xsd:documentation>12.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossIndirectHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJI_a7EeOoJtie9fOOnA" value="Gross indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>12.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheIndirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJJPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the indirect gross holdings included above">
<xsd:annotation>
<xsd:documentation>12.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossSyntheticHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJJfa7EeOoJtie9fOOnA" value="Gross synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>12.3.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheSyntheticGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJJva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above">
<xsd:annotation>
<xsd:documentation>12.3.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossDirectHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJJ_a7EeOoJtie9fOOnA" value="Gross direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>13.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheDirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJKPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the direct gross holdings included above">
<xsd:annotation>
<xsd:documentation>13.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossIndirectHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJKfa7EeOoJtie9fOOnA" value="Gross indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>13.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheIndirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJKva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the indirect gross holdings included above">
<xsd:annotation>
<xsd:documentation>13.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossSyntheticHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJK_a7EeOoJtie9fOOnA" value="Gross synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>13.3.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheSyntheticGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJLPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above">
<xsd:annotation>
<xsd:documentation>13.3.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossDirectHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJLfa7EeOoJtie9fOOnA" value="Gross direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>14.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheDirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJLva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the direct gross holdings included above">
<xsd:annotation>
<xsd:documentation>14.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossIndirectHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJL_a7EeOoJtie9fOOnA" value="Gross indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>14.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheIndirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJMPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the indirect gross holdings included above">
<xsd:annotation>
<xsd:documentation>14.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossSyntheticHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionDoesNotHaveASignificantInvestment" fdsf_0:reference="_dfhJMfa7EeOoJtie9fOOnA" value="Gross synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment">
<xsd:annotation>
<xsd:documentation>14.3.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheSyntheticGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJMva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above">
<xsd:annotation>
<xsd:documentation>14.3.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossDirectHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJM_a7EeOoJtie9fOOnA" value="Gross direct holdings of CET1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>15.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheDirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJNPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the direct gross holdings included above">
<xsd:annotation>
<xsd:documentation>15.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossIndirectHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJNfa7EeOoJtie9fOOnA" value="Gross indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>15.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheIndirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJNva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the indirect gross holdings included above">
<xsd:annotation>
<xsd:documentation>15.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossSyntheticHoldingsOfCET1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJN_a7EeOoJtie9fOOnA" value="Gross synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>15.3.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheSyntheticGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJOPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above">
<xsd:annotation>
<xsd:documentation>15.3.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossDirectHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJOfa7EeOoJtie9fOOnA" value="Gross direct holdings of AT1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>16.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheDirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJOva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the direct gross holdings included above">
<xsd:annotation>
<xsd:documentation>16.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossIndirectHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJO_a7EeOoJtie9fOOnA" value="Gross indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>16.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheIndirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJPPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the indirect gross holdings included above">
<xsd:annotation>
<xsd:documentation>16.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossSyntheticHoldingsOfAT1CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJPfa7EeOoJtie9fOOnA" value="Gross synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>16.3.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheSyntheticGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJPva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above">
<xsd:annotation>
<xsd:documentation>16.3.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossDirectHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJP_a7EeOoJtie9fOOnA" value="Gross direct holdings of T2 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>17.1.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheDirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJQPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the direct gross holdings included above">
<xsd:annotation>
<xsd:documentation>17.1.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossIndirectHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJQfa7EeOoJtie9fOOnA" value="Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>17.2.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheIndirectGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJQva7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the indirect gross holdings included above">
<xsd:annotation>
<xsd:documentation>17.2.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GrossSyntheticHoldingsOfT2CapitalOfFinancialSectorEntitiesWhereTheInstitutionHasASignificantInvestment" fdsf_0:reference="_dfhJQ_a7EeOoJtie9fOOnA" value="Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment">
<xsd:annotation>
<xsd:documentation>17.3.1</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PermittedOffsettingShortPositionsInRelationToTheSyntheticGrossHoldingsIncludedAbove" fdsf_0:reference="_dfhJRPa7EeOoJtie9fOOnA" value="(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above">
<xsd:annotation>
<xsd:documentation>17.3.2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfabYPa7EeOoJtie9fOOnA" name="CapitalResultsSummary">
<xsd:annotation>
<xsd:documentation>This is a projection of the firm’s capital resources (in line with COREP CA) for the base and stress case scenarios. Projections should be populated both at a Level 1 (mandatory) and Level 2 (where available).</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="capitalResultsSummaryLevel1" fdsf_0:reference="_dfabYfa7EeOoJtie9fOOnA" name="CapitalResultsSummaryLevel1" type="fdsf:CapitalResultsSummaryLevel1"/>
<xsd:element ecore:name="capitalResultsSummaryLevel2" fdsf_0:reference="_dfabYva7EeOoJtie9fOOnA" name="CapitalResultsSummaryLevel2" type="fdsf:CapitalResultsSummaryLevel2"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfabY_a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfabZPa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="balance" fdsf_0:reference="_dfabZfa7EeOoJtie9fOOnA" name="Balance" type="fdsf:Balance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeFwPa7EeOoJtie9fOOnA" name="CapitalResultsSummaryLevel1">
<xsd:annotation>
<xsd:documentation> The capital results summary data</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalResultsSummaryLevel11"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhJRfa7EeOoJtie9fOOnA" name="CapitalResultsSummaryLevel11">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="TotalCapitalResourcesAfterRegulatoryAdjustment" fdsf_0:reference="_dfhJRva7EeOoJtie9fOOnA" value="Total Capital Resources (after regulatory Adjustment)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommonEquityTier1Capital" fdsf_0:reference="_dfhJR_a7EeOoJtie9fOOnA" value="Common Equity Tier 1 Capital">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Tier1Capital" fdsf_0:reference="_dfhJSPa7EeOoJtie9fOOnA" value="Tier 1 Capital">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalCapitalTier1Tier2" fdsf_0:reference="_dfhJSfa7EeOoJtie9fOOnA" value="Total Capital (Tier 1 + Tier 2)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalCapitalRequirements" fdsf_0:reference="_dfhJSva7EeOoJtie9fOOnA" value="Total Capital Requirements">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalPillar1RWAsCRDIV" fdsf_0:reference="_dfhJS_a7EeOoJtie9fOOnA" value="Total Pillar 1 RWAs (CRD IV)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ICG" fdsf_0:reference="_dfhJTPa7EeOoJtie9fOOnA" value="ICG%">
<xsd:annotation>
<xsd:documentation>Based on the most recent ICG</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PensionRiskAddOnPillar2aAndOtherStaticAddOns" fdsf_0:reference="_dfhJTfa7EeOoJtie9fOOnA" value="Pension Risk Add-on (Pillar 2a) and other static add-ons">
<xsd:annotation>
<xsd:documentation>Based on the most recent ICG</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Pillar12a" fdsf_0:reference="_dfhJTva7EeOoJtie9fOOnA" value="Pillar 1 + 2a">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CombinedBufferRequirement" fdsf_0:reference="_dfhJT_a7EeOoJtie9fOOnA" value="Combined buffer requirement">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CapitalConservationBuffer" fdsf_0:reference="_dfhJUPa7EeOoJtie9fOOnA" value="Capital conservation buffer">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ConservationBufferDueToMacroPrudentialOrSystemicRiskIdentifiedAtTheLevelOfAMemberState" fdsf_0:reference="_dfhJUfa7EeOoJtie9fOOnA" value="Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InstitutionSpecificCountercyclicalCapitalBuffer" fdsf_0:reference="_dfhJUva7EeOoJtie9fOOnA" value="Institution specific countercyclical capital buffer">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SystemicRiskBuffer" fdsf_0:reference="_dfhJU_a7EeOoJtie9fOOnA" value="Systemic risk buffer">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SystemicallyImportantInstitutionBuffer" fdsf_0:reference="_dfhJVPa7EeOoJtie9fOOnA" value="Systemically important institution buffer">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GlobalSystemicallyImportantInstitutionBuffer" fdsf_0:reference="_dfhJVfa7EeOoJtie9fOOnA" value="Global Systemically Important Institution buffer">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherSystemicallyImportantInstitutionBuffer" fdsf_0:reference="_dfhJVva7EeOoJtie9fOOnA" value="Other Systemically Important Institution buffer">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CET1CapitalRatio" fdsf_0:reference="_dfhJV_a7EeOoJtie9fOOnA" value="CET1 Capital ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SurplusDeficitOfCET1Capital" fdsf_0:reference="_dfhJWPa7EeOoJtie9fOOnA" value="Surplus(+)/Deficit(-) of CET1 capital">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="T1CapitalRatio" fdsf_0:reference="_dfhJWfa7EeOoJtie9fOOnA" value="T1 Capital ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SurplusDeficitOfT1Capital" fdsf_0:reference="_dfhJWva7EeOoJtie9fOOnA" value="Surplus(+)/Deficit(-) of T1 capital">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalCapitalRatio" fdsf_0:reference="_dfhJW_a7EeOoJtie9fOOnA" value="Total capital ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SurplusDeficitOfTotalCapital" fdsf_0:reference="_dfhJXPa7EeOoJtie9fOOnA" value="Surplus(+)/Deficit(-) of total capital">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFwfa7EeOoJtie9fOOnA" name="CapitalResultsSummaryLevel2">
<xsd:annotation>
<xsd:documentation> The capital results summary detail for each level 1 item</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalResultsSummaryLevel21"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhJXfa7EeOoJtie9fOOnA" name="CapitalResultsSummaryLevel21">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="CET1CapitalRatioIncludingPillarIIAdjustments" fdsf_0:reference="_dfhJXva7EeOoJtie9fOOnA" value="CET1 capital ratio including Pillar II adjustments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TargetCET1CapitalRatioDueToPillarIIAdjustments" fdsf_0:reference="_dfhJX_a7EeOoJtie9fOOnA" value="Target CET1 capital ratio due to Pillar II adjustments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="T1CapitalRatioIncludingPillarIIAdjustments" fdsf_0:reference="_dfhJYPa7EeOoJtie9fOOnA" value="T1 capital ratio including Pillar II adjustments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TargetT1CapitalRatioDueToPillarIIAdjustments" fdsf_0:reference="_dfhJYfa7EeOoJtie9fOOnA" value="Target T1 capital ratio due to Pillar II adjustments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TotalCapitalRatioIncludingPillarIIAdjustments" fdsf_0:reference="_dfhJYva7EeOoJtie9fOOnA" value="Total capital ratio including Pillar II adjustments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TargetTotalCapitalRatioDueToPillarIIAdjustments" fdsf_0:reference="_dfhJY_a7EeOoJtie9fOOnA" value="Target Total capital ratio due to Pillar II adjustments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhwI_a7EeOoJtie9fOOnA" name="CapitalTiers">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="AdditionalTier1" fdsf_0:reference="_dfhwJPa7EeOoJtie9fOOnA" value="Additional Tier 1">
<xsd:annotation>
<xsd:documentation>(excludes equity)</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="UpperTier2" fdsf_0:reference="_dfhwJfa7EeOoJtie9fOOnA" value="Upper Tier 2">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LowerTier2" fdsf_0:reference="_dfhwJva7EeOoJtie9fOOnA" value="Lower Tier 2">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfabfva7EeOoJtie9fOOnA" name="CardsOtherIncome">
<xsd:annotation>
<xsd:documentation>This is a projection/historic actuals of the turnover of the firm’s cards business i.e. Debit and Credit Card. Data is required for all scenarios and projection /historic years. The P&L should be reconcilable to the Group Level P&L.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfabf_a7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfabgPa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfabgfa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="geographyOfExposure" fdsf_0:reference="_dfabgva7EeOoJtie9fOOnA" name="GeographyOfExposure" type="fdsf:GeographyOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfabg_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="profitAndLossLevel1" fdsf_0:reference="_dfabhPa7EeOoJtie9fOOnA" name="ProfitAndLossLevel1" type="fdsf:ProfitAndLossLevel1"/>
<xsd:element ecore:name="profitAndLossOtherLevel2Income" fdsf_0:reference="_dfabhfa7EeOoJtie9fOOnA" name="ProfitAndLossOtherLevel2Income" type="fdsf:ProfitAndLossOtherLevel2Income"/>
<xsd:element ecore:name="assetLiabilityClassRetailCardsOtherIncome" fdsf_0:reference="_dfabhva7EeOoJtie9fOOnA" name="AssetLiabilityClassRetailCardsOtherIncome" type="fdsf:AssetLiabilityClassRetailCardsOtherIncome"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfabh_a7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfabiPa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfabifa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="turnover" fdsf_0:reference="_dfabiva7EeOoJtie9fOOnA" name="Turnover" type="fdsf:Turnover"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfc4Efa7EeOoJtie9fOOnA" name="CarryingAmount">
<xsd:annotation>
<xsd:documentation>The amount attributable to the Balance Sheet / P&L </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Eva7EeOoJtie9fOOnA" name="CleanMarketValue">
<xsd:annotation>
<xsd:documentation>The market valuation of the line item, not including accrued interest, in the units of the reporting currency. Synthetic positions should have their market value expressed as if funded rather than unfunded (For example, a sale of 10mm protection which is 1mm out of the money is reported as 9mm; the same example but 1mm in the money is reported as 11mm. Conversely, with a purchase of protection that would be reported as -10mm notional, it is -11mm market value when 1mm out of the money, and -9mm market value when 1mm in the money.)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Fva7EeOoJtie9fOOnA" name="CollateralHaircutRelatingToDeal">
<xsd:annotation>
<xsd:documentation>As defined in BIRPU 9.14.7-9.14.10, as per BIPRU 5.4.28. For transactions where Significant Risk Transfer has been achieved and notified, collateral haircuts may apply for revolving exposures as clarified in BIPRU 9.14</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfabi_a7EeOoJtie9fOOnA" name="CollectiveProvisions">
<xsd:annotation>
<xsd:documentation>This context splits provisions data for each portfolio.
Collective Provisions measure has been split out from the Individual Provisions tab. This is to allow firms to populate collective provisions at a higher level of aggregation in comparison to individual provisions.
Sector is an optional dimension in this context.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfabjPa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfabjfa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfabjva7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfabj_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfabkPa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="sector" fdsf_0:reference="_dfabkfa7EeOoJtie9fOOnA" name="Sector" type="fdsf:Sector"/>
<xsd:element ecore:name="collectiveProvisions1" fdsf_0:reference="_dfabkva7EeOoJtie9fOOnA" name="CollectiveProvisions1" type="fdsf:CollectiveProvisions1"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfc4F_a7EeOoJtie9fOOnA" name="CollectiveProvisions1">
<xsd:annotation>
<xsd:documentation>Collective Provisions should be split between those resulting from a modelled assessment of a segment of loans and those resulting from either in-model or post-model judgemental management overlays, including IBNR losses. For clarification on Individual versus Collective Impairments, see IAS 39 - Financial Instruments: Recognition and Measurement.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4GPa7EeOoJtie9fOOnA" name="CollectiveProvisionsExcludingIBNRManagementOverlay">
<xsd:annotation>
<xsd:documentation>Collective Provisions should be split between those resulting from a modelled assessment of a segment of loans and those resulting from either in-model or post-model judgemental management overlays, including IBNR losses. For clarification on Individual versus Collective Impairments, see IAS 39 - Financial Instruments: Recognition and Measurement.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Gfa7EeOoJtie9fOOnA" name="CollectiveProvisionsOnlyIBNRManagementOverlay">
<xsd:annotation>
<xsd:documentation>A remark, observation or criticism.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Gva7EeOoJtie9fOOnA" name="Comment">
<xsd:annotation>
<xsd:documentation>A remark, observation or criticism.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfabk_a7EeOoJtie9fOOnA" name="Comments">
<xsd:annotation>
<xsd:documentation>Comments are only to be entered on this template and nowhere else in a given data request. If each template in the data request is broken down by portfolio, the template for comments will also enable a one to specify the portfolio to which a comment relates as well as the individual context / template. Not all fields of the portfolio or context sections need to be completed. For example, if a comment relates overall to a commercial entity then only the commercial entity need be specified with all other columns remaining blank. In fact, one could leave all portfolio columns blank if the comment relates to the overall data request or template.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="context" fdsf_0:reference="_dfablPa7EeOoJtie9fOOnA" name="Context" type="fdsf:Context"/>
<xsd:element ecore:name="comment" fdsf_0:reference="_dfablfa7EeOoJtie9fOOnA" name="Comment" type="fdsf:Comment"/>
<xsd:element ecore:name="portfolio" fdsf_0:reference="_dfablva7EeOoJtie9fOOnA" name="Portfolio" type="fdsf:Portfolio"/>
<xsd:element ecore:name="security" fdsf_0:reference="_dfabl_a7EeOoJtie9fOOnA" name="Security" type="fdsf:Security"/>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfabmPa7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfabmfa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfabmva7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfabm_a7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfabnPa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfabnfa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="sector" fdsf_0:reference="_dfabnva7EeOoJtie9fOOnA" name="Sector" type="fdsf:Sector"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfhwJ_a7EeOoJtie9fOOnA" name="CommercialEntitiesFirmDefined">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFxPa7EeOoJtie9fOOnA" name="CommercialEntity">
<xsd:annotation>
<xsd:documentation>A logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity (ies).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CommercialEntitiesFirmDefined"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4G_a7EeOoJtie9fOOnA" name="CommittedLimit">
<xsd:annotation>
<xsd:documentation>Maximum amount that can be drawn by a borrower as on a specified date. Committed Limits should be completed to reflect redraw and / or further credit line facilities. If there is no pre-agreed facility, populate the limit with the drawn balance. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFxfa7EeOoJtie9fOOnA" name="Context">
<xsd:annotation>
<xsd:documentation>Name of a Context or a template to which the data provided may relate. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4HPa7EeOoJtie9fOOnA" name="CostOfAccrualFundingBasis">
<xsd:annotation>
<xsd:documentation>The estimated total cost of accrual for the scheme on the funding basis at the Reporting Date, expressed as a proportion of the Pensionable Payroll. In line with the typical convention for trustees’ valuations, this should be expressed as the cost including member contributions.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Hfa7EeOoJtie9fOOnA" name="CostOfAccrualIASBasis">
<xsd:annotation>
<xsd:documentation>The cost of accruing benefits in the scheme on an IAS basis, expressed as an average proportion of pensionable pay. When multiplied by the pensionable payroll for the year, this should provide an estimate of the service cost for the coming year. In line with the typical convention for accounting statements, this should be expressed as the cost to the company (i.e. not including member contributions).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Hva7EeOoJtie9fOOnA" name="CounterpartyName">
<xsd:annotation>
<xsd:documentation>The name of any person or an entity with or for whom a Firm carries out designated investment business or an ancillary activity with. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhwKPa7EeOoJtie9fOOnA" name="Countries">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="CountriesListedInISO3166" fdsf_0:reference="_dfhwKfa7EeOoJtie9fOOnA" value="Countries listed in ISO 3166">
<xsd:annotation>
<xsd:documentation>http://www.iso.org/iso/country_codes.htm</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SUPRAAFRICA" fdsf_0:reference="_dfhwKva7EeOoJtie9fOOnA" value="SUPRA AFRICA">
<xsd:annotation>
<xsd:documentation>Relevant only for instances when the exposure is to an international corporate body and therefore cannot be attributed to a specific country.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SUPRAASIAPACIFIC" fdsf_0:reference="_dfhwK_a7EeOoJtie9fOOnA" value="SUPRA ASIA PACIFIC">
<xsd:annotation>
<xsd:documentation>Relevant only for instances when the exposure is to an international corporate body and therefore cannot be attributed to a specific country.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SUPRAEUROPE" fdsf_0:reference="_dfhwLPa7EeOoJtie9fOOnA" value="SUPRA EUROPE">
<xsd:annotation>
<xsd:documentation>Relevant only for instances when the exposure is to an international corporate body and therefore cannot be attributed to a specific country.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SUPRALATINAMERICA" fdsf_0:reference="_dfhwLfa7EeOoJtie9fOOnA" value="SUPRA LATIN AMERICA">
<xsd:annotation>
<xsd:documentation>Relevant only for instances when the exposure is to an international corporate body and therefore cannot be attributed to a specific country.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SUPRAMIDDLEEAST" fdsf_0:reference="_dfhwLva7EeOoJtie9fOOnA" value="SUPRA MIDDLE EAST">
<xsd:annotation>
<xsd:documentation>Relevant only for instances when the exposure is to an international corporate body and therefore cannot be attributed to a specific country.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SUPRANORTHAMERICA" fdsf_0:reference="_dfhwL_a7EeOoJtie9fOOnA" value="SUPRA NORTH AMERICA">
<xsd:annotation>
<xsd:documentation>Relevant only for instances when the exposure is to an international corporate body and therefore cannot be attributed to a specific country.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFxva7EeOoJtie9fOOnA" name="CountryOfExposure">
<xsd:annotation>
<xsd:documentation>The primary Country to which the risk of an Exposure is related - e.g., Country of incorporation, business of counterparty, or with highest valuation of exposure, etc </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:Countries"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFyPa7EeOoJtie9fOOnA" name="CountryOfOriginOfCoveredBond">
<xsd:annotation>
<xsd:documentation>Refers to the jurisdiction under whose legislation the covered bond was originated.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:Countries"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFx_a7EeOoJtie9fOOnA" name="CountryOfOriginOfCoverPool">
<xsd:annotation>
<xsd:documentation>Refers to the jurisdiction, by largest concentration, of the risk associated with covered pool underlying the covered bond.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:Countries"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFyfa7EeOoJtie9fOOnA" name="CountryOfOriginOfSecuritisedExposures">
<xsd:annotation>
<xsd:documentation>The country of origin of risk of the reference portfolio of the transaction. If the reference portfolio contains multiple risk origins, this should be declared and any significant concentrations disclosed</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:Countries"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFyva7EeOoJtie9fOOnA" name="CountryOfOriginOfUnderlyings">
<xsd:annotation>
<xsd:documentation>Refers to the largest geographic concentration among the underlying assets, in line with COREP. Should other notable concentrations be present, this should be clarified within comments.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:Countries"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFy_a7EeOoJtie9fOOnA" name="CountryWhereLossOccurred">
<xsd:annotation>
<xsd:documentation>Country where the majority of the loss occurred</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:Countries"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfabn_a7EeOoJtie9fOOnA" name="CoveredBonds">
<xsd:annotation>
<xsd:documentation>This context captures covered bond positions held in either of the non-trading and trading books. This includes third party covered bonds which the firm has purchased as an investor but excludes any firm originated covered bonds.
‘Book Value as percentage of Current Notional’ is only to be completed if 'Accounting Designation' is selected as 'AFS', 'Held-to-Maturity' or 'Loans & Receivables'.
‘Impairment Provision’ is only to be populated if 'Accounting Designation' is selected as 'AFS', 'Held-to-Maturity' or 'Loans & Receivables'.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="uniqueID" fdsf_0:reference="_dfaboPa7EeOoJtie9fOOnA" name="UniqueID" type="fdsf:UniqueID"/>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfabofa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfabova7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfabo_a7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfOriginOfCoveredBond" fdsf_0:reference="_dfabpPa7EeOoJtie9fOOnA" name="CountryOfOriginOfCoveredBond" type="fdsf:CountryOfOriginOfCoveredBond"/>
<xsd:element ecore:name="countryOfOriginOfCoverPool" fdsf_0:reference="_dfabpfa7EeOoJtie9fOOnA" name="CountryOfOriginOfCoverPool" type="fdsf:CountryOfOriginOfCoverPool"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfabpva7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="iSINCode" fdsf_0:reference="_dfabp_a7EeOoJtie9fOOnA" name="ISINCode" type="fdsf:ISINCode"/>
<xsd:element ecore:name="descriptionOfCoveredBond" fdsf_0:reference="_dfabqPa7EeOoJtie9fOOnA" name="DescriptionOfCoveredBond" type="fdsf:DescriptionOfCoveredBond"/>
<xsd:element ecore:name="bookType" fdsf_0:reference="_dfabqfa7EeOoJtie9fOOnA" name="BookType" type="fdsf:BookType"/>
<xsd:element ecore:name="currencyOfInstrument" fdsf_0:reference="_dfabqva7EeOoJtie9fOOnA" name="CurrencyOfInstrument" type="fdsf:CurrencyOfInstrument"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfabq_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="currentNotional" fdsf_0:reference="_dfabrPa7EeOoJtie9fOOnA" name="CurrentNotional" type="fdsf:CurrentNotional"/>
<xsd:element ecore:name="accountingCarryValue" fdsf_0:reference="_dfabrfa7EeOoJtie9fOOnA" name="AccountingCarryValue" type="fdsf:AccountingCarryValue"/>
<xsd:element ecore:name="regulatoryCarryValue" fdsf_0:reference="_dfabrva7EeOoJtie9fOOnA" name="RegulatoryCarryValue" type="fdsf:RegulatoryCarryValue"/>
<xsd:element ecore:name="cleanMarketValue" fdsf_0:reference="_dfabr_a7EeOoJtie9fOOnA" name="CleanMarketValue" type="fdsf:CleanMarketValue"/>
<xsd:element ecore:name="accountingDesignation" fdsf_0:reference="_dfabsPa7EeOoJtie9fOOnA" name="AccountingDesignation" type="fdsf:AccountingDesignation"/>
<xsd:element ecore:name="bookValueAsPercentageOfCurrentNotional" fdsf_0:reference="_dfabsfa7EeOoJtie9fOOnA" name="BookValueAsPercentageOfCurrentNotional" type="fdsf:BookValueAsPercentageOfCurrentNotional"/>
<xsd:element ecore:name="impairmentProvision" fdsf_0:reference="_dfabsva7EeOoJtie9fOOnA" name="ImpairmentProvision" type="fdsf:ImpairmentProvision"/>
<xsd:element ecore:name="aFSReserveBalance" fdsf_0:reference="_dfabs_a7EeOoJtie9fOOnA" name="AFSReserveBalance" type="fdsf:AFSReserveBalance"/>
<xsd:element ecore:name="capitalRequirementCalculationApproach" fdsf_0:reference="_dfabtPa7EeOoJtie9fOOnA" name="CapitalRequirementCalculationApproach" type="fdsf:CapitalRequirementCalculationApproach"/>
<xsd:element ecore:name="rWA1" fdsf_0:reference="_dfabtfa7EeOoJtie9fOOnA" name="RWA1" type="fdsf:RWA1"/>
<xsd:element ecore:name="positionDeductedFromCapital" fdsf_0:reference="_dfabtva7EeOoJtie9fOOnA" name="PositionDeductedFromCapital" type="fdsf:PositionDeductedFromCapital"/>
<xsd:element ecore:name="currentMoodySRating" fdsf_0:reference="_dfabt_a7EeOoJtie9fOOnA" name="CurrentMoodySRating" type="fdsf:CurrentMoodySRating"/>
<xsd:element ecore:name="currentSAndPRating" fdsf_0:reference="_dfabuPa7EeOoJtie9fOOnA" name="CurrentSAndPRating" type="fdsf:CurrentSAndPRating"/>
<xsd:element ecore:name="currentFitchRating" fdsf_0:reference="_dfabufa7EeOoJtie9fOOnA" name="CurrentFitchRating" type="fdsf:CurrentFitchRating"/>
<xsd:element ecore:name="currentDBRSRating" fdsf_0:reference="_dfabuva7EeOoJtie9fOOnA" name="CurrentDBRSRating" type="fdsf:CurrentDBRSRating"/>
<xsd:element ecore:name="cRDCompliant" fdsf_0:reference="_dfabu_a7EeOoJtie9fOOnA" name="CRDCompliant" type="fdsf:CRDCompliant"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dkFgD_a7EeOoJtie9fOOnA" name="CPCapitalStressTesting">
<xsd:annotation>
<xsd:documentation>The root context for gathering data for the purposes of CP Capital Stress Testing.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="retailMortgage" fdsf_0:reference="_dkFgEPa7EeOoJtie9fOOnA" name="RetailMortgage" type="fdsf:RetailMortgage"/>
<xsd:element ecore:name="retailExcludingMortgage" fdsf_0:reference="_dkFgEfa7EeOoJtie9fOOnA" name="RetailExcludingMortgage" type="fdsf:RetailExcludingMortgage"/>
<xsd:element ecore:name="structuredFinanceRisk" fdsf_0:reference="_dkFgEva7EeOoJtie9fOOnA" name="StructuredFinanceRisk" type="fdsf:StructuredFinanceRisk"/>
<xsd:element ecore:name="operationalRisk" fdsf_0:reference="_dkFgE_a7EeOoJtie9fOOnA" name="OperationalRisk" type="fdsf:OperationalRisk"/>
<xsd:element ecore:name="capitalandOtherProjections" fdsf_0:reference="_dkFgFPa7EeOoJtie9fOOnA" name="CapitalandOtherProjections" type="fdsf:CapitalandOtherProjections"/>
<xsd:element ecore:name="balanceSheetProfitandLossProjections" fdsf_0:reference="_dkFgFfa7EeOoJtie9fOOnA" name="BalanceSheetProfitandLossProjections" type="fdsf:BalanceSheetProfitandLossProjections"/>
<xsd:element ecore:name="wholesale" fdsf_0:reference="_dkFgFva7EeOoJtie9fOOnA" name="Wholesale" type="fdsf:Wholesale"/>
<xsd:element ecore:name="pensionRisk" fdsf_0:reference="_dkFgF_a7EeOoJtie9fOOnA" name="PensionRisk" type="fdsf:PensionRisk"/>
<xsd:element ecore:name="aLMLiquidity" fdsf_0:reference="_dkFgGPa7EeOoJtie9fOOnA" name="ALMLiquidity" type="fdsf:ALMLiquidity"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfc4H_a7EeOoJtie9fOOnA" name="CPIInflationFundingBasis">
<xsd:annotation>
<xsd:documentation>The assumed rate of future inflation (measured according to the Consumer Price Index (CPI)) used to calculate figures for Liability values on the “Pensions - Liability (Funding)” tab.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4IPa7EeOoJtie9fOOnA" name="CPIInflationIASBasis">
<xsd:annotation>
<xsd:documentation>The assumed rate of future inflation (measured according to the Consumer Price Index (CPI)) used to calculate figures for Liability values on the “Pensions - Liability (IAS)” tab.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkFgGfa7EeOoJtie9fOOnA" name="CRDCompliant">
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFzPa7EeOoJtie9fOOnA" name="CreditRating">
<xsd:annotation>
<xsd:documentation>A value selected from a defined Credit Rating Scale in a given Credit Rating Scheme. Examples of Credit Rating Schemes may include: Moody’s ratings, FSA Grade ratings, Firm's internal ratings, etc. Firms should provide credit ratings from regulatory approved models, where available,</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CreditRatingInternal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhwNfa7EeOoJtie9fOOnA" name="CreditRatingInternal">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="InternalFirmCreditRating" fdsf_0:reference="_dfhwNva7EeOoJtie9fOOnA" value="[Internal Firm Credit Rating]">
<xsd:annotation>
<xsd:documentation>Firm defined</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwN_a7EeOoJtie9fOOnA" value="Unrated">
<xsd:annotation>
<xsd:documentation>For some IRB exposures, there may not be an internal rating. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1" fdsf_0:reference="_dfhwOPa7EeOoJtie9fOOnA" value="1">
<xsd:annotation>
<xsd:documentation>This is only relevant for CQS</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2" fdsf_0:reference="_dfhwOfa7EeOoJtie9fOOnA" value="2">
<xsd:annotation>
<xsd:documentation>This is only relevant for CQS</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3" fdsf_0:reference="_dfhwOva7EeOoJtie9fOOnA" value="3">
<xsd:annotation>
<xsd:documentation>This is only relevant for CQS</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_4" fdsf_0:reference="_dfhwO_a7EeOoJtie9fOOnA" value="4">
<xsd:annotation>
<xsd:documentation>This is only relevant for CQS</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5" fdsf_0:reference="_dfhwPPa7EeOoJtie9fOOnA" value="5">
<xsd:annotation>
<xsd:documentation>This is only relevant for CQS</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6" fdsf_0:reference="_dfhwPfa7EeOoJtie9fOOnA" value="6">
<xsd:annotation>
<xsd:documentation>This is only relevant for CQS</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PastDue" fdsf_0:reference="_dfhwPva7EeOoJtie9fOOnA" value="Past Due">
<xsd:annotation>
<xsd:documentation>This is only relevant for “Standardised-No Internal Rating” selection in credit rating scale name.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NotPastDue" fdsf_0:reference="_dfhwP_a7EeOoJtie9fOOnA" value="Not Past Due">
<xsd:annotation>
<xsd:documentation>This is only relevant for “Standardised-No Internal Rating” selection in credit rating scale name.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFzfa7EeOoJtie9fOOnA" name="CreditRatingScaleName">
<xsd:annotation>
<xsd:documentation>A descriptive name given to a Firm Credit Rating Scheme.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CreditRatingScaleNames"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhwMPa7EeOoJtie9fOOnA" name="CreditRatingScaleNames">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="InternalFirmRatingScaleName" fdsf_0:reference="_dfhwMfa7EeOoJtie9fOOnA" value="[Internal Firm Rating Scale Name]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FirmSlottingScale" fdsf_0:reference="_dfhwMva7EeOoJtie9fOOnA" value="Firm Slotting Scale">
<xsd:annotation>
<xsd:documentation>Firm slotting scale should be used for all exposures under the IRB Slotting Basel approach</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="StandardisedNoInternalRating" fdsf_0:reference="_dfhwM_a7EeOoJtie9fOOnA" value="Standardised-No Internal Rating">
<xsd:annotation>
<xsd:documentation>For this credit rating scale name, ‘Past Due’ and ‘Not Past Due’ must be used as Credit Rating</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwNPa7EeOoJtie9fOOnA" value="CQS">
<xsd:annotation>
<xsd:documentation>Credit Quality Step</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfabvPa7EeOoJtie9fOOnA" name="CreditRatingScheme">
<xsd:sequence>
<xsd:element ecore:name="baselApproach" fdsf_0:reference="_dfabvfa7EeOoJtie9fOOnA" name="BaselApproach" type="fdsf:BaselApproach"/>
<xsd:element ecore:name="creditRatingScaleName" fdsf_0:reference="_dfabvva7EeOoJtie9fOOnA" name="CreditRatingScaleName" type="fdsf:CreditRatingScaleName"/>
<xsd:element ecore:name="creditRating" fdsf_0:reference="_dfabv_a7EeOoJtie9fOOnA" name="CreditRating" type="fdsf:CreditRating"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfc4Ifa7EeOoJtie9fOOnA" name="CurrencyHaircutRelatingToDeal">
<xsd:annotation>
<xsd:documentation>As defined in BIRPU 9.14.7-9.14.10, as per BIPRU 5.7.17. For transactions where Significant Risk Transfer has been achieved and notified, currency haircuts may apply as clarified in BIPRU 9.14</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFzva7EeOoJtie9fOOnA" name="CurrencyOfInstrument">
<xsd:annotation>
<xsd:documentation>Currency of the Instrument.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeFz_a7EeOoJtie9fOOnA" name="CurrencyOfTrancheOriginated">
<xsd:annotation>
<xsd:documentation>Currency in which the Tranche was originated.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Iva7EeOoJtie9fOOnA" name="CurrentDBRSRating">
<xsd:annotation>
<xsd:documentation>Current DBRS Rating of the instrument specified</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4I_a7EeOoJtie9fOOnA" name="CurrentFitchRating">
<xsd:annotation>
<xsd:documentation>Current Fitch Rating of the instrument specified</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4JPa7EeOoJtie9fOOnA" name="CurrentMoodySRating">
<xsd:annotation>
<xsd:documentation>Current Moody's Rating of the instrument specified</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Jfa7EeOoJtie9fOOnA" name="CurrentNotional">
<xsd:annotation>
<xsd:documentation>For securitised positions, it refers to the current notional (original notional * factor) of the line item held in units of the reporting currency. This is gross of impairment, or market value decline. Short positions (e.g. purchases of protection) should be entered as a negative value. There is no limit to the numerical entry. For covered bonds, it refers to the notional number of bonds held by the firm.. This is also gross of impairment, or market value decline.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Jva7EeOoJtie9fOOnA" name="CurrentNotionalOfTrancheOriginated">
<xsd:annotation>
<xsd:documentation>Current notional (original notional * factor) of the tranche in units of the reporting currency. The minimum number is 0 and there is no maximum.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4J_a7EeOoJtie9fOOnA" name="CurrentSAndPRating">
<xsd:annotation>
<xsd:documentation>Current S&P Rating of the instrument specified </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Kfa7EeOoJtie9fOOnA" name="CustomerMargin">
<xsd:annotation>
<xsd:documentation>Post-ITP (Interest rate Transfer Price) average profitability margin generated by the product throughout its remaining behavioural life (weighted average for a portfolio). It can be calculated as follows: External rate – ITP.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Kva7EeOoJtie9fOOnA" name="CustomerRate">
<xsd:annotation>
<xsd:documentation>Average rate paid on or received from balance sheet or off balance sheet items throughout their remaining behavioural life (weighted average for a portfolio). The customer rate data should be reported as positive for assets, liabilities and derivatives.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4K_a7EeOoJtie9fOOnA" name="DateLogged">
<xsd:annotation>
<xsd:documentation>Date logged: the date at which the event is recorded in the database, if available; format: dd/mm/yyyy</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:date"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4LPa7EeOoJtie9fOOnA" name="DateOfFinancialImpact">
<xsd:annotation>
<xsd:documentation>Date of first impact (recognition date). Format: dd/mm/yyyy</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:date"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Lfa7EeOoJtie9fOOnA" name="DateOfOccurrence">
<xsd:annotation>
<xsd:documentation>Date of occurrence: start date of the event, if available; format: dd/mm/yyyy</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:date"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF0fa7EeOoJtie9fOOnA" name="DescriptionOfCoveredBond">
<xsd:annotation>
<xsd:documentation>Brief description of instrument, including details of the programme and issuer.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF0va7EeOoJtie9fOOnA" name="DescriptionOfInstrument">
<xsd:annotation>
<xsd:documentation>Brief description of instrument, preferably in line with market convention 'ISSUER Vintage-Series Tranche'. Long names of issuer are also acceptable up to a maximum of 200 characters.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4MPa7EeOoJtie9fOOnA" name="DiscountRateFundingBasis">
<xsd:annotation>
<xsd:documentation>The discount rate used to calculate figures for Liability values on the “Pensions - Liability (Funding)” tab, based on the Statement of Funding principles and market conditions at the valuation date. If the trustees use separate ‘pre’ and ‘post’ discount rates, or a full yield curve approach, please estimate a single representative rate. The main use is for the PRA to estimate the margin over gilts in the trustees’ discount rate.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Mfa7EeOoJtie9fOOnA" name="DiscountRateIASBasis">
<xsd:annotation>
<xsd:documentation>The discount rate used to calculate figures for Liability values on the “Liability Value (IAS Basis)” tab of the Pension template (derived from high-quality corporate bond yields at the valuation date).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Mva7EeOoJtie9fOOnA" name="DrawnBalance">
<xsd:annotation>
<xsd:documentation>Amount of a loan drawn by a borrower on a specified date. Balances should be reconcilable to the statutory accounts and regulatory returns. For retail, loan balances should be entered net of write-offs and gross of Provisions. Balances should be gross of any off-set balances, i.e. the actual outstanding principal amount owed.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4NPa7EeOoJtie9fOOnA" name="DrawnCommitments">
<xsd:annotation>
<xsd:documentation>Drawn portion of the off-balance sheet commitment. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfc4Nfa7EeOoJtie9fOOnA" name="EAD">
<xsd:annotation>
<xsd:documentation>Exposure at Default. An estimate of possible Exposure, as defined by BIPRU, to counterparty at the time of default as calculated under the appropriate IRB Approach. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdesfa7EeOoJtie9fOOnA" name="EADWeightedLGD">
<xsd:annotation>
<xsd:documentation>Average LGD for a set of assets weighted by the EAD of each.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdesva7EeOoJtie9fOOnA" name="EADWeightedPD">
<xsd:annotation>
<xsd:documentation>Average PD for a set of assets weighted by the EAD of each. This is the regulatory PD used to calculate capital requirements. As per PRA Handbook Glossary, the PD is (in accordance with Article 4(25) of the Banking Consolidation Directive (Definitions)) the probability of default of counterparty over a one year period; for the purposes of the IRB approach. This could be TTC or some form of hybrid PD. Firms should clarify the nature of PD provided as part of the unstructured data submission.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdes_a7EeOoJtie9fOOnA" name="EADWeightedPITPD">
<xsd:annotation>
<xsd:documentation>Average of the point-in-time PDs for a set of assets weighted by the EAD of each.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdetfa7EeOoJtie9fOOnA" name="EarlyRepaymentOrWithdrawalCharge">
<xsd:annotation>
<xsd:documentation>Total early repayment charge (ERC) and early withdrawal charge (EWC) charged to customers in the period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF1Pa7EeOoJtie9fOOnA" name="EmergingOperationalRiskTopFive">
<xsd:annotation>
<xsd:documentation>The main 5 emerging operational risk at a firm level</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdetva7EeOoJtie9fOOnA" name="EmployerContributionsOrdinary">
<xsd:annotation>
<xsd:documentation>The value of ordinary contributions made by employers to pension scheme in a specified year.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdet_a7EeOoJtie9fOOnA" name="EmployerContributionsSpecialDeficit">
<xsd:annotation>
<xsd:documentation>The value of special or deficit contributions made by employers to pension scheme in a specified year. For future years the input should reflect any current agreed recovery plan.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF1fa7EeOoJtie9fOOnA" name="EventType">
<xsd:annotation>
<xsd:documentation>As specified by BIPRU 6.5.25 R</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfabwPa7EeOoJtie9fOOnA" name="EVS">
<xsd:annotation>
<xsd:documentation>This context/worksheet captures the firm’s economic value sensitivity to instantaneous interest rate shocks (+/-200bpts). The information gathered includes balances, product margin , weighted average life (WAL) , and customer rates & margins, and off balance sheet items under base and shocked (+/- 200bpts) levels of interest rates. This worksheet requests accounting balances (i.e. as per B/S). This information will be used to evaluate the firm’s economic value sensitivity and provides supplementary information to assist in understanding product duration and margin effects.
The LTV band requested here is as of the reporting date (i.e. indexed if possible). Separate legs of derivative transactions have to be reported on separate rows. However, transaction by transaction data is not required (i.e. all the pay float derivatives will need to be aggregated to 1 line).
Drawn/ undrawn commitments are balances applicable only to the asset liability classes under ‘Off Balance Sheet’ (Balance Sheet Header) ‘Commitments’ (Asset Liability Class Header). For example, if the committed facility to a bank is £1000 and the bank has drawn £200, ‘Drawn Commitments’ is £200 and ‘Undrawn Commitments’ is £800. ‘Drawn Commitments’ is being reported in this template as an off balance sheet item even though it would also be reported as part of the balance sheet. This is being requested separately to understand the movement in undrawn commitments.
In addition to Drawn/Undrawn commitments, the following measures are relevant for off balance sheet commitments:
• Weighted Average Life (WAL)
• Customer Rate
• Margin at +200bp
• WAL at +200bp
• Drawn balance at +200bp
• Margin at -200bp
• WAL at -200bp
• Drawn Balance at -200bp
All ‘Balances’ requested in this tab are referring to the accounting book value.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfabwfa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfabwva7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="balanceSheetCurrency" fdsf_0:reference="_dfabw_a7EeOoJtie9fOOnA" name="BalanceSheetCurrency" type="fdsf:BalanceSheetCurrency"/>
<xsd:element ecore:name="balanceSheetHeaderEVS" fdsf_0:reference="_dfabxPa7EeOoJtie9fOOnA" name="BalanceSheetHeaderEVS" type="fdsf:BalanceSheetHeaderEVS"/>
<xsd:element ecore:name="assetLiabilityClassHeader" fdsf_0:reference="_dfabxfa7EeOoJtie9fOOnA" name="AssetLiabilityClassHeader" type="fdsf:AssetLiabilityClassHeader"/>
<xsd:element ecore:name="assetLiabilityClass" fdsf_0:reference="_dfabxva7EeOoJtie9fOOnA" name="AssetLiabilityClass" type="fdsf:AssetLiabilityClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfabx_a7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="referenceRateType" fdsf_0:reference="_dfabyPa7EeOoJtie9fOOnA" name="ReferenceRateType" type="fdsf:ReferenceRateType"/>
<xsd:element ecore:name="referenceRate" fdsf_0:reference="_dfabyfa7EeOoJtie9fOOnA" name="ReferenceRate" type="fdsf:ReferenceRate"/>
<xsd:element ecore:name="lTVBandALM" fdsf_0:reference="_dfabyva7EeOoJtie9fOOnA" name="LTVBandALM" type="fdsf:LTVBandALM"/>
<xsd:element ecore:name="maturityBand" fdsf_0:reference="_dfaby_a7EeOoJtie9fOOnA" name="MaturityBand" type="fdsf:MaturityBand"/>
<xsd:element ecore:name="interestRateOfferPeriod" fdsf_0:reference="_dfabzPa7EeOoJtie9fOOnA" name="InterestRateOfferPeriod" type="fdsf:InterestRateOfferPeriod"/>
<xsd:element ecore:name="interestRateSensitivity" fdsf_0:reference="_dfabzfa7EeOoJtie9fOOnA" name="InterestRateSensitivity" type="fdsf:InterestRateSensitivity"/>
<xsd:element ecore:name="accountingBalance" fdsf_0:reference="_dfabzva7EeOoJtie9fOOnA" name="AccountingBalance" type="fdsf:AccountingBalance"/>
<xsd:element ecore:name="weightedAverageLife" fdsf_0:reference="_dfabz_a7EeOoJtie9fOOnA" name="WeightedAverageLife" type="fdsf:WeightedAverageLife"/>
<xsd:element ecore:name="customerRate" fdsf_0:reference="_dfab0Pa7EeOoJtie9fOOnA" name="CustomerRate" type="fdsf:CustomerRate"/>
<xsd:element ecore:name="customerMargin" fdsf_0:reference="_dfab0fa7EeOoJtie9fOOnA" name="CustomerMargin" type="fdsf:CustomerMargin"/>
<xsd:element ecore:name="marginAtPlus200Bp" fdsf_0:reference="_dfab0va7EeOoJtie9fOOnA" name="MarginAtPlus200Bp" type="fdsf:MarginAtPlus200Bp"/>
<xsd:element ecore:name="wALAtPlus200Bp" fdsf_0:reference="_dfab0_a7EeOoJtie9fOOnA" name="WALAtPlus200Bp" type="fdsf:WALAtPlus200Bp"/>
<xsd:element ecore:name="accountingBalanceAtPlus200Bp" fdsf_0:reference="_dfab1Pa7EeOoJtie9fOOnA" name="AccountingBalanceAtPlus200Bp" type="fdsf:AccountingBalanceAtPlus200Bp"/>
<xsd:element ecore:name="marginAtMinus200Bp" fdsf_0:reference="_dfab1fa7EeOoJtie9fOOnA" name="MarginAtMinus200Bp" type="fdsf:MarginAtMinus200Bp"/>
<xsd:element ecore:name="wALAtMinus200Bp" fdsf_0:reference="_dfab1va7EeOoJtie9fOOnA" name="WALAtMinus200Bp" type="fdsf:WALAtMinus200Bp"/>
<xsd:element ecore:name="accountingBalanceAtMinus200Bp" fdsf_0:reference="_dfab1_a7EeOoJtie9fOOnA" name="AccountingBalanceAtMinus200Bp" type="fdsf:AccountingBalanceAtMinus200Bp"/>
<xsd:element ecore:name="undrawnCommitments" fdsf_0:reference="_dfab2Pa7EeOoJtie9fOOnA" name="UndrawnCommitments" type="fdsf:UndrawnCommitments"/>
<xsd:element ecore:name="drawnCommitments" fdsf_0:reference="_dfab2fa7EeOoJtie9fOOnA" name="DrawnCommitments" type="fdsf:DrawnCommitments"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdeufa7EeOoJtie9fOOnA" name="ExpectedLoss">
<xsd:annotation>
<xsd:documentation>Expected Loss (Credit Risk) is the Basel regulatory Expected Loss, as estimated for exposure where capital requirements are calculated under the IRB approach. For Standardised exposure, Expected Loss should not be reported.For securitised assets, it is the actual principal write-down suffered by the instrument, net of any impairment already taken through P&L and specified in the field 'Impairments Provision'. For Counterparty Credit Risk, the projected losses are comprised of default losses (i.e. losses due to default of counterparties which is captured by the PRA handbook definition referred to above) and CVA impact (i.e. fair value losses and gains arising from changes in the credit worthiness of a firm’s counterparties. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdeuva7EeOoJtie9fOOnA" name="Expense">
<xsd:annotation>
<xsd:documentation>The amount of expense related to different expense types</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdeu_a7EeOoJtie9fOOnA" name="ExposureForRWA">
<xsd:annotation>
<xsd:documentation>The exposure amount that forms the basis for the calculation of RWA for the Standardised Approach. This is the exposure value after taking into account value adjustments, all credit risk mitigants and credit conversion factors that is to be assigned to risk weights according to article 80 and annex VI part 1 of Directive 2006/48/EC.For portfolio exposures that do not have a “Standardised” Basel approach this amount will be equivalent to the EAD. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdevPa7EeOoJtie9fOOnA" name="ExposureWeightedMaturity">
<xsd:annotation>
<xsd:documentation>The exposure weighted Maturity of the counterparty. This should be in year to 1 decimal place. This is also referred to as weighted average maturity. It refers to the remaining actual maturity for the exposures to the counterparty.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdev_a7EeOoJtie9fOOnA" name="ExposureWeightedVintage">
<xsd:annotation>
<xsd:documentation>The exposure weighted Vintage of the Counterparty. It should be expressed in ‘years’ with 2 decimal places rounding up to the nearest 0.25 (for every 4 months).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfab2va7EeOoJtie9fOOnA" name="ExternalAgencyRating">
<xsd:sequence>
<xsd:element ecore:name="currentMoodySRating" fdsf_0:reference="_dfab2_a7EeOoJtie9fOOnA" name="CurrentMoodySRating" type="fdsf:CurrentMoodySRating"/>
<xsd:element ecore:name="currentSAndPRating" fdsf_0:reference="_dfab3Pa7EeOoJtie9fOOnA" name="CurrentSAndPRating" type="fdsf:CurrentSAndPRating"/>
<xsd:element ecore:name="currentFitchRating" fdsf_0:reference="_dfab3fa7EeOoJtie9fOOnA" name="CurrentFitchRating" type="fdsf:CurrentFitchRating"/>
<xsd:element ecore:name="currentDBRSRating" fdsf_0:reference="_dfab3va7EeOoJtie9fOOnA" name="CurrentDBRSRating" type="fdsf:CurrentDBRSRating"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfab3_a7EeOoJtie9fOOnA" name="FirmReportingStructure">
<xsd:annotation>
<xsd:documentation>The Firm structure is for reporting purposes only and does not necessarily directly relate to legal structure. For example, a Commercial Entity may reflect a given legal entity or it may relate to a brand or trade name within the given Firm. If needed, Commercial Entity may then be further broken down into Business Units and Sub-Business Units.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfab4Pa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfab4fa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfab4va7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdewfa7EeOoJtie9fOOnA" name="FirmSCapitalDeductionRelatingToTranche">
<xsd:annotation>
<xsd:documentation>Current capital deduction associated with the tranche at a group level.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdewva7EeOoJtie9fOOnA" name="FirmSExposureToTranche">
<xsd:annotation>
<xsd:documentation>Current notional (original notional * factor) of the tranche which the firm is currently exposed to at a group level.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdew_a7EeOoJtie9fOOnA" name="FirmSRiskWeightedExposureToTranche">
<xsd:annotation>
<xsd:documentation>Current risk weighted exposure (RWA) of the tranche which the firm is currently exposed to at a group level.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfab4_a7EeOoJtie9fOOnA" name="FixedRates">
<xsd:annotation>
<xsd:documentation>This worksheet captures historical information on the fixed rate products including balance, term, rate, prepayment, and early repayment charges. The worksheet also captures historical information on pipeline exposures forecast and actual take-ups.
Term is the behavioural residual term for the product i.e. Time to Next Re-pricing and on a behavioural basis.
The total Payment is the total principal payment or withdrawal and does not include any Interest. It equals scheduled (contractual) principal payment plus any principal pre-payment (including expected i.e. behaviouralised pre-payment).
Forecasted and actual pipeline take-up is requested to assess the effectiveness of pipeline forecasting process. For example, at the beginning of a fixed rate product launch, treasury might want to place pre-hedges based on the expected take-up. This is expected to be populated in the forecast column even if this initial estimate was fine-tuned at a later date.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfab5Pa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfab5fa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="balanceSheetCurrency" fdsf_0:reference="_dfab5va7EeOoJtie9fOOnA" name="BalanceSheetCurrency" type="fdsf:BalanceSheetCurrency"/>
<xsd:element ecore:name="balanceSheetHeaderEVS" fdsf_0:reference="_dfab5_a7EeOoJtie9fOOnA" name="BalanceSheetHeaderEVS" type="fdsf:BalanceSheetHeaderEVS"/>
<xsd:element ecore:name="assetLiabilityClassHeader" fdsf_0:reference="_dfab6Pa7EeOoJtie9fOOnA" name="AssetLiabilityClassHeader" type="fdsf:AssetLiabilityClassHeader"/>
<xsd:element ecore:name="assetLiabilityClass" fdsf_0:reference="_dfab6fa7EeOoJtie9fOOnA" name="AssetLiabilityClass" type="fdsf:AssetLiabilityClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfab6va7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="referenceRateType" fdsf_0:reference="_dfab6_a7EeOoJtie9fOOnA" name="ReferenceRateType" type="fdsf:ReferenceRateType"/>
<xsd:element ecore:name="lTVBandALM" fdsf_0:reference="_dfab7Pa7EeOoJtie9fOOnA" name="LTVBandALM" type="fdsf:LTVBandALM"/>
<xsd:element ecore:name="interestRateOfferPeriod" fdsf_0:reference="_dfab7fa7EeOoJtie9fOOnA" name="InterestRateOfferPeriod" type="fdsf:InterestRateOfferPeriod"/>
<xsd:element ecore:name="historicalPeriod" fdsf_0:reference="_dfab7va7EeOoJtie9fOOnA" name="HistoricalPeriod" type="fdsf:HistoricalPeriod"/>
<xsd:element ecore:name="accountingBalance" fdsf_0:reference="_dfab7_a7EeOoJtie9fOOnA" name="AccountingBalance" type="fdsf:AccountingBalance"/>
<xsd:element ecore:name="scheduledPayment" fdsf_0:reference="_dfab8Pa7EeOoJtie9fOOnA" name="ScheduledPayment" type="fdsf:ScheduledPayment"/>
<xsd:element ecore:name="totalPayment" fdsf_0:reference="_dfab8fa7EeOoJtie9fOOnA" name="TotalPayment" type="fdsf:TotalPayment"/>
<xsd:element ecore:name="weightedAverageLTV" fdsf_0:reference="_dfab8va7EeOoJtie9fOOnA" name="WeightedAverageLTV" type="fdsf:WeightedAverageLTV"/>
<xsd:element ecore:name="weightedAverageAge" fdsf_0:reference="_dfab8_a7EeOoJtie9fOOnA" name="WeightedAverageAge" type="fdsf:WeightedAverageAge"/>
<xsd:element ecore:name="weightedAverageRate" fdsf_0:reference="_dfab9Pa7EeOoJtie9fOOnA" name="WeightedAverageRate" type="fdsf:WeightedAverageRate"/>
<xsd:element ecore:name="earlyRepaymentOrWithdrawalCharge" fdsf_0:reference="_dfab9fa7EeOoJtie9fOOnA" name="EarlyRepaymentOrWithdrawalCharge" type="fdsf:EarlyRepaymentOrWithdrawalCharge"/>
<xsd:element ecore:name="weightedAverageTerm" fdsf_0:reference="_dfab9va7EeOoJtie9fOOnA" name="WeightedAverageTerm" type="fdsf:WeightedAverageTerm"/>
<xsd:element ecore:name="pipelineTakeupActual" fdsf_0:reference="_dfab9_a7EeOoJtie9fOOnA" name="PipelineTakeupActual" type="fdsf:PipelineTakeupActual"/>
<xsd:element ecore:name="pipelineTakeupForecast" fdsf_0:reference="_dfab-Pa7EeOoJtie9fOOnA" name="PipelineTakeupForecast" type="fdsf:PipelineTakeupForecast"/>
<xsd:element ecore:name="pipelineTakeupTerm" fdsf_0:reference="_dfab-fa7EeOoJtie9fOOnA" name="PipelineTakeupTerm" type="fdsf:PipelineTakeupTerm"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF1va7EeOoJtie9fOOnA" name="ForecastedYear">
<xsd:annotation>
<xsd:documentation>Forecast year-end from 2012 to 2018</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfab-va7EeOoJtie9fOOnA" name="GeneralInsuranceCapital">
<xsd:annotation>
<xsd:documentation>This worksheet captures the Capital Resource and Capital Requirements for base and stress case scenarios at a Commercial Entity/ Business Unit (or Sub Business Unit) level.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfab-_a7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfab_Pa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfab_fa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="capitalResourceOrRequirementGeneralInsurance" fdsf_0:reference="_dfab_va7EeOoJtie9fOOnA" name="CapitalResourceOrRequirementGeneralInsurance" type="fdsf:CapitalResourceOrRequirementGeneralInsurance"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfab__a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfacAPa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="balance" fdsf_0:reference="_dfacAfa7EeOoJtie9fOOnA" name="Balance" type="fdsf:Balance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF2Pa7EeOoJtie9fOOnA" name="GeographyOfExposure">
<xsd:annotation>
<xsd:documentation>The primary country / region to which the risk of an exposure is related to. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:Countries"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdexPa7EeOoJtie9fOOnA" name="GrossIncome">
<xsd:annotation>
<xsd:documentation>Total revenue received before any deductions or allowances.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdexfa7EeOoJtie9fOOnA" name="GrossNewVolume">
<xsd:annotation>
<xsd:documentation>Gross new volume or the increase in gross balance of the balance sheet item.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdexva7EeOoJtie9fOOnA" name="GrossOperationalLoss">
<xsd:annotation>
<xsd:documentation>Gross loss amount as per the operational risk database</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdex_a7EeOoJtie9fOOnA" name="GrossOperationalLossNetOfDirectRecoveries">
<xsd:annotation>
<xsd:documentation>Loss net of direct recoveries, but gross of insurance recoveries.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfacAva7EeOoJtie9fOOnA" name="HistoricalPeriod">
<xsd:annotation>
<xsd:documentation>A time series of dates/periods for which a historical set of data is to be provided. Typically consists of a Month and Year or Quarter and Year.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="month" fdsf_0:reference="_dfacA_a7EeOoJtie9fOOnA" name="Month" type="fdsf:Month"/>
<xsd:element ecore:name="year" fdsf_0:reference="_dfacBPa7EeOoJtie9fOOnA" name="Year" type="fdsf:Year"/>
<xsd:element ecore:name="quarter" fdsf_0:reference="_dfacBfa7EeOoJtie9fOOnA" name="Quarter" type="fdsf:Quarter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfhwhfa7EeOoJtie9fOOnA" name="HistoricalPeriodMonth">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfhwhva7EeOoJtie9fOOnA" value="January">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwh_a7EeOoJtie9fOOnA" value="February">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwiPa7EeOoJtie9fOOnA" value="March">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwifa7EeOoJtie9fOOnA" value="April">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwiva7EeOoJtie9fOOnA" value="May">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwi_a7EeOoJtie9fOOnA" value="June">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwjPa7EeOoJtie9fOOnA" value="July">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwjfa7EeOoJtie9fOOnA" value="August">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwjva7EeOoJtie9fOOnA" value="September">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwj_a7EeOoJtie9fOOnA" value="October">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwkPa7EeOoJtie9fOOnA" value="November">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwkfa7EeOoJtie9fOOnA" value="December">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfhwkva7EeOoJtie9fOOnA" name="HistoricalPeriodQuarter">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfhwk_a7EeOoJtie9fOOnA" value="Q1">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwlPa7EeOoJtie9fOOnA" value="Q2">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwlfa7EeOoJtie9fOOnA" value="Q3">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfhwlva7EeOoJtie9fOOnA" value="Q4">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXMPa7EeOoJtie9fOOnA" name="HistoricalPeriodYear">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_2013" fdsf_0:reference="_dfiXMfa7EeOoJtie9fOOnA" value="2013">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2012" fdsf_0:reference="_dfiXMva7EeOoJtie9fOOnA" value="2012">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2011" fdsf_0:reference="_dfiXM_a7EeOoJtie9fOOnA" value="2011">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2010" fdsf_0:reference="_dfiXNPa7EeOoJtie9fOOnA" value="2010">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2009" fdsf_0:reference="_dfiXNfa7EeOoJtie9fOOnA" value="2009">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2008" fdsf_0:reference="_dfiXNva7EeOoJtie9fOOnA" value="2008">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2007" fdsf_0:reference="_dfiXN_a7EeOoJtie9fOOnA" value="2007">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2006" fdsf_0:reference="_dfiXOPa7EeOoJtie9fOOnA" value="2006">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdezPa7EeOoJtie9fOOnA" name="IE01">
<xsd:annotation>
<xsd:documentation>A measure of the sensitivity of a pension scheme’s asset and/or liability value to inflation. The IE01 is the change in value of the asset or liability for a 1 basis point increase in breakeven inflation. IE01 is applicable to assets or liabilities which are inflation-sensitive.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdezfa7EeOoJtie9fOOnA" name="ImpactAmount">
<xsd:annotation>
<xsd:documentation>Monetary quantification of the impact a management action may have.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF3Pa7EeOoJtie9fOOnA" name="ImpactedItem">
<xsd:annotation>
<xsd:documentation>The balance sheet or PnL item which has been impacted</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ImpactedItems"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXRfa7EeOoJtie9fOOnA" name="ImpactedItems">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfiXRva7EeOoJtie9fOOnA" value="Income">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfiXR_a7EeOoJtie9fOOnA" value="Expense">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfiXSPa7EeOoJtie9fOOnA" value="Impairments">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherPreTaxItems" fdsf_0:reference="_dfiXSfa7EeOoJtie9fOOnA" value="Other pre-tax items">
<xsd:annotation>
<xsd:documentation>Include: FSCS Levy, PPI and Other Conduct Risk items, Fair Value of own debt, and Other items.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="postTaxItems" fdsf_0:reference="_dfiXSva7EeOoJtie9fOOnA" value="post-tax items">
<xsd:annotation>
<xsd:documentation>Includes: Bank Levy, Minority Interests, Dividends</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommonEquityTier1ExcludingRetainedEarnings" fdsf_0:reference="_dfiXS_a7EeOoJtie9fOOnA" value="Common Equity Tier 1 excluding Retained Earnings">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdditionalTier1" fdsf_0:reference="_dfiXTPa7EeOoJtie9fOOnA" value="Additional Tier 1">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LowerTier2" fdsf_0:reference="_dfiXTfa7EeOoJtie9fOOnA" value="Lower Tier 2">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="UpperTier2" fdsf_0:reference="_dfiXTva7EeOoJtie9fOOnA" value="Upper Tier 2">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfiXT_a7EeOoJtie9fOOnA" value="RWA">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExposureMeasureUsedForTheCRRLeverageRatio" fdsf_0:reference="_dfiXUPa7EeOoJtie9fOOnA" value="Exposure Measure used for the CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExposureMeasureUsedForThePRAAdjustedCRRLeverageRatio" fdsf_0:reference="_dfiXUfa7EeOoJtie9fOOnA" value="Exposure Measure used for the PRA Adjusted CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExposureMeasureUsedForTheBasel2014LeverageRatio" fdsf_0:reference="_dfiXUva7EeOoJtie9fOOnA" value="Exposure Measure used for the Basel 2014 Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Tier1CapitalUsedForThePRAAdjustedCRRLeverageRatio" fdsf_0:reference="_dfiXU_a7EeOoJtie9fOOnA" value="Tier 1 Capital used for the PRA-adjusted CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF2_a7EeOoJtie9fOOnA" name="ImpactType">
<xsd:annotation>
<xsd:documentation>The type of impact in reference to the balance sheet or PnL item which has been impacted</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ImpactTypes"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXQPa7EeOoJtie9fOOnA" name="ImpactTypes">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="ImpactOnRetainedEarnings" fdsf_0:reference="_dfiXQfa7EeOoJtie9fOOnA" value="Impact on Retained Earnings">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ImpactOnCapitalResources" fdsf_0:reference="_dfiXQva7EeOoJtie9fOOnA" value="Impact on Capital Resources">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ImpactOnCapitalRequirements" fdsf_0:reference="_dfiXQ_a7EeOoJtie9fOOnA" value="Impact on Capital Requirements">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ImpactOnLeverage" fdsf_0:reference="_dfiXRPa7EeOoJtie9fOOnA" value="Impact on Leverage">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfacBva7EeOoJtie9fOOnA" name="ImpairmentByRiskType">
<xsd:annotation>
<xsd:documentation>This worksheet examines impairment charge / losses by risk type for base and stress case scenarios.
Nature of Impairment is a dimension that is only applicable when Structured Finance and Counterparty Credit Risk are chosen as Risk Types.
The ‘Retail Mortgage credit risk, Retail Excl Mortgage Credit Risk, and Corporate, Sovereign and Institution Credit Risk (Wholesale)’ Impairment Charge projections should match the total Impairment Charge projections in the Risk Measures by Portfolio tab.
The Structured Finance and Counterparty Credit Risk loss projections should match the total loss projections in the more detailed ‘Structured Finance’ and the ‘CCR Exposure by Rating’ contexts.
For Operational Risk, we are requesting the operational risk losses as per the P&L.
Market Risk trading book losses are captured in the Profit & Loss context under “Gains or (-) losses on financial assets and liabilities held for trading, net” and therefore have been removed from this context.
Risk Type “Other” covers any other impairment charge / loss projections e.g. non-credit obligations, fixed assets, etc.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="riskType" fdsf_0:reference="_dfacB_a7EeOoJtie9fOOnA" name="RiskType" type="fdsf:RiskType"/>
<xsd:element ecore:name="natureOfTheImpairment" fdsf_0:reference="_dfacCPa7EeOoJtie9fOOnA" name="NatureOfTheImpairment" type="fdsf:NatureOfTheImpairment"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfacCfa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfacCva7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="impairmentCharge" fdsf_0:reference="_dfacC_a7EeOoJtie9fOOnA" name="ImpairmentCharge" type="fdsf:ImpairmentCharge"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdezva7EeOoJtie9fOOnA" name="ImpairmentCharge">
<xsd:annotation>
<xsd:documentation>Amount of Impairment taken in the time period specified. This should be the impairment charge recorded in the Firm's P&L. In the Risk Measures by Portfolio projections submission for Retail/Wholesale credit risk, this refers to the forecasted P&L impairment charge under base and stress scenario. Impairment charge is typically expressed as a positive number (i.e. a loss is represented by a positive figure). </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdez_a7EeOoJtie9fOOnA" name="ImpairmentProvision">
<xsd:annotation>
<xsd:documentation>To be completed only if 'Accounting Designation' is selected as 'AFS', 'Held-to-Maturity' or 'Loans & Receivables'. If any specific impairments or value adjustments have been attached to this position (securitised positions, covered bonds), and taken through P&L, they should be specified here as a negative number. The maximum for this field is 0, and the minimum is the greater of the absolute of the book value and the current notional. The impairments which offset RWAs under either the IRB approach or under the Standardised Approach should have been taken as a charge to P&L.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde0Pa7EeOoJtie9fOOnA" name="Income">
<xsd:annotation>
<xsd:documentation>The amount of income related to different income typesFor Gains or (-) losses on financial assets and liabilities held for trading this could be negative to indicate a loss</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde0fa7EeOoJtie9fOOnA" name="IncomeOfWhichMarketRisk">
<xsd:annotation>
<xsd:documentation>The amount of total income due to market moves including all Market risks for Gains or (-) losses on financial assets and liabilities held for trading this could be negative to indicate a loss.Fees and Commissions are excluded</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF3fa7EeOoJtie9fOOnA" name="IndexedLTVBand">
<xsd:annotation>
<xsd:documentation>Bands of Indexed LTVs</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:LTVBandsForRetailSecured"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfacDPa7EeOoJtie9fOOnA" name="IndividualProvisions">
<xsd:annotation>
<xsd:documentation>This context splits provisions data for each portfolio.
Sector is an optional dimension in this context.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfacDfa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfacDva7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfacD_a7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfacEPa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfacEfa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="sector" fdsf_0:reference="_dfacEva7EeOoJtie9fOOnA" name="Sector" type="fdsf:Sector"/>
<xsd:element ecore:name="individualProvisions1" fdsf_0:reference="_dfbCcPa7EeOoJtie9fOOnA" name="IndividualProvisions1" type="fdsf:IndividualProvisions1"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfde1fa7EeOoJtie9fOOnA" name="IndividualProvisions1">
<xsd:annotation>
<xsd:documentation>Individual Provisions should be completed for loans/customers where the impairment provision is modelled on case-by-case basis. For clarification on Individual versus Collective Provisions, see IAS 39 - Financial Instruments: Recognition and Measurement.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde0_a7EeOoJtie9fOOnA" name="IndividualProvisionsFraud">
<xsd:annotation>
<xsd:documentation>Individual Provisions should be completed for loans/customers where the impairment provision is modelled on case-by-case basis and should include provisions against fraud. For clarification on Individual versus Collective Provisions, see IAS 39 - Financial Instruments: Recognition and Measurement.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde1Pa7EeOoJtie9fOOnA" name="IndividualProvisionsNonFraud">
<xsd:annotation>
<xsd:documentation>Individual Provisions should be completed for loans/customers where the impairment provision is modelled on case-by-case basis but should not include provisions against fraud. For clarification on Individual versus Collective Provisions, see IAS 39 - Financial Instruments: Recognition and Measurement.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF3va7EeOoJtie9fOOnA" name="Instrument">
<xsd:annotation>
<xsd:documentation>The non-core capital instrument that the firm is holding currently on the balance sheet</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF3_a7EeOoJtie9fOOnA" name="InterestCoverRatio">
<xsd:annotation>
<xsd:documentation>Ratio of net rental income over interest expense. Net rental income is the rental income received from the property rather than any income received for other services but excluding costs such as agency fees or maintenance. Where there is cross-collateralisation, consider the net rental income and interest expense for all properties secured against the loan. This data item is primarily relevant for CRE investment properties. It may also be relevant for CRE development properties where part of it is generating rent. If weighting is required at a portfolio level, use EAD or DB (if EAD is not available).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF4Pa7EeOoJtie9fOOnA" name="InterestRateOfferPeriod">
<xsd:annotation>
<xsd:documentation>This is the initial offer period for which the interest rate of the product was contractually fixed at origination. The balances should be categorised according to the length of the initial offer period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:InterestRateOfferPeriods"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXXva7EeOoJtie9fOOnA" name="InterestRateOfferPeriods">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_1Yr" fdsf_0:reference="_dfiXX_a7EeOoJtie9fOOnA" value="<=1Yr">
<xsd:annotation>
<xsd:documentation>Only relevant for fixed rate deposits</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1Yr3Yr" fdsf_0:reference="_dfiXYPa7EeOoJtie9fOOnA" value=">1Yr&<=3Yr">
<xsd:annotation>
<xsd:documentation>Only relevant for fixed rate deposits</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3Yr" fdsf_0:reference="_dfiXYfa7EeOoJtie9fOOnA" value=">3Yr">
<xsd:annotation>
<xsd:documentation>Only relevant for fixed rate deposits</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2Yr" fdsf_0:reference="_dfiXYva7EeOoJtie9fOOnA" value="<=2Yr">
<xsd:annotation>
<xsd:documentation>Only relevant for fixed rate mortgages</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2Yr5Yr" fdsf_0:reference="_dfiXY_a7EeOoJtie9fOOnA" value=">2Yr&<=5Yr">
<xsd:annotation>
<xsd:documentation>Only relevant for fixed rate mortgages</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5Yr" fdsf_0:reference="_dfiXZPa7EeOoJtie9fOOnA" value=">5Yr">
<xsd:annotation>
<xsd:documentation>Only relevant for fixed rate mortgages</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXWfa7EeOoJtie9fOOnA" name="InterestRateSensitivities">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="HighRateSensitive" fdsf_0:reference="_dfiXWva7EeOoJtie9fOOnA" value="High rate sensitive">
<xsd:annotation>
<xsd:documentation>Administered rate savings accounts classified by the firm as high interest rate sensitive.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MedRateSensitive" fdsf_0:reference="_dfiXW_a7EeOoJtie9fOOnA" value="Med rate sensitive">
<xsd:annotation>
<xsd:documentation>Administered rate savings accounts classified by the firm as medium interest rate sensitive.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LowRateSensitive" fdsf_0:reference="_dfiXXPa7EeOoJtie9fOOnA" value="Low rate sensitive">
<xsd:annotation>
<xsd:documentation>Administered rate savings accounts classified by the firm as low interest rate sensitive.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RateInsensitive" fdsf_0:reference="_dfiXXfa7EeOoJtie9fOOnA" value="Rate Insensitive">
<xsd:annotation>
<xsd:documentation>Only relevant for non-interest bearing current accounts on the Admin Rates tab</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF4fa7EeOoJtie9fOOnA" name="InterestRateSensitivity">
<xsd:annotation>
<xsd:documentation>This is a qualifier for savings products based on the sensitivity of their pricing to changes in external interest rates. Interest rate sensitivity of a product is judged by taking into account various factors including the interest rate elasticity of the product (i.e. the extent of re-pricing), the implied duration of the balances (i.e. the speed of re-pricing) and the level of interest rate on the product. For example, in the current low interest rate environment, 0-25bp, 50-100bp and 150+bp deposit rate products may be classified under low, medium and high rate sensitive categories. Firms should classify their products into the existing categories (see enumerations below) and explain the process adopted in the comments section.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:InterestRateSensitivities"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbCcfa7EeOoJtie9fOOnA" name="InternalCreditRating">
<xsd:sequence>
<xsd:element ecore:name="baselApproach" fdsf_0:reference="_dfbCcva7EeOoJtie9fOOnA" name="BaselApproach" type="fdsf:BaselApproach"/>
<xsd:element ecore:name="creditRatingScaleName" fdsf_0:reference="_dfbCc_a7EeOoJtie9fOOnA" name="CreditRatingScaleName" type="fdsf:CreditRatingScaleName"/>
<xsd:element ecore:name="creditRating" fdsf_0:reference="_dfbCdPa7EeOoJtie9fOOnA" name="CreditRating" type="fdsf:CreditRating"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfde1va7EeOoJtie9fOOnA" name="IRBRWACategory">
<xsd:annotation>
<xsd:documentation>Refers to the IRB category, A to E, as defined BIRPU 9.12.3. Categories A to C relate to securitisation positions; A is applied to the most senior trance of a securitisation, C where the effective number of exposures securitised is less than six, if not the securitisation is classed as category B. Categories D and E are used for securitisation positions. Category E must be applied unless the resecuritisation position is in the most senior tranche of the resecuritisation and none of the underlying exposures were themselves resecuritisation exposures, in which case category D must be applied.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF4_a7EeOoJtie9fOOnA" name="ISINCode">
<xsd:annotation>
<xsd:documentation>International Securities Identification Number, or equivalent (e.g. CUSIP), of instrument issued. For a bespoke or Index transaction (Securitised Position), 'N/A' could be entered here.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF5Pa7EeOoJtie9fOOnA" name="IssuanceDate">
<xsd:annotation>
<xsd:documentation>The date at which the capital instrument is issued. Format - YYYYMMDD.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF5fa7EeOoJtie9fOOnA" name="IssuedCurrency">
<xsd:annotation>
<xsd:documentation>The currency in which the capital is issued</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF5va7EeOoJtie9fOOnA" name="Issuer">
<xsd:annotation>
<xsd:documentation>The issuer of the non- core capital instrument that the firm is holding currently on the balance sheet</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbCdfa7EeOoJtie9fOOnA" name="LargeExposures">
<xsd:annotation>
<xsd:documentation>The top 20 largest exposures by asset class as defined by EAD are to be provided in this context. All exposures should be at counterparty level. Country of Exposure and Sector is to indicate where the majority of the exposure is.
‘True’ or ‘False’ for ‘Watchlist’ should indicate if the counterparty is on the firm’s watch list (based on internal criteria).</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbCdva7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbCd_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="sector" fdsf_0:reference="_dfbCePa7EeOoJtie9fOOnA" name="Sector" type="fdsf:Sector"/>
<xsd:element ecore:name="counterpartyName" fdsf_0:reference="_dfbCefa7EeOoJtie9fOOnA" name="CounterpartyName" type="fdsf:CounterpartyName"/>
<xsd:element ecore:name="internalCreditRating" fdsf_0:reference="_dfbCeva7EeOoJtie9fOOnA" name="InternalCreditRating" type="fdsf:InternalCreditRating"/>
<xsd:element ecore:name="externalAgencyRating" fdsf_0:reference="_dfbCe_a7EeOoJtie9fOOnA" name="ExternalAgencyRating" type="fdsf:ExternalAgencyRating"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfbCfPa7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
<xsd:element ecore:name="committedLimit" fdsf_0:reference="_dfbCffa7EeOoJtie9fOOnA" name="CommittedLimit" type="fdsf:CommittedLimit"/>
<xsd:element ecore:name="individualProvisions1" fdsf_0:reference="_dfbCfva7EeOoJtie9fOOnA" name="IndividualProvisions1" type="fdsf:IndividualProvisions1"/>
<xsd:element ecore:name="rWA1" fdsf_0:reference="_dfbCf_a7EeOoJtie9fOOnA" name="RWA1" type="fdsf:RWA1"/>
<xsd:element ecore:name="eAD" fdsf_0:reference="_dfbCgPa7EeOoJtie9fOOnA" name="EAD" type="fdsf:EAD"/>
<xsd:element ecore:name="exposureWeightedMaturity" fdsf_0:reference="_dfbCgfa7EeOoJtie9fOOnA" name="ExposureWeightedMaturity" type="fdsf:ExposureWeightedMaturity"/>
<xsd:element ecore:name="exposureWeightedVintage" fdsf_0:reference="_dfbCgva7EeOoJtie9fOOnA" name="ExposureWeightedVintage" type="fdsf:ExposureWeightedVintage"/>
<xsd:element ecore:name="watchlist" fdsf_0:reference="_dfbCg_a7EeOoJtie9fOOnA" name="Watchlist" type="fdsf:Watchlist"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF5_a7EeOoJtie9fOOnA" name="LegalEntity">
<xsd:annotation>
<xsd:documentation>Legal Entity (unconsolidated) Name</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbChPa7EeOoJtie9fOOnA" name="Leverage">
<xsd:annotation>
<xsd:documentation>This is a projection of the firm’s degree of Leverage. Majority of the items requested are based on COREP Leverage template. Data is required for all scenarios and projection years.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="leverageItem" fdsf_0:reference="_dfbChfa7EeOoJtie9fOOnA" name="LeverageItem" type="fdsf:LeverageItem"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbChva7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbCh_a7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="balance" fdsf_0:reference="_dfbCiPa7EeOoJtie9fOOnA" name="Balance" type="fdsf:Balance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF6fa7EeOoJtie9fOOnA" name="LeverageItem">
<xsd:annotation>
<xsd:documentation>Indicator for the degree of leverage</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:LeverageItem1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXa_a7EeOoJtie9fOOnA" name="LeverageItem1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="SFTExposureAccordingToCRR220" fdsf_0:reference="_dfiXbPa7EeOoJtie9fOOnA" value="SFT exposure according to CRR 220">
<xsd:annotation>
<xsd:documentation>010</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SFTExposureAccordingToCRR222" fdsf_0:reference="_dfiXbfa7EeOoJtie9fOOnA" value="SFT exposure according to CRR 222">
<xsd:annotation>
<xsd:documentation>020</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DerivativesMarketValue" fdsf_0:reference="_dfiXbva7EeOoJtie9fOOnA" value="Derivatives: Market value">
<xsd:annotation>
<xsd:documentation>030</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DerivativesAddOnMarkToMarketMethod" fdsf_0:reference="_dfiXb_a7EeOoJtie9fOOnA" value="Derivatives: Add-on Mark-to-Market Method">
<xsd:annotation>
<xsd:documentation>040</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="DerivativesOriginalExposureMethod" fdsf_0:reference="_dfiXcPa7EeOoJtie9fOOnA" value="Derivatives: Original Exposure Method">
<xsd:annotation>
<xsd:documentation>050</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="UndrawnCreditFacilitiesWhichMayBeCancelledUnconditionallyAtAnyTimeWithoutNotice" fdsf_0:reference="_dfiXcfa7EeOoJtie9fOOnA" value="Undrawn credit facilities, which may be cancelled unconditionally at any time without notice">
<xsd:annotation>
<xsd:documentation>060</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MediumLowRiskTradeRelatedOffBalanceSheetItems" fdsf_0:reference="_dfiXcva7EeOoJtie9fOOnA" value="Medium/ low risk trade related off-balance sheet items">
<xsd:annotation>
<xsd:documentation>070</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MediumRiskTradeRelatedOffBalanceSheetItemsAndOfficiallySupportedExportFinanceRelatedOffBalanceSheetItems" fdsf_0:reference="_dfiXc_a7EeOoJtie9fOOnA" value="Medium risk trade related off-balance sheet items and officially supported export finance related off-balance sheet items">
<xsd:annotation>
<xsd:documentation>080</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherOffBalanceSheetItems" fdsf_0:reference="_dfiXdPa7EeOoJtie9fOOnA" value="Other off-balance sheet items">
<xsd:annotation>
<xsd:documentation>090</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherAssets" fdsf_0:reference="_dfiXdfa7EeOoJtie9fOOnA" value="Other assets">
<xsd:annotation>
<xsd:documentation>100</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AmountToBeAddedDueToCRR42942ndSubparagraph" fdsf_0:reference="_dfiXdva7EeOoJtie9fOOnA" value="Amount to be added due to CRR 429 (4), 2nd subparagraph">
<xsd:annotation>
<xsd:documentation>130</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExposureMeasureUsedForTheCRRLeverageRatio" fdsf_0:reference="_dfiXd_a7EeOoJtie9fOOnA" value="Exposure Measure used for the CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExposureMeasureUsedForThePRAAdjustedCRRLeverageRatio" fdsf_0:reference="_dfiXePa7EeOoJtie9fOOnA" value="Exposure Measure used for the PRA Adjusted CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation>Exposure measure under the CRR, after PRA permitted adjustments relating to QCCPs (Qualifying Central Counterparties) and Cash Variation Margins</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExposureMeasureUsedForTheBasel2014LeverageRatio" fdsf_0:reference="_dfiXefa7EeOoJtie9fOOnA" value="Exposure Measure used for the Basel 2014 Leverage Ratio">
<xsd:annotation>
<xsd:documentation>Exposure measure calculated according to the revised Basel III Leverage Ratio Framework and Disclosure Requirements published in January 2014</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Tier1CapitalUsedForTheCRRLeverageRatio" fdsf_0:reference="_dfiXeva7EeOoJtie9fOOnA" value="Tier 1 Capital used for the CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Tier1CapitalUsedForThePRAAdjustedCRRLeverageRatio" fdsf_0:reference="_dfiXe_a7EeOoJtie9fOOnA" value="Tier 1 Capital used for the PRA Adjusted CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Tier1CapitalUsedForTheBasel2014LeverageRatio" fdsf_0:reference="_dfiXfPa7EeOoJtie9fOOnA" value="Tier 1 Capital used for the Basel 2014 Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CRRLeverageRatio" fdsf_0:reference="_dfiXffa7EeOoJtie9fOOnA" value="CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PRAAdjustedCRRLeverageRatio" fdsf_0:reference="_dfiXfva7EeOoJtie9fOOnA" value="PRA Adjusted CRR Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Basel2014LeverageRatio" fdsf_0:reference="_dfiXf_a7EeOoJtie9fOOnA" value="Basel 2014 Leverage Ratio">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF6va7EeOoJtie9fOOnA" name="LiabilityClassPensions">
<xsd:annotation>
<xsd:documentation>A classification scheme for liabilities in a pension scheme.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:LiabilityClassPensions1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXgPa7EeOoJtie9fOOnA" name="LiabilityClassPensions1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfiXgfa7EeOoJtie9fOOnA" value="Active">
<xsd:annotation>
<xsd:documentation>Liabilities in relation to members accruing benefits under that scheme in respect of current service.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfiXgva7EeOoJtie9fOOnA" value="Deferred">
<xsd:annotation>
<xsd:documentation>Liabilities relating to the past service of members who are no longer active members but have not yet retired.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfiXg_a7EeOoJtie9fOOnA" value="Pensioners">
<xsd:annotation>
<xsd:documentation>Liabilities in relation to members currently receiving a pension (this includes dependants).</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde1_a7EeOoJtie9fOOnA" name="LiabilityClassValueFundingBasis">
<xsd:annotation>
<xsd:documentation>A monetary amount associated with a Liability Class. The value of liabilities in a pension scheme for a specified Liability Class calculated using the Trustees’ funding basis, which is used to decide upon the employer contributions – most importantly the recovery plan. We understand that this will be an estimated value, using a basis based on the current Statement of Funding principles, updated to reflect market conditions at the projection date, and does not necessarily reflect what the trustees and sponsor would agree if a triennial valuation had been held at that point.To be consistent with the assets, please exclude any defined contribution liabilities or liabilities already backed by matching annuities.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde2Pa7EeOoJtie9fOOnA" name="LiabilityClassValueIASBasis">
<xsd:annotation>
<xsd:documentation>A monetary amount associated with a Liability Class. The value of liabilities in a pension scheme for a specified Liability Class calculated using International Account Standards (IAS) 19, or the relevant accounting standard for the firm. To be consistent with the assets, please exclude any defined contribution liabilities or liabilities already backed by matching annuities.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde2fa7EeOoJtie9fOOnA" name="LiabilityReconciliationAmount">
<xsd:annotation>
<xsd:documentation>A monetary amount associated with a Liability Reconciliation Item. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF6_a7EeOoJtie9fOOnA" name="LiabilityReconciliationItem">
<xsd:annotation>
<xsd:documentation>A classification of items in the reconciliation of movements in liabilities in a pension scheme, in accordance with IAS19 paragraphs 140 - 141.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:AssetReconciliationItem1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF7Pa7EeOoJtie9fOOnA" name="LIBORSwapCurve">
<xsd:annotation>
<xsd:documentation>Currency of the cash / swap curve for which the interest rate projections are provided.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbCifa7EeOoJtie9fOOnA" name="LifeInsuranceCapital">
<xsd:annotation>
<xsd:documentation>This worksheet captures the Capital Resource and Capital Requirements for base and stress case scenarios at a Commercial Entity/ Business Unit (or Sub Business Unit) level.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbCiva7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbCi_a7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbCjPa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="capitalResourceOrRequirementLifeInsurance" fdsf_0:reference="_dfbCjfa7EeOoJtie9fOOnA" name="CapitalResourceOrRequirementLifeInsurance" type="fdsf:CapitalResourceOrRequirementLifeInsurance"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbCjva7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbCj_a7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="balance" fdsf_0:reference="_dfbCkPa7EeOoJtie9fOOnA" name="Balance" type="fdsf:Balance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbCkfa7EeOoJtie9fOOnA" name="LimitsByMaturityBand">
<xsd:annotation>
<xsd:documentation>The total committed limit for each portfolio is collected in this context, split by LTV Band and Maturity Band. LTV Band is only applicable for Asset Classes ‘CRE Investment’ and ‘CRE Development’. It could be Indexed LTV or current LTV based on mark-to-market (valuation within last 3 years).
This context may not be relevant for investment products held in the banking book (e.g. Bonds, Repos, etc.).
Sector is an optional dimension in this context.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbCkva7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbCk_a7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbClPa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbClfa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbClva7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="sector" fdsf_0:reference="_dfbCl_a7EeOoJtie9fOOnA" name="Sector" type="fdsf:Sector"/>
<xsd:element ecore:name="lTVBand" fdsf_0:reference="_dfbCmPa7EeOoJtie9fOOnA" name="LTVBand" type="fdsf:LTVBand"/>
<xsd:element ecore:name="maturityBand" fdsf_0:reference="_dfbCmfa7EeOoJtie9fOOnA" name="MaturityBand" type="fdsf:MaturityBand"/>
<xsd:element ecore:name="committedLimit" fdsf_0:reference="_dfbCmva7EeOoJtie9fOOnA" name="CommittedLimit" type="fdsf:CommittedLimit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbCm_a7EeOoJtie9fOOnA" name="LimitsByVintage">
<xsd:annotation>
<xsd:documentation>The total committed limit for each portfolio is collected in this context, split by LTV Band and Vintage. LTV Band is only applicable for Asset Classes ‘CRE Investment’ and ‘CRE Development’. It could be Indexed LTV or current LTV based on mark-to-market (valuation within last 3 years).
This context may not be relevant for investment products held in the banking book (e.g. Bonds, Repos, etc.).
Sector is an optional dimension in this context.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbCnPa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbCnfa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbCnva7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbCn_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbCoPa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="sector" fdsf_0:reference="_dfbCofa7EeOoJtie9fOOnA" name="Sector" type="fdsf:Sector"/>
<xsd:element ecore:name="lTVBand" fdsf_0:reference="_dfbCova7EeOoJtie9fOOnA" name="LTVBand" type="fdsf:LTVBand"/>
<xsd:element ecore:name="vintage" fdsf_0:reference="_dfbCo_a7EeOoJtie9fOOnA" name="Vintage" type="fdsf:Vintage"/>
<xsd:element ecore:name="committedLimit" fdsf_0:reference="_dfbCpPa7EeOoJtie9fOOnA" name="CommittedLimit" type="fdsf:CommittedLimit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfde2va7EeOoJtie9fOOnA" name="LiquidityStressOutflows">
<xsd:annotation>
<xsd:documentation>Any liquidity stress outflows that are prescribed by the PRA but not reflected in the stress factors associated with individual balance sheet and off balance sheet lines (e.g. intraday).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde2_a7EeOoJtie9fOOnA" name="LossAtWriteOff">
<xsd:annotation>
<xsd:documentation>Balance written off net of recoveries for the period. This is the amount written off mortgage / loan balances in the quarter (and off provisions charged to the income and expenditure account) and is to be on a basis consistent with amounts shown in the firm's published accounts as 'written off' within the analysis of changes in loss provision usually appearing as Notes to the Accounts.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbCpfa7EeOoJtie9fOOnA" name="LTVArrearsMIA">
<xsd:annotation>
<xsd:documentation>For ‘All Mortgages’ (as selected in the ‘Additional Segmentation’ column) of a specific sub product type in various LTV and Arrears Bands (including up-to-date), all non-zero drawn balances are to be provided. These drawn balances should be mutually exclusive. "All Mortgages" is mandatory for all portfolios. "Indexed LTV Band" dimension is mandatory only for "All Mortgages" additional segmentation.
Of the ‘All Mortgages’ balances for each product type, the non-zero drawn balances that are ‘Shared Ownership’, ‘Shared Equity’ or ‘LPA Rent Receiver’ (as selected in the ‘Additional Segmentation’ column) should be specified by Arrears Bands but not by LTV Bands. These balances are not intended to be mutually exclusive. ‘All Mortgages’ drawn balance will include balances that are identified to be ‘Shared Ownership’, ‘Shared Equity’ or ‘LPA Rent Receiver’.
The dimension "Arrears Band by MIA" is mandatory for all portfolios.
Any loans taken out pre 2005 (i.e. Pre Mortgage of Conduct of Business Regulation) should be classed as ‘Other Mortgage’ sub product type.
Drawn balances should be provided at the granularity of sub product type if material.
The loan component for the LTV band should be calculated as the total outstanding balance of all lending secured against the property, including further advances.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbCpva7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbCp_a7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbCqPa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbCqfa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbCqva7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbCq_a7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfbCrPa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="subProductType" fdsf_0:reference="_dfbCrfa7EeOoJtie9fOOnA" name="SubProductType" type="fdsf:SubProductType"/>
<xsd:element ecore:name="additionalSegmentation" fdsf_0:reference="_dfbCrva7EeOoJtie9fOOnA" name="AdditionalSegmentation" type="fdsf:AdditionalSegmentation"/>
<xsd:element ecore:name="indexedLTVBand" fdsf_0:reference="_dfbCr_a7EeOoJtie9fOOnA" name="IndexedLTVBand" type="fdsf:IndexedLTVBand"/>
<xsd:element ecore:name="arrearsBandByMIAForRetailSecured" fdsf_0:reference="_dfbCsPa7EeOoJtie9fOOnA" name="ArrearsBandByMIAForRetailSecured" type="fdsf:ArrearsBandByMIAForRetailSecured"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfbCsfa7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbCsva7EeOoJtie9fOOnA" name="LTVArrearsPIA">
<xsd:annotation>
<xsd:documentation>For ‘All Mortgages’ (as selected in the ‘Additional Segmentation’ column) of a specific sub product type in various LTV and Arrears Bands (including up-to-date), all non-zero drawn balances are to be provided. These drawn balances should be mutually exclusive. "All Mortgages" is mandatory for all portfolios. "Indexed LTV Band" dimension is mandatory only for "All Mortgages" additional segmentation.
Of the ‘All Mortgages’ balances for each product type, the non-zero drawn balances that are ‘Shared Ownership’, ‘Shared Equity’ or ‘LPA Rent Receiver’ (as selected in the ‘Additional Segmentation’ column) should be specified by Arrears Bands but not by LTV Bands. These balances are not intended to be mutually exclusive. ‘All Mortgages’ drawn balance will include balances that are identified to be ‘Shared Ownership’, ‘Shared Equity’ or ‘LPA Rent Receiver’.
The dimension "Arrears Band by PIA" is mandatory for all portfolios.
Any loans taken out pre 2005 (i.e. Pre Mortgage of Conduct of Business Regulation) should be classed as ‘Other Mortgage’ sub product type.
Drawn balances should be provided at the granularity of sub product type if material.
The loan component for the LTV band should be calculated as the total outstanding balance of all lending secured against the property, including further advances.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbCs_a7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbCtPa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbCtfa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbCtva7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbCt_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbCuPa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfbCufa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="subProductType" fdsf_0:reference="_dfbCuva7EeOoJtie9fOOnA" name="SubProductType" type="fdsf:SubProductType"/>
<xsd:element ecore:name="additionalSegmentation" fdsf_0:reference="_dfbCu_a7EeOoJtie9fOOnA" name="AdditionalSegmentation" type="fdsf:AdditionalSegmentation"/>
<xsd:element ecore:name="indexedLTVBand" fdsf_0:reference="_dfbCvPa7EeOoJtie9fOOnA" name="IndexedLTVBand" type="fdsf:IndexedLTVBand"/>
<xsd:element ecore:name="arrearsBandByPIA" fdsf_0:reference="_dfbCvfa7EeOoJtie9fOOnA" name="ArrearsBandByPIA" type="fdsf:ArrearsBandByPIA"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfbCvva7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF7fa7EeOoJtie9fOOnA" name="LTVBand">
<xsd:annotation>
<xsd:documentation>Range of Loan to Value information used to classify the Asset.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:LTVBandsForWholesale"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF7va7EeOoJtie9fOOnA" name="LTVBandALM">
<xsd:annotation>
<xsd:documentation>Range of Loan to Value information used to classify the Asset.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:LTVBandsForALM"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXova7EeOoJtie9fOOnA" name="LTVBandsForALM">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_75" fdsf_0:reference="_dfiXo_a7EeOoJtie9fOOnA" value="<=75%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_75" fdsf_0:reference="_dfiXpPa7EeOoJtie9fOOnA" value=">75%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXjfa7EeOoJtie9fOOnA" name="LTVBandsForRetailSecured">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_020" fdsf_0:reference="_dfiXjva7EeOoJtie9fOOnA" value=">=0%&<20%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2030" fdsf_0:reference="_dfiXj_a7EeOoJtie9fOOnA" value=">=20%&<30%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3040" fdsf_0:reference="_dfiXkPa7EeOoJtie9fOOnA" value=">=30%&<40%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_4050" fdsf_0:reference="_dfiXkfa7EeOoJtie9fOOnA" value=">=40%&<50%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5060" fdsf_0:reference="_dfiXkva7EeOoJtie9fOOnA" value=">=50%&<60%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6070" fdsf_0:reference="_dfiXk_a7EeOoJtie9fOOnA" value=">=60%&<70%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_7075" fdsf_0:reference="_dfiXlPa7EeOoJtie9fOOnA" value=">=70%&<75%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_7580" fdsf_0:reference="_dfiXlfa7EeOoJtie9fOOnA" value=">=75%&<80%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_8085" fdsf_0:reference="_dfiXlva7EeOoJtie9fOOnA" value=">=80%&<85%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_8590" fdsf_0:reference="_dfiXl_a7EeOoJtie9fOOnA" value=">=85%&<90%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_9095" fdsf_0:reference="_dfiXmPa7EeOoJtie9fOOnA" value=">=90%&<95%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_95100" fdsf_0:reference="_dfiXmfa7EeOoJtie9fOOnA" value=">=95%&<100%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_100105" fdsf_0:reference="_dfiXmva7EeOoJtie9fOOnA" value=">=100%&<105%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_105110" fdsf_0:reference="_dfiXm_a7EeOoJtie9fOOnA" value=">=105%&<110%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_110115" fdsf_0:reference="_dfiXnPa7EeOoJtie9fOOnA" value=">=110%&<115%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_115120" fdsf_0:reference="_dfiXnfa7EeOoJtie9fOOnA" value=">=115%&<120%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_120125" fdsf_0:reference="_dfiXnva7EeOoJtie9fOOnA" value=">=120%&<125%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_125200" fdsf_0:reference="_dfiXn_a7EeOoJtie9fOOnA" value=">=125%&<200%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_200" fdsf_0:reference="_dfiXoPa7EeOoJtie9fOOnA" value=">=200%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfiXofa7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXhPa7EeOoJtie9fOOnA" name="LTVBandsForWholesale">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_50" fdsf_0:reference="_dfiXhfa7EeOoJtie9fOOnA" value="<50%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5075" fdsf_0:reference="_dfiXhva7EeOoJtie9fOOnA" value=">=50%&<75%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_7590" fdsf_0:reference="_dfiXh_a7EeOoJtie9fOOnA" value=">=75%&<90%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_90100" fdsf_0:reference="_dfiXiPa7EeOoJtie9fOOnA" value=">=90%&<100%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_100120" fdsf_0:reference="_dfiXifa7EeOoJtie9fOOnA" value=">=100%&<120%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_120150" fdsf_0:reference="_dfiXiva7EeOoJtie9fOOnA" value=">=120%&<150%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_150" fdsf_0:reference="_dfiXi_a7EeOoJtie9fOOnA" value=">=150%">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfiXjPa7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbCv_a7EeOoJtie9fOOnA" name="LTVRepayment">
<xsd:annotation>
<xsd:documentation>For ‘All Mortgages’ (as selected in the ‘Additional Segmentation’ column) of specific product and payment types in a given LTV band, all non-zero drawn balances, committed limits and average interest rates are to be provided.
The Payment Type column enables a given portfolio to be split by the mortgages that are interest only and those including capital repayment. For mortgages that combine both payment types, please split out the proportional amount that is interest only separately from the amount that uses capital repayment.
Of the ‘All Mortgages’ balances for each product type / sub product type, the non-zero drawn balances and/or committed limits that are ‘Shared Ownership’, ‘Shared Equity’ or ‘LPA Rent Receiver’ (as selected in the ‘Additional Segmentation’ column) should be specified per Payment Type but not by Indexed LTV band.
The dimension “Payment Type” is mandatory for all portfolios.
The sub product type dimension is optional for this data.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbCwPa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbCwfa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbCwva7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbCw_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbCxPa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbCxfa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfbCxva7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="subProductType" fdsf_0:reference="_dfbCx_a7EeOoJtie9fOOnA" name="SubProductType" type="fdsf:SubProductType"/>
<xsd:element ecore:name="paymentType" fdsf_0:reference="_dfbCyPa7EeOoJtie9fOOnA" name="PaymentType" type="fdsf:PaymentType"/>
<xsd:element ecore:name="additionalSegmentation" fdsf_0:reference="_dfbCyfa7EeOoJtie9fOOnA" name="AdditionalSegmentation" type="fdsf:AdditionalSegmentation"/>
<xsd:element ecore:name="indexedLTVBand" fdsf_0:reference="_dfbCyva7EeOoJtie9fOOnA" name="IndexedLTVBand" type="fdsf:IndexedLTVBand"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfbCy_a7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
<xsd:element ecore:name="committedLimit" fdsf_0:reference="_dfbCzPa7EeOoJtie9fOOnA" name="CommittedLimit" type="fdsf:CommittedLimit"/>
<xsd:element ecore:name="balanceWeightedAverageInterestRate" fdsf_0:reference="_dfbCzfa7EeOoJtie9fOOnA" name="BalanceWeightedAverageInterestRate" type="fdsf:BalanceWeightedAverageInterestRate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfde3fa7EeOoJtie9fOOnA" name="MarginAtMinus200Bp">
<xsd:annotation>
<xsd:documentation>Post-FTP margin generated by the product at -200 bp parallel interest rate shock.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde3Pa7EeOoJtie9fOOnA" name="MarginAtPlus200Bp">
<xsd:annotation>
<xsd:documentation>Post-FTP margin generated by the product at +200 bp parallel interest rate shock.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde3va7EeOoJtie9fOOnA" name="MarginOnDrawnCommitments">
<xsd:annotation>
<xsd:documentation>Post-FTP margin realised on the drawn commitments.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde3_a7EeOoJtie9fOOnA" name="MarketGrowthRateAssumptionAnnual">
<xsd:annotation>
<xsd:documentation>The annual market growth rate assumption underlying New Lending (Gross) projections at the beginning of a period </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfP_a7EeOoJtie9fOOnA" name="MarketValue">
<xsd:annotation>
<xsd:documentation>The market value of the capital instrument in GBP.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde4Pa7EeOoJtie9fOOnA" name="MarketValueMovements">
<xsd:annotation>
<xsd:documentation>Projected movement in the market value of the asset.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbCzva7EeOoJtie9fOOnA" name="MarketVolumesUKOnly">
<xsd:annotation>
<xsd:documentation>This is the firm’s view of the growth of the aggregate UK market for Loans/advances and Deposits across Retail and Wholesale. This relates to the UK market as a whole and not just the firm’s business and balances.
Detail of the Projection Period is required in terms of the projected balance at the beginning of the period and the projected balance at the end of the period. The projected balance at the end of the period should equal the starting balance of the consecutive projection year.
The Growth of the business needs to be detailed by the New Lending within the projection period, Projected Repayments which difference equals the Projected Net New Lending. Furthermore, details of the underlying annual Market Growth Rate assumption need to be provided.
“Balance (beginning of period)”, “New Business (Gross)”, “Repayments or Withdrawals (Projected)” and “New Business (Net) is only required for Retail Mortgages, Wholesale Loans, and Deposits with the exception of Current Accounts.
Data is required for all scenarios and projection years. Market volumes data is not required for historic years (year-1 and year-2).</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="balanceSheetLevel1" fdsf_0:reference="_dfbCz_a7EeOoJtie9fOOnA" name="BalanceSheetLevel1" type="fdsf:BalanceSheetLevel1"/>
<xsd:element ecore:name="balanceSheetLevel2" fdsf_0:reference="_dfbC0Pa7EeOoJtie9fOOnA" name="BalanceSheetLevel2" type="fdsf:BalanceSheetLevel2"/>
<xsd:element ecore:name="assetLiabilityClass" fdsf_0:reference="_dfbC0fa7EeOoJtie9fOOnA" name="AssetLiabilityClass" type="fdsf:AssetLiabilityClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfbC0va7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbC0_a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbC1Pa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="balance" fdsf_0:reference="_dfbC1fa7EeOoJtie9fOOnA" name="Balance" type="fdsf:Balance"/>
<xsd:element ecore:name="newBusinessGross" fdsf_0:reference="_dfbC1va7EeOoJtie9fOOnA" name="NewBusinessGross" type="fdsf:NewBusinessGross"/>
<xsd:element ecore:name="repaymentsOrWithdrawalsProjected" fdsf_0:reference="_dfbC1_a7EeOoJtie9fOOnA" name="RepaymentsOrWithdrawalsProjected" type="fdsf:RepaymentsOrWithdrawalsProjected"/>
<xsd:element ecore:name="balanceProjectedEndOfPeriod" fdsf_0:reference="_dfbC2Pa7EeOoJtie9fOOnA" name="BalanceProjectedEndOfPeriod" type="fdsf:BalanceProjectedEndOfPeriod"/>
<xsd:element ecore:name="newBusinessNet" fdsf_0:reference="_dfbC2fa7EeOoJtie9fOOnA" name="NewBusinessNet" type="fdsf:NewBusinessNet"/>
<xsd:element ecore:name="marketGrowthRateAssumptionAnnual" fdsf_0:reference="_dfbC2va7EeOoJtie9fOOnA" name="MarketGrowthRateAssumptionAnnual" type="fdsf:MarketGrowthRateAssumptionAnnual"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfde4fa7EeOoJtie9fOOnA" name="MaturingOrSwitchingBalance">
<xsd:annotation>
<xsd:documentation>Any gross decrease in the balance of the line item. Most commonly it includes maturing or switching volumes in the period but can include disposals or other sources of balance reduction as well. Please note that gross level of decrease should be reported as a positive number.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF7_a7EeOoJtie9fOOnA" name="MaturityBand">
<xsd:annotation>
<xsd:documentation>The bands of time periods in which an asset / liability is scheduled to mature. The bands should reflect the remaining time to maturity as at reporting date. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:MaturityBands"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfiXpfa7EeOoJtie9fOOnA" name="MaturityBands">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_1y" fdsf_0:reference="_dfi-QPa7EeOoJtie9fOOnA" value="<1y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1y3y" fdsf_0:reference="_dfi-Qfa7EeOoJtie9fOOnA" value=">=1y&<3y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3y5y" fdsf_0:reference="_dfi-Qva7EeOoJtie9fOOnA" value=">=3y&<5y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5y" fdsf_0:reference="_dfi-Q_a7EeOoJtie9fOOnA" value=">=5y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfi-RPa7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde4va7EeOoJtie9fOOnA" name="MaturityDate">
<xsd:annotation>
<xsd:documentation>The date on which the principal amount of a note or any other debt instrument becomes due and is repaid to the investor and interest payments stop. It is also the termination or due date on which an instalment loan must be paid in full. It could also be defined as the date at which the capital instrument reaches its maturity date. Format - YYYYMMDD. If perpetual please input 99991231.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:date"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde4_a7EeOoJtie9fOOnA" name="MemberContributions">
<xsd:annotation>
<xsd:documentation>The value of contributions made by members of the pension scheme in a specified year.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF8Pa7EeOoJtie9fOOnA" name="MgmtActionDesc">
<xsd:annotation>
<xsd:documentation>The description of the management action decided by the firm</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF8fa7EeOoJtie9fOOnA" name="MgmtActionNo">
<xsd:annotation>
<xsd:documentation>The reference number of the management action decided by the firm</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF8va7EeOoJtie9fOOnA" name="Month">
<xsd:annotation>
<xsd:documentation>Historical reporting month </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:HistoricalPeriodMonth"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde5Pa7EeOoJtie9fOOnA" name="MonthsOnBook">
<xsd:annotation>
<xsd:documentation>The number of months a loan has been on the books from the date that it was originated. This is request for dynamic arrears data; for different calendar periods of originations (cohorts), i.e. how did the arrears develop over time (how long has it been on the book).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbC2_a7EeOoJtie9fOOnA" name="MortgageArrearsRepoAndSales">
<xsd:annotation>
<xsd:documentation>This is the volume of delinquencies (Loans > 6MIA), repossessions and sales over time for base and stress case scenarios. The number and balance of delinquent loans, the number and balance of loans that became delinquent in the period, the number and balance of properties in possession, the number and balance of new repossessions in the period, the number and value of new property sales in the period and the average recovery rate are broken down by portfolio. The retail mortgage portfolios should be consistent across the historical and projections submissions. Projections should be provided for all scenarios and years for either the number or the balance (whichever is projected by the firm).
This context is to be filled in on a best endeavours basis. The data collected is intended to enhance understanding of the retail impairment charge forecasted by the firm in the Risk Measures by Portfolio tab under base and stress scenarios.
The “in-period” used for some of the data items in this tab refers to the time window (yearly) within which the firm is producing the projections. Please aggregate to match the current yearly dimension in case the forecast data is available at a more granular level (e.g. quarterly).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbC3Pa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbC3fa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbC3va7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbC3_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbC4Pa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbC4fa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfbC4va7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbC4_a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbC5Pa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="totalNumberOfOutstandingLoans" fdsf_0:reference="_dfbC5fa7EeOoJtie9fOOnA" name="TotalNumberOfOutstandingLoans" type="fdsf:TotalNumberOfOutstandingLoans"/>
<xsd:element ecore:name="numberOfDelinquentLoans" fdsf_0:reference="_dfbC5va7EeOoJtie9fOOnA" name="NumberOfDelinquentLoans" type="fdsf:NumberOfDelinquentLoans"/>
<xsd:element ecore:name="balanceOfDelinquentLoans" fdsf_0:reference="_dfbC5_a7EeOoJtie9fOOnA" name="BalanceOfDelinquentLoans" type="fdsf:BalanceOfDelinquentLoans"/>
<xsd:element ecore:name="numberOfNewDelinquentLoans" fdsf_0:reference="_dfbC6Pa7EeOoJtie9fOOnA" name="NumberOfNewDelinquentLoans" type="fdsf:NumberOfNewDelinquentLoans"/>
<xsd:element ecore:name="balanceOfNewDelinquentLoans" fdsf_0:reference="_dfbC6fa7EeOoJtie9fOOnA" name="BalanceOfNewDelinquentLoans" type="fdsf:BalanceOfNewDelinquentLoans"/>
<xsd:element ecore:name="numberOfPropertiesInPossession" fdsf_0:reference="_dfbC6va7EeOoJtie9fOOnA" name="NumberOfPropertiesInPossession" type="fdsf:NumberOfPropertiesInPossession"/>
<xsd:element ecore:name="balanceOfPropertiesInPossession" fdsf_0:reference="_dfbC6_a7EeOoJtie9fOOnA" name="BalanceOfPropertiesInPossession" type="fdsf:BalanceOfPropertiesInPossession"/>
<xsd:element ecore:name="numberOfRepossessions" fdsf_0:reference="_dfbC7Pa7EeOoJtie9fOOnA" name="NumberOfRepossessions" type="fdsf:NumberOfRepossessions"/>
<xsd:element ecore:name="balanceOfNewRepossessionsInPeriod" fdsf_0:reference="_dfbC7fa7EeOoJtie9fOOnA" name="BalanceOfNewRepossessionsInPeriod" type="fdsf:BalanceOfNewRepossessionsInPeriod"/>
<xsd:element ecore:name="numberOfPropertySales" fdsf_0:reference="_dfbC7va7EeOoJtie9fOOnA" name="NumberOfPropertySales" type="fdsf:NumberOfPropertySales"/>
<xsd:element ecore:name="totalRealisedSaleValue" fdsf_0:reference="_dfbC7_a7EeOoJtie9fOOnA" name="TotalRealisedSaleValue" type="fdsf:TotalRealisedSaleValue"/>
<xsd:element ecore:name="averageRecoveryRate" fdsf_0:reference="_dfbC8Pa7EeOoJtie9fOOnA" name="AverageRecoveryRate" type="fdsf:AverageRecoveryRate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF8_a7EeOoJtie9fOOnA" name="NatureOfTheImpairment">
<xsd:annotation>
<xsd:documentation>The type of Impairment; only relevant for Structured Finance and Counterparty Credit risk types.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:NatureOfTheImpairment1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfi-UPa7EeOoJtie9fOOnA" name="NatureOfTheImpairment1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="SecuritisedPositionsCreditLoss" fdsf_0:reference="_dfi-Ufa7EeOoJtie9fOOnA" value="Securitised Positions Credit Loss">
<xsd:annotation>
<xsd:documentation>Sum of projected losses for Securitised Positions. This is net of any impairments already taken through P&L.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CoveredBondsCreditLoss" fdsf_0:reference="_dfi-Uva7EeOoJtie9fOOnA" value="Covered Bonds Credit Loss">
<xsd:annotation>
<xsd:documentation>Sum of projected losses for Covered Bonds. This is net of any impairments already taken through P&L.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CounterpartyDefaultLoss" fdsf_0:reference="_dfi-U_a7EeOoJtie9fOOnA" value="Counterparty Default Loss">
<xsd:annotation>
<xsd:documentation>Losses due to defaults of counterparties</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CounterpartyCVAImpact" fdsf_0:reference="_dfi-VPa7EeOoJtie9fOOnA" value="Counterparty CVA Impact">
<xsd:annotation>
<xsd:documentation>Fair value losses (and gains) arising from changes in the creditworthiness of a firm’s counterparties.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_" fdsf_0:reference="_dfi-Vfa7EeOoJtie9fOOnA" value="">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde9Pa7EeOoJtie9fOOnA" name="NetOperationalLoss">
<xsd:annotation>
<xsd:documentation>Loss net of direct recoveries, but gross of insurance recoveries. This includes losses below the loss data capture threshold and is based on date of financial impact. An estimate should be provided in cases where the exact amount for losses below the loss capture threshold is unknown</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde9fa7EeOoJtie9fOOnA" name="NetOperationalLossRelatedToCredit">
<xsd:annotation>
<xsd:documentation>Net credit risk related operational risk losses as defined in the firm’s Operational loss data capture policy (see also BIPRU 6.5.21 (3)). This includes losses below the loss data capture threshold and is based on date of financial impact. An estimate should be provided in cases where the exact amount for losses below the loss capture threshold is unknown</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde9va7EeOoJtie9fOOnA" name="NetOperationalLossRelatedToLegalRisks">
<xsd:annotation>
<xsd:documentation>Net legal risk related losses. This includes losses below the loss data capture threshold and is based on date of financial impact. An estimate should be provided in cases where the exact amount for losses below the loss capture threshold is unknown</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde9_a7EeOoJtie9fOOnA" name="NewBusinessAveragePD">
<xsd:annotation>
<xsd:documentation>Average probability of default for new business originated in a given period. This is the same as the Application Scoring PD. It should be IRB for IRB portfolios and whatever else that the firm use for non-IRB. If there is no score or a PD for non-IRB then the measure can be left blank. For overdrafts, new business is when the overdraft facility is first granted or if data is not available when the associated current account is opened</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde-Pa7EeOoJtie9fOOnA" name="NewBusinessGross">
<xsd:annotation>
<xsd:documentation>Projected business (loans, deposits, etc.) to be made within a period </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde-fa7EeOoJtie9fOOnA" name="NewBusinessNet">
<xsd:annotation>
<xsd:documentation>Projected business (loans, deposits, etc.) to be made within a period less projected repayments within the same period</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde-va7EeOoJtie9fOOnA" name="NewCustomerMargin">
<xsd:annotation>
<xsd:documentation>Post-ITP (Interest rate Transfer Price) average margin on Gross New Volumes. It can be calculated as follows: External rate – ITP.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfde_fa7EeOoJtie9fOOnA" name="NominalAmountAsOfJan12014GBP">
<xsd:annotation>
<xsd:documentation>Nominal amount as of 1st January 2014 in GBP</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF9fa7EeOoJtie9fOOnA" name="NominalAmountGBP">
<xsd:annotation>
<xsd:documentation>Nominal amount in GBP currency</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF9Pa7EeOoJtie9fOOnA" name="NominalAmountIssuedCurrency">
<xsd:annotation>
<xsd:documentation>Nominal amount at Issue Date in issue currency</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbC8fa7EeOoJtie9fOOnA" name="NonTradedMarketRisk">
<xsd:annotation>
<xsd:documentation>This context/worksheet captures the firm’s duration, basis and currency risks in a behavioural re-pricing profile (re-pricing periods from 1 month to 20+ years). The data is required in reporting currency with material currency exposures denoted using ‘Balance Sheet Currency’. Non-material currency exposures should be reported as ‘OTH’.
On-balance sheet assets and liabilities are to be shown as book values at their “Behaviouralised” re-pricing date accounting for amortisation. The re-pricing period is the time to the next re-pricing point (reporting date to next re-pricing date). For example, an originally 5 year fixed rate product that is 3 years old as of the reporting date, should be allocated across a re-pricing period of 2 years or less allowing for amortisation and optionality such as prepayment (i.e. when it matures or changes to variable rate).
The re-pricing period for non-maturity items such as net free reserves or non-interest bearing current accounts should be behaviouralised to match the firm’s investments appetite for these items.
This context/worksheet also capture derivatives held within the ‘Non Trading’ book. Separate legs of derivative transactions have to be reported on separate rows. Transaction by transaction data is not required (i.e. all pay float derivatives for a repricing period maturity will need to be aggregated to a data item).
In the case of derivatives, “Behaviouralised Balance” refers to notional value of the derivatives.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbC8va7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbC8_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="balanceSheetCurrency" fdsf_0:reference="_dfbC9Pa7EeOoJtie9fOOnA" name="BalanceSheetCurrency" type="fdsf:BalanceSheetCurrency"/>
<xsd:element ecore:name="balanceSheetHeaderNTMR" fdsf_0:reference="_dfbC9fa7EeOoJtie9fOOnA" name="BalanceSheetHeaderNTMR" type="fdsf:BalanceSheetHeaderNTMR"/>
<xsd:element ecore:name="referenceRateType" fdsf_0:reference="_dfbC9va7EeOoJtie9fOOnA" name="ReferenceRateType" type="fdsf:ReferenceRateType"/>
<xsd:element ecore:name="referenceRate" fdsf_0:reference="_dfbC9_a7EeOoJtie9fOOnA" name="ReferenceRate" type="fdsf:ReferenceRate"/>
<xsd:element ecore:name="balanceSheetItem" fdsf_0:reference="_dfbC-Pa7EeOoJtie9fOOnA" name="BalanceSheetItem" type="fdsf:BalanceSheetItem"/>
<xsd:element ecore:name="interestRateSensitivity" fdsf_0:reference="_dfbC-fa7EeOoJtie9fOOnA" name="InterestRateSensitivity" type="fdsf:InterestRateSensitivity"/>
<xsd:element ecore:name="repricingPeriod" fdsf_0:reference="_dfbC-va7EeOoJtie9fOOnA" name="RepricingPeriod" type="fdsf:RepricingPeriod"/>
<xsd:element ecore:name="behaviouralisedBalance" fdsf_0:reference="_dfbC-_a7EeOoJtie9fOOnA" name="BehaviouralisedBalance" type="fdsf:BehaviouralisedBalance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfAPa7EeOoJtie9fOOnA" name="NumberOfDelinquentLoans">
<xsd:annotation>
<xsd:documentation>Irrespective of how loans are classified as ‘Delinquent’ by individual firms, this measure is intended to capture the total number of loans greater than 6 months in arrears. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfAfa7EeOoJtie9fOOnA" name="NumberOfEvents">
<xsd:annotation>
<xsd:documentation>If available: if the gross loss and net loss amounts refer to aggregated amount of losses below a threshold, or total amount of losses linked to the same cause (e.g.: phishing attacks), number of linked events</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfAva7EeOoJtie9fOOnA" name="NumberOfNewDelinquentLoans">
<xsd:annotation>
<xsd:documentation>Irrespective of how loans are classified as ‘Delinquent’ by individual firms, this measure is intended to capture the number of loans that became greater than 6 months in arrears in the stated period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfA_a7EeOoJtie9fOOnA" name="NumberOfObligors">
<xsd:annotation>
<xsd:documentation>The number of different obligors making up a given group of Exposures.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfBPa7EeOoJtie9fOOnA" name="NumberOfOperationalLosses">
<xsd:annotation>
<xsd:documentation>Number of operational risk losses that have occurred (using date of financial impact)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfBfa7EeOoJtie9fOOnA" name="NumberOfOperationalLossesRelatedToCredit">
<xsd:annotation>
<xsd:documentation>Number of credit risk related losses that have occurred (based on date of financial impact) as defined by the firm’s Operational loss data capture policy. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfBva7EeOoJtie9fOOnA" name="NumberOfOperationalLossesRelatedToLegalRisks">
<xsd:annotation>
<xsd:documentation>Number of legal risk related losses that have occurred (based on date of financial impact)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfB_a7EeOoJtie9fOOnA" name="NumberOfPropertiesInPossession">
<xsd:annotation>
<xsd:documentation>A count of the number of properties that are in possession as of the end of the period under consideration (Stock)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfCPa7EeOoJtie9fOOnA" name="NumberOfPropertySales">
<xsd:annotation>
<xsd:documentation>A count of the number of sales of re-possessed properties during a particular period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfCfa7EeOoJtie9fOOnA" name="NumberOfRepossessions">
<xsd:annotation>
<xsd:documentation>A count of the number of retail mortgage exposures that have been repossessed during a particular period. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfCva7EeOoJtie9fOOnA" name="NumberOfRepossessionsDueToArrears">
<xsd:annotation>
<xsd:documentation>A count of the number of retail mortgage exposures >6MIA (i.e. originating from a particular arrears period) that were repossessed during a particular repossession period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbC_Pa7EeOoJtie9fOOnA" name="OperationalLossDetails">
<xsd:annotation>
<xsd:documentation>This worksheet captures all operational risk loss events in the operational risk database for the 1st quarterly submission. Incremental data is to be provided in future quarters based on any new or modified events in the respective quarter period. The Unique ID is used to make sure that any updates to a particular loss event (e.g. gross operational loss) in the future can be traced back to the original event and the corresponding details amended.
Event data should be aggregated using the date of first financial impact (i.e. recognition date). This is to avoid events being reported on multiple lines for each subsequent financial impact. For e.g. All PPI events should be reported in one line using the date of first impact. Number of PPI events will be captured using the ‘Number of Events’ measure. In subsequent quarters, gross operational loss, gross operational loss net of direct recoveries and the number of events will be updated if there are subsequent PPI events in the quarter.
Regulatory business lines are as specified by BIPRU 6.4.15 R; however, an additional one ‘Corporate-Wide’ has been added to capture those loss events that are not limited to one particular business line. </xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="uniqueID" fdsf_0:reference="_dfbC_fa7EeOoJtie9fOOnA" name="UniqueID" type="fdsf:UniqueID"/>
<xsd:element ecore:name="legalEntity" fdsf_0:reference="_dfbC_va7EeOoJtie9fOOnA" name="LegalEntity" type="fdsf:LegalEntity"/>
<xsd:element ecore:name="regulatoryBusinessLine" fdsf_0:reference="_dfbC__a7EeOoJtie9fOOnA" name="RegulatoryBusinessLine" type="fdsf:RegulatoryBusinessLine"/>
<xsd:element ecore:name="eventType" fdsf_0:reference="_dfbDAPa7EeOoJtie9fOOnA" name="EventType" type="fdsf:EventType"/>
<xsd:element ecore:name="countryWhereLossOccurred" fdsf_0:reference="_dfbDAfa7EeOoJtie9fOOnA" name="CountryWhereLossOccurred" type="fdsf:CountryWhereLossOccurred"/>
<xsd:element ecore:name="dateLogged" fdsf_0:reference="_dfbDAva7EeOoJtie9fOOnA" name="DateLogged" type="fdsf:DateLogged"/>
<xsd:element ecore:name="dateOfFinancialImpact" fdsf_0:reference="_dfbDA_a7EeOoJtie9fOOnA" name="DateOfFinancialImpact" type="fdsf:DateOfFinancialImpact"/>
<xsd:element ecore:name="dateOfOccurrence" fdsf_0:reference="_dfbDBPa7EeOoJtie9fOOnA" name="DateOfOccurrence" type="fdsf:DateOfOccurrence"/>
<xsd:element ecore:name="grossOperationalLoss" fdsf_0:reference="_dfbDBfa7EeOoJtie9fOOnA" name="GrossOperationalLoss" type="fdsf:GrossOperationalLoss"/>
<xsd:element ecore:name="grossOperationalLossNetOfDirectRecoveries" fdsf_0:reference="_dfbDBva7EeOoJtie9fOOnA" name="GrossOperationalLossNetOfDirectRecoveries" type="fdsf:GrossOperationalLossNetOfDirectRecoveries"/>
<xsd:element ecore:name="numberOfEvents" fdsf_0:reference="_dfbDB_a7EeOoJtie9fOOnA" name="NumberOfEvents" type="fdsf:NumberOfEvents"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbDDPa7EeOoJtie9fOOnA" name="OperationalRisk">
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfbDDfa7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="topOperationalRisks" fdsf_0:reference="_dfbDDva7EeOoJtie9fOOnA" name="TopOperationalRisks" type="fdsf:TopOperationalRisks"/>
<xsd:element ecore:name="operationalRiskMetrics" fdsf_0:reference="_dfbDD_a7EeOoJtie9fOOnA" name="OperationalRiskMetrics" type="fdsf:OperationalRiskMetrics"/>
<xsd:element ecore:name="businessLinesGrossIncome" fdsf_0:reference="_dfbDEPa7EeOoJtie9fOOnA" name="BusinessLinesGrossIncome" type="fdsf:BusinessLinesGrossIncome"/>
<xsd:element ecore:name="operationalLossDetails" fdsf_0:reference="_dfbDEfa7EeOoJtie9fOOnA" name="OperationalLossDetails" type="fdsf:OperationalLossDetails"/>
<xsd:element ecore:name="trendedOperationalLosses" fdsf_0:reference="_dfbDEva7EeOoJtie9fOOnA" name="TrendedOperationalLosses" type="fdsf:TrendedOperationalLosses"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfbDE_a7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF-Pa7EeOoJtie9fOOnA" name="OperationalRisk1">
<xsd:annotation>
<xsd:documentation>The top 10 operational risks at a firm level </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF9va7EeOoJtie9fOOnA" name="OperationalRiskMetric">
<xsd:annotation>
<xsd:documentation>High level operational risk metrics </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:OperationalRiskMetrics1"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbDCPa7EeOoJtie9fOOnA" name="OperationalRiskMetrics">
<xsd:annotation>
<xsd:documentation>This worksheet captures the quantity (No. of) or the book balance for certain metrics. This is at a template (i.e. solo or group) level. Each metric is to be defined internally by the firm; however, all definitions and assumptions used should be documented and shared with PRA as an unstructured data submission. All metrics requested is point in time data as at reporting date.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="operationalRiskMetric" fdsf_0:reference="_dfbDCfa7EeOoJtie9fOOnA" name="OperationalRiskMetric" type="fdsf:OperationalRiskMetric"/>
<xsd:element ecore:name="quantity" fdsf_0:reference="_dfbDCva7EeOoJtie9fOOnA" name="Quantity" type="fdsf:Quantity"/>
<xsd:element ecore:name="bookBalance" fdsf_0:reference="_dfbDC_a7EeOoJtie9fOOnA" name="BookBalance" type="fdsf:BookBalance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfi-Vva7EeOoJtie9fOOnA" name="OperationalRiskMetrics1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="FullTimeEmployees" fdsf_0:reference="_dfi-V_a7EeOoJtie9fOOnA" value="Full-time Employees">
<xsd:annotation>
<xsd:documentation>Number of full time employees as at reporting date.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailCustomers" fdsf_0:reference="_dfi-WPa7EeOoJtie9fOOnA" value="Retail Customers">
<xsd:annotation>
<xsd:documentation>Number of retail customers as defined by the firm as at reporting date. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ITSystemOutages" fdsf_0:reference="_dfi-Wfa7EeOoJtie9fOOnA" value="IT System Outages">
<xsd:annotation>
<xsd:documentation>Number of IT system outages as defined by the firm during the reporting period.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailProductsSold" fdsf_0:reference="_dfi-Wva7EeOoJtie9fOOnA" value="Retail Products Sold">
<xsd:annotation>
<xsd:documentation>Number of retail products sold as defined by the firm as at reporting date. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TypesOfRetailProductsSold" fdsf_0:reference="_dfi-W_a7EeOoJtie9fOOnA" value="Types of Retail Products Sold">
<xsd:annotation>
<xsd:documentation>Number of types of retail products sold as defined by the firm as at reporting date. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LegalEntities" fdsf_0:reference="_dfi-XPa7EeOoJtie9fOOnA" value="Legal Entities">
<xsd:annotation>
<xsd:documentation>Number of Legal Entities that are regulated by the PRA as at reporting date.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ContinentsWhereFirmOperates" fdsf_0:reference="_dfi-Xfa7EeOoJtie9fOOnA" value="Continents Where Firm Operates">
<xsd:annotation>
<xsd:documentation>Number of continents where the PRA regulated firm operates as at reporting date.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LegalReservesProvisions" fdsf_0:reference="_dfi-Xva7EeOoJtie9fOOnA" value="Legal Reserves / Provisions">
<xsd:annotation>
<xsd:documentation>Legal reserves / provisions as of quarter-end.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OperatingExpenses" fdsf_0:reference="_dfi-X_a7EeOoJtie9fOOnA" value="Operating Expenses">
<xsd:annotation>
<xsd:documentation>Operating expenses as at reporting date</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OnAndOffBalanceSheetAssets" fdsf_0:reference="_dfi-YPa7EeOoJtie9fOOnA" value="On- and Off-Balance Sheet Assets">
<xsd:annotation>
<xsd:documentation>On and off balance sheet asset balance as at reporting date.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OffBalanceSheetLiabilities" fdsf_0:reference="_dfi-Yfa7EeOoJtie9fOOnA" value="Off-Balance Sheet Liabilities">
<xsd:annotation>
<xsd:documentation>Off balance sheet liabilities balance as at reporting date.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF9_a7EeOoJtie9fOOnA" name="OperationalRiskScenario">
<xsd:annotation>
<xsd:documentation>One of the elements of the Advanced Measurement Approach</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbDFPa7EeOoJtie9fOOnA" name="OtherExpenseDetails">
<xsd:annotation>
<xsd:documentation>This is a projection/historic actuals of the firms’ expenses. Level 1 is based FINREP whereas Level 2 are bespoke expense details. Projections should be populated at a Level 1 (i.e. total) and Level 2 (i.e. detail of Level 1). Data is required for all scenarios and projection / historic years. The expenses should be reconcilable to the Group Level P&L.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbDFfa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbDFva7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbDF_a7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="geographyOfExposure" fdsf_0:reference="_dfbDGPa7EeOoJtie9fOOnA" name="GeographyOfExposure" type="fdsf:GeographyOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbDGfa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="profitAndLossLevel1" fdsf_0:reference="_dfbDGva7EeOoJtie9fOOnA" name="ProfitAndLossLevel1" type="fdsf:ProfitAndLossLevel1"/>
<xsd:element ecore:name="profitAndLossOtherLevel2Expense" fdsf_0:reference="_dfbDG_a7EeOoJtie9fOOnA" name="ProfitAndLossOtherLevel2Expense" type="fdsf:ProfitAndLossOtherLevel2Expense"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbDHPa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbDHfa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="expense" fdsf_0:reference="_dfbDHva7EeOoJtie9fOOnA" name="Expense" type="fdsf:Expense"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbDH_a7EeOoJtie9fOOnA" name="OtherIncomeDetails">
<xsd:annotation>
<xsd:documentation>This is a projection/historic actuals of the firms Income. Level 1 is based on FINREP whereas Level 2 a bespoke Income details required. No further breakdown by Asset-/Asset Liability Class Retail and Product Type is required for Insurance Premium income, Non-Retail Fee and Commission income and Gains/Losses on financial assets and liabilities held for trading. For Gains/Losses on financial assets and liabilities held for trading further detail of the Income attributable to Market Risk movements is required. Data is required for all scenarios and projection / historic years. The income needs to be reconcilable to the P&L.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbpgPa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbpgfa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbpgva7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="geographyOfExposure" fdsf_0:reference="_dfbpg_a7EeOoJtie9fOOnA" name="GeographyOfExposure" type="fdsf:GeographyOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbphPa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="profitAndLossLevel1" fdsf_0:reference="_dfbphfa7EeOoJtie9fOOnA" name="ProfitAndLossLevel1" type="fdsf:ProfitAndLossLevel1"/>
<xsd:element ecore:name="profitAndLossOtherLevel2Income" fdsf_0:reference="_dfbphva7EeOoJtie9fOOnA" name="ProfitAndLossOtherLevel2Income" type="fdsf:ProfitAndLossOtherLevel2Income"/>
<xsd:element ecore:name="assetLiabilityClassRetailOtherIncomeDetails" fdsf_0:reference="_dfbph_a7EeOoJtie9fOOnA" name="AssetLiabilityClassRetailOtherIncomeDetails" type="fdsf:AssetLiabilityClassRetailOtherIncomeDetails"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfbpiPa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbpifa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbpiva7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="income" fdsf_0:reference="_dfbpi_a7EeOoJtie9fOOnA" name="Income" type="fdsf:Income"/>
<xsd:element ecore:name="incomeOfWhichMarketRisk" fdsf_0:reference="_dfbpjPa7EeOoJtie9fOOnA" name="IncomeOfWhichMarketRisk" type="fdsf:IncomeOfWhichMarketRisk"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF-fa7EeOoJtie9fOOnA" name="PaymentType">
<xsd:annotation>
<xsd:documentation>Different cash flow structures used in the repayment of loans. This should be the current Payment Type, and should exclude and temporary conversions ( e.g. as a result of forbearance) </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:PaymentTypes"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfi-Yva7EeOoJtie9fOOnA" name="PaymentTypes">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="InterestOnly" fdsf_0:reference="_dfi-Y_a7EeOoJtie9fOOnA" value="Interest-Only">
<xsd:annotation>
<xsd:documentation>A loan which requires the borrower to make regular payments of interest only (i.e. without any obligation to make periodic payments of capital)</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfi-ZPa7EeOoJtie9fOOnA" value="Repayment">
<xsd:annotation>
<xsd:documentation>These loans involve regular periodic payments covering interest for the period and some repayment of capital. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PartAndPartRepayment" fdsf_0:reference="_dfi-Zfa7EeOoJtie9fOOnA" value="Part and Part - Repayment">
<xsd:annotation>
<xsd:documentation>This is a combined loan where both of the payment types are in place. This term is referring to the value of the ' repayment' part of the loan. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PartAndPartInterestOnly" fdsf_0:reference="_dfi-Zva7EeOoJtie9fOOnA" value="Part and Part - Interest Only">
<xsd:annotation>
<xsd:documentation>This is a combined loan where both of the payment types are in place. This term is referring to the value of the ' interest' part of the loan. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PartAndPart" fdsf_0:reference="_dfi-Z_a7EeOoJtie9fOOnA" value="Part and Part">
<xsd:annotation>
<xsd:documentation>This is a combined loan where both payment types are in place. This is to be populated only if 'Interest Only' and 'Repayment' parts of the 'Part and Part' portfolio cannot be split into its individual constituents (i.e. separate rows).</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfi-aPa7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation>This is to be used only when the payment type is unknown for legacy portfolios.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfC_a7EeOoJtie9fOOnA" name="PensionablePayroll">
<xsd:annotation>
<xsd:documentation>The value of pensionable payroll in a specified year. This should relate to the pensionable payroll of members of the scheme in question, excluding defined contribution members.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbpjfa7EeOoJtie9fOOnA" name="PensionRisk">
<xsd:annotation>
<xsd:documentation>The Quarterly Pensions template is designed to capture the firm’s current asset and liability profile of its material defined benefit pension schemes. The PRA understands that full valuations are not likely to be carried out each quarter and that for many of these variables only estimates are available: this is expected and the data request should be interpreted in this light.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfbpjva7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="pensionsAssets" fdsf_0:reference="_dfbpj_a7EeOoJtie9fOOnA" name="PensionsAssets" type="fdsf:PensionsAssets"/>
<xsd:element ecore:name="pensionsLiabilityIAS" fdsf_0:reference="_dfbpkPa7EeOoJtie9fOOnA" name="PensionsLiabilityIAS" type="fdsf:PensionsLiabilityIAS"/>
<xsd:element ecore:name="pensionsLiabilityFunding" fdsf_0:reference="_dfbpkfa7EeOoJtie9fOOnA" name="PensionsLiabilityFunding" type="fdsf:PensionsLiabilityFunding"/>
<xsd:element ecore:name="pensionsCashFlow" fdsf_0:reference="_dfbpkva7EeOoJtie9fOOnA" name="PensionsCashFlow" type="fdsf:PensionsCashFlow"/>
<xsd:element ecore:name="pensionsParameters" fdsf_0:reference="_dfbpk_a7EeOoJtie9fOOnA" name="PensionsParameters" type="fdsf:PensionsParameters"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfbplPa7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbplfa7EeOoJtie9fOOnA" name="PensionsAssets">
<xsd:annotation>
<xsd:documentation>This sheet should provide a breakdown for each of the material schemes identified into the given asset categories, at the start and for each projection date. The categories are exhaustive and exclusive so that they sum to the amount given in the ‘Pensions – Balance Sheet’ tab. The purpose of the sheet is to allow the PRA to perform reasonableness tests on how the assets move given the representative asset returns in the relevant scenario. If a firm has assets which do not appear to fit into the categorisation, then they should choose what they consider the best proxy, and explain this in the unstructured data request.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbplva7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbpl_a7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbpmPa7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbpmfa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="assetValue" fdsf_0:reference="_dfbpmva7EeOoJtie9fOOnA" name="AssetValue" type="fdsf:AssetValue"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbpm_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbpo_a7EeOoJtie9fOOnA" name="PensionsAssetsRecon">
<xsd:annotation>
<xsd:documentation>This context serve two purposes
• help explain the movements between projection points in the assets.
• be used, along with the Liabilities Reconciliation, to recreate the accounting statements (i.e. figures for the Profit & Loss Account) for the projection year. For this reason, each item should be interpreted as they would be under the relevant accounting standard (e.g. IAS19).
Only choose those items that are applicable in that projection year.
Any Settlements, Curtailments, Past Service Cost or other special items should be explained in the relevant Unstructured Data Request – including if there is any different treatment in ‘Base’ and ‘Stress’ cases.
Please also explain any difference in Employee and Employer contributions between scenarios.
Also, please confirm that the Employer contributions into the scheme in each scenario are consistent with the outgoing contributions expected by the other Stress Testing workstreams in the firm in projecting the non-pension items of the balance sheet.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbppPa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbppfa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbppva7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="assetReconciliationItem" fdsf_0:reference="_dfbpp_a7EeOoJtie9fOOnA" name="AssetReconciliationItem" type="fdsf:AssetReconciliationItem"/>
<xsd:element ecore:name="assetReconciliationAmount" fdsf_0:reference="_dfbpqPa7EeOoJtie9fOOnA" name="AssetReconciliationAmount" type="fdsf:AssetReconciliationAmount"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbpqfa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbpqva7EeOoJtie9fOOnA" name="PensionsBalanceSheet">
<xsd:annotation>
<xsd:documentation>Note: The Pensions tabs in the Projections Template are designed to capture the firms projected results for the defined scenarios and for material Defined Benefit Pensions Schemes.
The sign convention described at the start of Section 2 applies to the “Regulatory Balance sheet” tab. For the other Pension Projections tabs the sign convention for monetary amounts should that used in the IAS standards.
This sheet summarises the position of the pension scheme at the starting date (Year 0) and at each projection point (Years 1 – 5), for Base and Stress scenarios. This should be completed for each material defined benefit scheme. It should reflect the accounting position (e.g. IAS19) in the balance sheet at the appropriate reporting date.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbpq_a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbprPa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbprfa7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="balanceSheetHeaderPensions" fdsf_0:reference="_dfbprva7EeOoJtie9fOOnA" name="BalanceSheetHeaderPensions" type="fdsf:BalanceSheetHeaderPensions"/>
<xsd:element ecore:name="balanceSheetAmountPensions" fdsf_0:reference="_dfbpr_a7EeOoJtie9fOOnA" name="BalanceSheetAmountPensions" type="fdsf:BalanceSheetAmountPensions"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbpsPa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbpsfa7EeOoJtie9fOOnA" name="PensionsCashFlow">
<xsd:annotation>
<xsd:documentation>For each scheme reported, you also need to select a Year:
• ‘Year 0’ is mandatory – it refers to the year up to the Reporting Date. It asks for the contributions into the scheme and benefits out of the scheme, and the pensionable payroll, for the year.
• ‘Year 1’ to ‘Year 5’ are required if there is a current deficit recovery plan. This should be used to complete the expected payments under the recovery plan in each of the next five years.
• ‘Year 1’ to ‘Year 5’ can also be used to show the expected evolution of the scheme if a ‘steady-state’ is not a reasonable assumption, given known future changes. For example, if the scheme is scheduled to close to future accrual a year from now, the firm can use ‘Year 2’ onwards and enter zero for the Member and Ordinary Employer contributions. Note that this means zero is treated differently from an unpopulated cell.
The convention for the sign is that both contributions and benefits should be reported as positive values.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbpsva7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbps_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="year" fdsf_0:reference="_dfbptPa7EeOoJtie9fOOnA" name="Year" type="fdsf:Year"/>
<xsd:element ecore:name="memberContributions" fdsf_0:reference="_dfbptfa7EeOoJtie9fOOnA" name="MemberContributions" type="fdsf:MemberContributions"/>
<xsd:element ecore:name="employerContributionsOrdinary" fdsf_0:reference="_dfbptva7EeOoJtie9fOOnA" name="EmployerContributionsOrdinary" type="fdsf:EmployerContributionsOrdinary"/>
<xsd:element ecore:name="employerContributionsSpecialDeficit" fdsf_0:reference="_dfbpt_a7EeOoJtie9fOOnA" name="EmployerContributionsSpecialDeficit" type="fdsf:EmployerContributionsSpecialDeficit"/>
<xsd:element ecore:name="benefitPayments" fdsf_0:reference="_dfbpuPa7EeOoJtie9fOOnA" name="BenefitPayments" type="fdsf:BenefitPayments"/>
<xsd:element ecore:name="pensionablePayroll" fdsf_0:reference="_dfbpufa7EeOoJtie9fOOnA" name="PensionablePayroll" type="fdsf:PensionablePayroll"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF-va7EeOoJtie9fOOnA" name="PensionScheme">
<xsd:annotation>
<xsd:documentation>The name of a defined benefit pension scheme.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbpuva7EeOoJtie9fOOnA" name="PensionsLiabilitiesRecon">
<xsd:annotation>
<xsd:documentation>This context serve two purposes
• help explain the movements between projection points in the liabilities.
• be used, along with the Assets Reconciliation, to recreate the accounting statements (i.e. figures for the Profit & Loss Account) for the projection year. For this reason, each item should be interpreted as they would be under the relevant accounting standard (e.g. IAS19).
Only choose those items that are applicable in that projection year.
Any Settlements, Curtailments, Past Service Cost or other special items should be explained in the relevant Unstructured Data Request – including if there is any different treatment in ‘Base’ and ‘Stress’ cases.
Please also explain any difference in Employee and Employer contributions between scenarios.
Also, please confirm that the Employer contributions into the scheme in each scenario are consistent with the outgoing contributions expected by the other Stress Testing workstreams in the firm in projecting the non-pension items of the balance sheet.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbpu_a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbpvPa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbpvfa7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="liabilityReconciliationItem" fdsf_0:reference="_dfbpvva7EeOoJtie9fOOnA" name="LiabilityReconciliationItem" type="fdsf:LiabilityReconciliationItem"/>
<xsd:element ecore:name="liabilityReconciliationAmount" fdsf_0:reference="_dfbpv_a7EeOoJtie9fOOnA" name="LiabilityReconciliationAmount" type="fdsf:LiabilityReconciliationAmount"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbpwPa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbpwfa7EeOoJtie9fOOnA" name="PensionsLiabilityFunding">
<xsd:annotation>
<xsd:documentation>This tab should be consistent with the Liability (IAS) tab above, this time using the trustees’ funding basis, updated for market conditions at the Reporting Date. The tab also asks for sensitivities for interest rate and inflation.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbpwva7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbpw_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="liabilityClassPensions" fdsf_0:reference="_dfbpxPa7EeOoJtie9fOOnA" name="LiabilityClassPensions" type="fdsf:LiabilityClassPensions"/>
<xsd:element ecore:name="liabilityClassValueFundingBasis" fdsf_0:reference="_dfbpxfa7EeOoJtie9fOOnA" name="LiabilityClassValueFundingBasis" type="fdsf:LiabilityClassValueFundingBasis"/>
<xsd:element ecore:name="pV01" fdsf_0:reference="_dfbpxva7EeOoJtie9fOOnA" name="PV01" type="fdsf:PV01"/>
<xsd:element ecore:name="iE01" fdsf_0:reference="_dfbpx_a7EeOoJtie9fOOnA" name="IE01" type="fdsf:IE01"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbpyPa7EeOoJtie9fOOnA" name="PensionsLiabilityIAS">
<xsd:annotation>
<xsd:documentation>This tab should provide a breakdown for each of the material schemes into the three main categories of liability, on an accounting basis , as at the Reporting Date. To be consistent with the assets, please exclude any defined contribution or secured pensioner liabilities. Aside from that, the classes are meant to be exhaustive, so any ‘unusual’ liability classes should be assigned to one of the three – for example, it may make sense to treat members who retain a salary link but do not accrue further pensionable service as ‘Active’. Please explain any such allocation in the Comments Tab. The tab also asks for sensitivities for interest rate and inflation.
The sign convention is that liabilities should be treated as positive figures. Therefore a positive PV01 means an increase in the liabilities following an increase in interest rate, and a negative PV01 means an increase in liabilities following a fall in the interest rate (the more usual position).
For most firms we expect this to be IAS19, but whichever accounting standard applies.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbpyfa7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbpyva7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="liabilityClassPensions" fdsf_0:reference="_dfbpy_a7EeOoJtie9fOOnA" name="LiabilityClassPensions" type="fdsf:LiabilityClassPensions"/>
<xsd:element ecore:name="liabilityClassValueIASBasis" fdsf_0:reference="_dfbpzPa7EeOoJtie9fOOnA" name="LiabilityClassValueIASBasis" type="fdsf:LiabilityClassValueIASBasis"/>
<xsd:element ecore:name="pV01" fdsf_0:reference="_dfbpzfa7EeOoJtie9fOOnA" name="PV01" type="fdsf:PV01"/>
<xsd:element ecore:name="iE01" fdsf_0:reference="_dfbpzva7EeOoJtie9fOOnA" name="IE01" type="fdsf:IE01"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbp1fa7EeOoJtie9fOOnA" name="PensionsParameters">
<xsd:annotation>
<xsd:documentation>This tab shows how current market conditions at the Reporting Date would be translated into the key assumptions (when expressed as a single equivalent rate) in the accounting basis and the trustees’ funding basis. It also asks for the cost of accrual (expressed as a percentage of pensionable payroll) on both of these bases.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbp1va7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbp1_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="discountRateIASBasis" fdsf_0:reference="_dfbp2Pa7EeOoJtie9fOOnA" name="DiscountRateIASBasis" type="fdsf:DiscountRateIASBasis"/>
<xsd:element ecore:name="rPIInflationIASBasis" fdsf_0:reference="_dfbp2fa7EeOoJtie9fOOnA" name="RPIInflationIASBasis" type="fdsf:RPIInflationIASBasis"/>
<xsd:element ecore:name="cPIInflationIASBasis" fdsf_0:reference="_dfbp2va7EeOoJtie9fOOnA" name="CPIInflationIASBasis" type="fdsf:CPIInflationIASBasis"/>
<xsd:element ecore:name="costOfAccrualIASBasis" fdsf_0:reference="_dfbp2_a7EeOoJtie9fOOnA" name="CostOfAccrualIASBasis" type="fdsf:CostOfAccrualIASBasis"/>
<xsd:element ecore:name="discountRateFundingBasis" fdsf_0:reference="_dfbp3Pa7EeOoJtie9fOOnA" name="DiscountRateFundingBasis" type="fdsf:DiscountRateFundingBasis"/>
<xsd:element ecore:name="rPIInflationFundingBasis" fdsf_0:reference="_dfbp3fa7EeOoJtie9fOOnA" name="RPIInflationFundingBasis" type="fdsf:RPIInflationFundingBasis"/>
<xsd:element ecore:name="cPIInflationFundingBasis" fdsf_0:reference="_dfbp3va7EeOoJtie9fOOnA" name="CPIInflationFundingBasis" type="fdsf:CPIInflationFundingBasis"/>
<xsd:element ecore:name="costOfAccrualFundingBasis" fdsf_0:reference="_dfbp3_a7EeOoJtie9fOOnA" name="CostOfAccrualFundingBasis" type="fdsf:CostOfAccrualFundingBasis"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbp4Pa7EeOoJtie9fOOnA" name="PensionsRegBalanceSheet">
<xsd:annotation>
<xsd:documentation>The purpose of this sheet is to record the transformation of the IFRS balance sheet into the regulatory balance sheet (again, at each projection point and in ‘base’ and ‘stress’). It should therefore reconcile to the ‘Pensions – Balance Sheet’ tab.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbp4fa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbp4va7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="pensionScheme" fdsf_0:reference="_dfbp4_a7EeOoJtie9fOOnA" name="PensionScheme" type="fdsf:PensionScheme"/>
<xsd:element ecore:name="regulatoryBalanceSheetItem" fdsf_0:reference="_dfbp5Pa7EeOoJtie9fOOnA" name="RegulatoryBalanceSheetItem" type="fdsf:RegulatoryBalanceSheetItem"/>
<xsd:element ecore:name="taxTreatment" fdsf_0:reference="_dfbp5fa7EeOoJtie9fOOnA" name="TaxTreatment" type="fdsf:TaxTreatment"/>
<xsd:element ecore:name="regulatoryBalanceSheetAmount" fdsf_0:reference="_dfbp5va7EeOoJtie9fOOnA" name="RegulatoryBalanceSheetAmount" type="fdsf:RegulatoryBalanceSheetAmount"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbp5_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfDPa7EeOoJtie9fOOnA" name="PercentageSeniorSecuredExposure">
<xsd:annotation>
<xsd:documentation>This type of debt shares the same security package as the First Lien Senior Secured debt but it ranks behind it for receipt of proceeds of enforcement and has more limited voting rights (example: facility D i.e. Second Lien loan in a typical leveraged structure)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfDfa7EeOoJtie9fOOnA" name="PercentageSeniorUnsecuredAndSubordinatedSecuredExposure">
<xsd:annotation>
<xsd:documentation>Percentage of exposure that is Senior Unsecured and the Percentage of exposure that is Subordinated Secured. This type of debt has typically no security and therefore ranks after the secured debt (example: HY Bonds in a typical leveraged structure)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfD_a7EeOoJtie9fOOnA" name="PercentageSubordinatedUnsecuredExposure">
<xsd:annotation>
<xsd:documentation>This type of debt is deeply subordinated and usually its position in the capital structure is just above the equity (example: shareholder loans or other deeply subordinated instruments such as PIK loans)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfEPa7EeOoJtie9fOOnA" name="PipelineTakeupActual">
<xsd:annotation>
<xsd:documentation>The volume of actual fixed rate product origination during the reporting period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfEfa7EeOoJtie9fOOnA" name="PipelineTakeupForecast">
<xsd:annotation>
<xsd:documentation>The volume of initially forecasted fixed rate product origination for the reporting period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfEva7EeOoJtie9fOOnA" name="PipelineTakeupTerm">
<xsd:annotation>
<xsd:documentation>Weighted-average term of the actual pipeline take-up during the reporting period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbp6Pa7EeOoJtie9fOOnA" name="Portfolio">
<xsd:annotation>
<xsd:documentation>Portfolio is not an explicit dimension but a logical grouping of a number of dimensions for a given Firm and Risk Type:
• Commercial Entity
• Business Unit
• Sub-Business Unit
• Asset Class
• Product Type
• Country of Exposure
• Reporting Currency
These dimensions occur as the first few fields in every template of a data request. The allowable values of the Asset Class dimension will vary depending on what risk type data request that is being completed. </xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbp6fa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbp6va7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbp6_a7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="geographyOfExposure" fdsf_0:reference="_dfbp7Pa7EeOoJtie9fOOnA" name="GeographyOfExposure" type="fdsf:GeographyOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbp7fa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="riskType" fdsf_0:reference="_dfbp7va7EeOoJtie9fOOnA" name="RiskType" type="fdsf:RiskType"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbp7_a7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfbp8Pa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbp8fa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeF4va7EeOoJtie9fOOnA" name="PositionDeductedFromCapital">
<xsd:annotation>
<xsd:documentation>This is a true/false flag stating if the position is deducted from capital</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF_va7EeOoJtie9fOOnA" name="Post2014CapitalTier">
<xsd:annotation>
<xsd:documentation>Tier of capital post 2014</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalTiers"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF_fa7EeOoJtie9fOOnA" name="Pre2014CapitalTier">
<xsd:annotation>
<xsd:documentation>Tier of capital pre-2014</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:CapitalTiers"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfE_a7EeOoJtie9fOOnA" name="PreSecuritisationTotalReferencePortfolioExposure">
<xsd:annotation>
<xsd:documentation>The underlying reference portfolio current exposure as if securitisation had not occurred.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfFPa7EeOoJtie9fOOnA" name="PreSecuritisationTotalReferencePortfolioRiskWeightedExposure">
<xsd:annotation>
<xsd:documentation>The underlying reference portfolio current risk-weighted exposure (RWA) as if securitisation had not occurred.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeF__a7EeOoJtie9fOOnA" name="ProductListByBalance">
<xsd:annotation>
<xsd:documentation>This captures the two largest administered rate savings products (by balance) and all administered rate savings products (including the two largest products) offered by the firm. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ProductListByBalance1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfi-n_a7EeOoJtie9fOOnA" name="ProductListByBalance1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="Product1" fdsf_0:reference="_dfi-oPa7EeOoJtie9fOOnA" value="Product 1">
<xsd:annotation>
<xsd:documentation>Largest product by balance</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Product2" fdsf_0:reference="_dfi-ofa7EeOoJtie9fOOnA" value="Product 2">
<xsd:annotation>
<xsd:documentation>Second largest product by balance</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfi-ova7EeOoJtie9fOOnA" value="All">
<xsd:annotation>
<xsd:documentation>All products including Product 1 and Product 2</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGAPa7EeOoJtie9fOOnA" name="ProductType">
<xsd:annotation>
<xsd:documentation>Specific types of products within an asset/liability class provided by a Business Unit or Sub-Business Unit e.g., for mortgages the product types might be broken down into prime, buy-to-let, sub-prime, etc.; for securitised positions, this could include RMBS, CMBS, CDOs etc.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ProductTypesForMortgages"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfi-o_a7EeOoJtie9fOOnA" name="ProductTypesForMortgages">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfi-pPa7EeOoJtie9fOOnA" value="Mainstream">
<xsd:annotation>
<xsd:documentation>All other owner-occupier.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SelfCertified" fdsf_0:reference="_dfi-pfa7EeOoJtie9fOOnA" value="Self Certified">
<xsd:annotation>
<xsd:documentation>The borrower certifies their own income and no independent verification is sought</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SubPrime" fdsf_0:reference="_dfi-pva7EeOoJtie9fOOnA" value="Sub-Prime">
<xsd:annotation>
<xsd:documentation>If the borrower is reported as having an 'impaired credit history' as defined by MLAR</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="BuyToLetBTL" fdsf_0:reference="_dfi-p_a7EeOoJtie9fOOnA" value="Buy-To-Let (BTL)">
<xsd:annotation>
<xsd:documentation>Not owner-occupier. Includes consent-to-let.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dfi-qPa7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation>Anything which falls outside the above 4 categories. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbp8va7EeOoJtie9fOOnA" name="ProfitAndLossBusinessLine">
<xsd:annotation>
<xsd:documentation>This is a projection/historic actuals of the firm’s Profit and Loss on a bespoke Level 1 and Level 2 required on a Business Line level. Projections should be populated at a Level 1 (i.e. total) and Level 2 (i.e. detail of Level 1). Data is required for all scenarios and projection / historic years. The P&L should be reconcilable to the Group Level P&L.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbp8_a7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbp9Pa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbp9fa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="geographyOfExposure" fdsf_0:reference="_dfbp9va7EeOoJtie9fOOnA" name="GeographyOfExposure" type="fdsf:GeographyOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbp9_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="profitAndLossLevel1" fdsf_0:reference="_dfbp-Pa7EeOoJtie9fOOnA" name="ProfitAndLossLevel1" type="fdsf:ProfitAndLossLevel1"/>
<xsd:element ecore:name="profitAndLossLevel2" fdsf_0:reference="_dfbp-fa7EeOoJtie9fOOnA" name="ProfitAndLossLevel2" type="fdsf:ProfitAndLossLevel2"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbp-va7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbp-_a7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="carryingAmount" fdsf_0:reference="_dfbp_Pa7EeOoJtie9fOOnA" name="CarryingAmount" type="fdsf:CarryingAmount"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbp_fa7EeOoJtie9fOOnA" name="ProfitAndLossGroupOnly">
<xsd:annotation>
<xsd:documentation>This is a projection/historic actuals of the firm’s Profit and Loss items (as per FINREP) for the base and stress case scenarios. Projections should be populated both at a Level 1 (i.e. total) and Level 2 (i.e. detail of Level 1). Data is required for all scenarios and projection / historic years. </xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="profitAndLossLevel1" fdsf_0:reference="_dfbp_va7EeOoJtie9fOOnA" name="ProfitAndLossLevel1" type="fdsf:ProfitAndLossLevel1"/>
<xsd:element ecore:name="profitAndLossLevel2" fdsf_0:reference="_dfbp__a7EeOoJtie9fOOnA" name="ProfitAndLossLevel2" type="fdsf:ProfitAndLossLevel2"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfbqAPa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfbqAfa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="carryingAmount" fdsf_0:reference="_dfbqAva7EeOoJtie9fOOnA" name="CarryingAmount" type="fdsf:CarryingAmount"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGAfa7EeOoJtie9fOOnA" name="ProfitAndLossLevel1">
<xsd:annotation>
<xsd:documentation>The P&L item header as per FINREP </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ProfitAndLossLevel11"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfi-afa7EeOoJtie9fOOnA" name="ProfitAndLossLevel11">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGAva7EeOoJtie9fOOnA" name="ProfitAndLossLevel2">
<xsd:annotation>
<xsd:documentation>The P&L detail for each header item as per FINREP</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ProfitAndLossLevel21"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfi-ava7EeOoJtie9fOOnA" name="ProfitAndLossLevel21">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="StaffExpenses" fdsf_0:reference="_dfi-a_a7EeOoJtie9fOOnA" value="(Staff expenses)">
<xsd:annotation>
<xsd:documentation>370</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherAdministrativeExpenses" fdsf_0:reference="_dfi-bPa7EeOoJtie9fOOnA" value="(Other administrative expenses)">
<xsd:annotation>
<xsd:documentation>380</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommitmentsAndGuaranteesGiven" fdsf_0:reference="_dfi-bfa7EeOoJtie9fOOnA" value="(Commitments and guarantees given)">
<xsd:annotation>
<xsd:documentation>440</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherProvisions" fdsf_0:reference="_dfi-bva7EeOoJtie9fOOnA" value="(Other provisions)">
<xsd:annotation>
<xsd:documentation>450</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ProfitOrLossBeforeTaxFromDiscontinuedOperations" fdsf_0:reference="_dfi-b_a7EeOoJtie9fOOnA" value="Profit or (-) loss before tax from discontinued operations">
<xsd:annotation>
<xsd:documentation>650</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TaxExpenseOrIncomeRelatedToDiscontinuedOperations" fdsf_0:reference="_dfi-cPa7EeOoJtie9fOOnA" value="(Tax expense or (-) income related to discontinued operations)">
<xsd:annotation>
<xsd:documentation>660</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AttributableToMinorityInterestNonControllingInterests" fdsf_0:reference="_dfi-cfa7EeOoJtie9fOOnA" value="Attributable to minority interest [non-controlling interests]">
<xsd:annotation>
<xsd:documentation>680</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AttributableToOwnersOfTheParent" fdsf_0:reference="_dfi-cva7EeOoJtie9fOOnA" value="Attributable to owners of the parent">
<xsd:annotation>
<xsd:documentation>690</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGBfa7EeOoJtie9fOOnA" name="ProfitAndLossOtherLevel2Expense">
<xsd:annotation>
<xsd:documentation>Detail (non FINREP) to Profit and Loss Level 1 (FINREP) items related to expenses</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ProfitAndLossOtherLevel2Expense1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfi-g_a7EeOoJtie9fOOnA" name="ProfitAndLossOtherLevel2Expense1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="InsuranceClaims" fdsf_0:reference="_dfi-hPa7EeOoJtie9fOOnA" value="Insurance claims">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="BranchRelatedCosts" fdsf_0:reference="_dfi-hfa7EeOoJtie9fOOnA" value="Branch related costs">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MarketingAdvertising" fdsf_0:reference="_dfi-hva7EeOoJtie9fOOnA" value="Marketing & Advertising">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ITAndInfrastructure" fdsf_0:reference="_dfi-h_a7EeOoJtie9fOOnA" value="IT and Infrastructure">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="FSCSLevy" fdsf_0:reference="_dfi-iPa7EeOoJtie9fOOnA" value="FSCS levy">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="UKBankLevy" fdsf_0:reference="_dfi-ifa7EeOoJtie9fOOnA" value="UK bank levy">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OperationalRiskLosses" fdsf_0:reference="_dfi-iva7EeOoJtie9fOOnA" value="Operational Risk Losses">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NonRecurringItemsExceptional" fdsf_0:reference="_dfi-i_a7EeOoJtie9fOOnA" value="Non-recurring items (exceptional)">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherExpenses" fdsf_0:reference="_dfi-jPa7EeOoJtie9fOOnA" value="Other expenses">
<xsd:annotation>
<xsd:documentation>To record expenses which do not fit with other line items under ‘Other operating expenses’</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="StaffExpensesSalaries" fdsf_0:reference="_dfi-jfa7EeOoJtie9fOOnA" value="Staff expenses: Salaries">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="StaffExpensesPerformanceBasedCompensation" fdsf_0:reference="_dfi-jva7EeOoJtie9fOOnA" value="Staff expenses: Performance-based compensation">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="StaffExpensesOtherStaffCosts" fdsf_0:reference="_dfi-j_a7EeOoJtie9fOOnA" value="Staff expenses: Other staff costs">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGA_a7EeOoJtie9fOOnA" name="ProfitAndLossOtherLevel2Income">
<xsd:annotation>
<xsd:documentation>Detail (non FINREP) to Profit and Loss Level 1 (FINREP) items related to income</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ProfitAndLossOtherLevel2Income1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfi-c_a7EeOoJtie9fOOnA" name="ProfitAndLossOtherLevel2Income1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="InsurancePremiumIncome" fdsf_0:reference="_dfi-dPa7EeOoJtie9fOOnA" value="Insurance premium income">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherIncome" fdsf_0:reference="_dfi-dfa7EeOoJtie9fOOnA" value="Other income">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="EarlyRedemptionFee" fdsf_0:reference="_dfi-dva7EeOoJtie9fOOnA" value="Early Redemption Fee">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MerchantServiceCharge" fdsf_0:reference="_dfi-d_a7EeOoJtie9fOOnA" value="Merchant Service Charge">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InterchangeFee" fdsf_0:reference="_dfi-ePa7EeOoJtie9fOOnA" value="Interchange Fee">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="LatePaymentFee" fdsf_0:reference="_dfi-efa7EeOoJtie9fOOnA" value="Late Payment Fee">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="UsageFee" fdsf_0:reference="_dfi-eva7EeOoJtie9fOOnA" value="Usage Fee">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ExcessFee" fdsf_0:reference="_dfi-e_a7EeOoJtie9fOOnA" value="Excess Fee">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PackagedAccountsFee" fdsf_0:reference="_dfi-fPa7EeOoJtie9fOOnA" value="Packaged Accounts Fee">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ATMCharges" fdsf_0:reference="_dfi-ffa7EeOoJtie9fOOnA" value="ATM Charges">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AssetsUnderManagementFee" fdsf_0:reference="_dfi-fva7EeOoJtie9fOOnA" value="Assets under Management Fee">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NonRetailIncome" fdsf_0:reference="_dfi-f_a7EeOoJtie9fOOnA" value="Non-Retail Income">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGCPa7EeOoJtie9fOOnA" name="ProjectionPeriodYear">
<xsd:annotation>
<xsd:documentation>The year of the projection </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ProjectionPeriodYear1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkDq-Pa7EeOoJtie9fOOnA" name="ProjectionPeriodYear1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="Year2" fdsf_0:reference="_dkDq-fa7EeOoJtie9fOOnA" value="Year -2">
<xsd:annotation>
<xsd:documentation>This refers to actuals as of 2 years ago. Only applicable for FDSF Data Request Balance sheet, Profit and Loss Projections</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Year1" fdsf_0:reference="_dkDq-va7EeOoJtie9fOOnA" value="Year -1">
<xsd:annotation>
<xsd:documentation>This refers to actuals as of 1 year ago. Only applicable for FDSF Data Request Balance sheet, Profit and Loss Projections</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Year0" fdsf_0:reference="_dkDq-_a7EeOoJtie9fOOnA" value="Year 0">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Year1" fdsf_0:reference="_dkDq_Pa7EeOoJtie9fOOnA" value="Year 1">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Year2" fdsf_0:reference="_dkDq_fa7EeOoJtie9fOOnA" value="Year 2">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Year3" fdsf_0:reference="_dkDq_va7EeOoJtie9fOOnA" value="Year 3">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Year4" fdsf_0:reference="_dkDq__a7EeOoJtie9fOOnA" value="Year 4">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Year5" fdsf_0:reference="_dkDrAPa7EeOoJtie9fOOnA" value="Year 5">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfFva7EeOoJtie9fOOnA" name="ProvisionOnBalancesInArrears">
<xsd:annotation>
<xsd:documentation>Provisions held against Balances in Arrears</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfGPa7EeOoJtie9fOOnA" name="ProvisionOnBalancesInPossession">
<xsd:annotation>
<xsd:documentation>The total provision for properties in possession</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfGfa7EeOoJtie9fOOnA" name="ProvisionOnBalancesInRecovery">
<xsd:annotation>
<xsd:documentation>The total provision for accounts in recoveries. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfF_a7EeOoJtie9fOOnA" name="ProvisionOnBalancesUpToDate">
<xsd:annotation>
<xsd:documentation>Provisions held against Balances Up-to-Date</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfGva7EeOoJtie9fOOnA" name="PV01">
<xsd:annotation>
<xsd:documentation>A price sensitivity with respect to yield. It is measured as the change in value for a 1 basis point increase in yield and is expressed in currency units.PV01 is applicable to assets or liabilities which are interest-rate sensitive.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfG_a7EeOoJtie9fOOnA" name="Quantity">
<xsd:annotation>
<xsd:documentation>The amount of a specified metric</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGCfa7EeOoJtie9fOOnA" name="Quarter">
<xsd:annotation>
<xsd:documentation>`Quarter</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:HistoricalPeriodQuarter"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGCva7EeOoJtie9fOOnA" name="Rank">
<xsd:annotation>
<xsd:documentation>In order of importance </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGC_a7EeOoJtie9fOOnA" name="ReferenceRate">
<xsd:annotation>
<xsd:documentation>A sub-category of Reference Rate Type which specifies the reference rate used to price balance sheet and off balance sheet items.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ReferenceRates"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkDrCva7EeOoJtie9fOOnA" name="ReferenceRates">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_1MLibor" fdsf_0:reference="_dkDrC_a7EeOoJtie9fOOnA" value="1M Libor">
<xsd:annotation>
<xsd:documentation>Variable / Floating Rate balance sheet and off balance sheet items which re-price based on 1M Libor</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3MLibor" fdsf_0:reference="_dkDrDPa7EeOoJtie9fOOnA" value="3M Libor">
<xsd:annotation>
<xsd:documentation>Variable / Floating Rate balance sheet and off balance sheet items which re-price based on 3M Libor</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6MLibor" fdsf_0:reference="_dkDrDfa7EeOoJtie9fOOnA" value="6M Libor">
<xsd:annotation>
<xsd:documentation>Variable / Floating Rate balance sheet and off balance sheet items which re-price based on 6M Libor</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_12MLibor" fdsf_0:reference="_dkDrDva7EeOoJtie9fOOnA" value="12M Libor">
<xsd:annotation>
<xsd:documentation>Variable / Floating Rate balance sheet and off balance sheet items which re-price based on 12M Libor</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SovereignRateUS" fdsf_0:reference="_dkDrD_a7EeOoJtie9fOOnA" value="Sovereign Rate - US">
<xsd:annotation>
<xsd:documentation>Balance sheet and off balance sheet items referencing the US risk-free rate (e.g. US government bonds)</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SovereignRateUK" fdsf_0:reference="_dkDrEPa7EeOoJtie9fOOnA" value="Sovereign Rate - UK">
<xsd:annotation>
<xsd:documentation>Balance sheet and off balance sheet items referencing the UK risk-free rate (e.g. UK Gilts)</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="SovereignRateEurope" fdsf_0:reference="_dkDrEfa7EeOoJtie9fOOnA" value="Sovereign Rate - Europe">
<xsd:annotation>
<xsd:documentation>Balance sheet and off balance sheet items referencing a Eurozone risk-free rate (e.g. German Bund) The actual sovereign to be clarified as a comment.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkDrEva7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation>Balance sheet and off balance sheet items referencing any other sovereign risk-free curves (e.g. Japanese GB). The actual sovereign to be clarified as a comment. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGDfa7EeOoJtie9fOOnA" name="ReferenceRateType">
<xsd:annotation>
<xsd:documentation>Types of reference rate categories used to price balance sheet and off balance sheet items (it has a sub-category called Reference rate)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:ReferenceRateTypes"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkDrAfa7EeOoJtie9fOOnA" name="ReferenceRateTypes">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="FixedRate" fdsf_0:reference="_dkDrAva7EeOoJtie9fOOnA" value="Fixed Rate">
<xsd:annotation>
<xsd:documentation>Please select this rate type to report the fixed rate balance sheet and off balance sheet items. </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdministeredRate" fdsf_0:reference="_dkDrA_a7EeOoJtie9fOOnA" value="Administered Rate">
<xsd:annotation>
<xsd:documentation>Please select this rate type to report the managed rate products. The pricing of these products is not contractually linked to any reference rate but is at the discretion of the firm.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="VariableFloatingRate" fdsf_0:reference="_dkDrBPa7EeOoJtie9fOOnA" value="Variable/Floating Rate">
<xsd:annotation>
<xsd:documentation>Please select this rate type to report the variable rate balance sheet and off balance sheet items. These items are contractually linked to a reference rate (e.g. 3m LIBOR) which is not the central bank rate or an overnight index.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OvernightIndexRateLinked" fdsf_0:reference="_dkDrBfa7EeOoJtie9fOOnA" value="Overnight Index Rate Linked">
<xsd:annotation>
<xsd:documentation>Please select this rate type to report balance sheet and off balance sheet items that are contractually linked to an Overnight Index rate. Please record the name of the exact reference rate in the assumptions measure.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CentralBankRateLinked" fdsf_0:reference="_dkDrBva7EeOoJtie9fOOnA" value="Central Bank Rate Linked">
<xsd:annotation>
<xsd:documentation>Please select this rate type to report balance sheet and off balance sheet items which are contractually linked to the central bank rate (Bank Rate in the UK). E.g. Bank Rate tracker mortgages etc.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GovtSovereignRate" fdsf_0:reference="_dkDrB_a7EeOoJtie9fOOnA" value="Govt / Sovereign Rate">
<xsd:annotation>
<xsd:documentation>Please select this rate type to report balance sheet and off balance sheet items referencing the government or sovereign yield curves e.g. Government Bonds. The 'reference rate' dimension allows a choice of up to three different government / sovereign rates. Please record the actual reference rate used in the assumptions measure.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NonInterestBearing" fdsf_0:reference="_dkDrCPa7EeOoJtie9fOOnA" value="Non Interest Bearing">
<xsd:annotation>
<xsd:documentation>Please select this rate type to report the non-interest bearing balance sheet items such as non-interest bearing current accounts (current accounts paying very low interest rate e.g. >0.1% may be included) or net free reserves. Please note that the balances are expected to be behaviouralised based on the firm’s policy.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="NotApplicable" fdsf_0:reference="_dkDrCfa7EeOoJtie9fOOnA" value="Not Applicable">
<xsd:annotation>
<xsd:documentation>Please select this rate type to report interest rate options and pipeline exposures in the off balance sheet section.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfHPa7EeOoJtie9fOOnA" name="RegulatoryBalanceSheetAmount">
<xsd:annotation>
<xsd:documentation>A monetary amount related to a Regulatory Balance Sheet Item. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGDva7EeOoJtie9fOOnA" name="RegulatoryBalanceSheetItem">
<xsd:annotation>
<xsd:documentation>A classification of items on the regulatory balance sheet. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:RegulatoryBalanceSheetItem1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkDrFva7EeOoJtie9fOOnA" name="RegulatoryBalanceSheetItem1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="DeficitReductionAmount" fdsf_0:reference="_dkDrF_a7EeOoJtie9fOOnA" value="Deficit Reduction Amount">
<xsd:annotation>
<xsd:documentation>The ‘Deficit Reduction Amount’ is the next five years of deficit reduction contributions, as defined in GENPRU 1.3.9. Since the Prudential Filter is being removed under Basel III, this is only expected to be shown for Year 0.Since this is a deduction from capital resources it should be treated as a negative figure.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ContributionToPillar1" fdsf_0:reference="_dkDrGPa7EeOoJtie9fOOnA" value="Contribution to Pillar 1">
<xsd:annotation>
<xsd:documentation>‘Contribution to Pillar 1’ is that scheme’s contribution to the deduction from capital resources. This will be either:the Deficit Reduction amount, ORZero, if the corresponding ‘Net Recognised Asset / (Liability)’ from the ‘Pensions – Balance Sheet’ tab shows a surplus, ORThe scheme’s contribution to the ‘defined benefit liability’, as defined in GENPRU 1.3.9. This will be the Net Recognised Surplus / (Liability), (adjusted for tax / currency if necessary). Again, treat as a negative figure because it reduces capital resources.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AdjustmentToBalanceSheet" fdsf_0:reference="_dkDrGfa7EeOoJtie9fOOnA" value="Adjustment to Balance Sheet">
<xsd:annotation>
<xsd:documentation>The adjustment in capital resources to get from IFRS to the regulatory balance sheet. For schemes / years where the DRA is not used, and where the scheme is in deficit, this will simply be zero (the deficit appears on both IFRS and regulatory balance sheets). If the DRA is used, it will be the difference between the two. If the scheme is in surplus, it will be the reversal of the surplus. For the avoidance of doubt, this figure will be positive if the regulatory balance sheet is an improvement (e.g. because of the use of DRA) and negative if the regulatory balance sheet can no longer show the asset (e.g. because the scheme is in surplus).</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGD_a7EeOoJtie9fOOnA" name="RegulatoryBusinessLine">
<xsd:annotation>
<xsd:documentation>As specified by BIPRU 6.4.15 R</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:RegulatoryBusinessLines"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkDrGva7EeOoJtie9fOOnA" name="RegulatoryBusinessLines">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="CorporateFinanceCF" fdsf_0:reference="_dkDrG_a7EeOoJtie9fOOnA" value="Corporate Finance [CF]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="TradingAndSalesTS" fdsf_0:reference="_dkDrHPa7EeOoJtie9fOOnA" value="Trading and Sales [TS]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailBrokerageRBr" fdsf_0:reference="_dkDrHfa7EeOoJtie9fOOnA" value="Retail Brokerage [RBr]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CommercialBankingCB" fdsf_0:reference="_dkDrHva7EeOoJtie9fOOnA" value="Commercial Banking [CB]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailBankingRB" fdsf_0:reference="_dkDrH_a7EeOoJtie9fOOnA" value="Retail Banking [RB]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PaymentAndSettlementPS" fdsf_0:reference="_dkDrIPa7EeOoJtie9fOOnA" value="Payment and Settlement [PS]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AgencyServicesAS" fdsf_0:reference="_dkDrIfa7EeOoJtie9fOOnA" value="Agency Services [AS]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AssetManagementAM" fdsf_0:reference="_dkDrIva7EeOoJtie9fOOnA" value="Asset Management [AM]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CorporateItemsCI" fdsf_0:reference="_dkDrI_a7EeOoJtie9fOOnA" value="Corporate Items [CI]">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfHfa7EeOoJtie9fOOnA" name="RegulatoryCarryValue">
<xsd:annotation>
<xsd:documentation>The recorded value of the instrument for regulatory purposes.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfPva7EeOoJtie9fOOnA" name="RegulatoryValue">
<xsd:annotation>
<xsd:documentation>The regulatory value of the capital instrument (i.e. not considering market value movements) in GBP.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfIPa7EeOoJtie9fOOnA" name="RepaymentsOrWithdrawalsProjected">
<xsd:annotation>
<xsd:documentation>Projected repayments or withdrawals within a period </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGEPa7EeOoJtie9fOOnA" name="ReportingCurrency">
<xsd:annotation>
<xsd:documentation>Currency under which financial numbers are being reported as defined by ISO 421. For a commercial entity, there will be one Reporting Currency. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbqA_a7EeOoJtie9fOOnA" name="RepossessionPeriod">
<xsd:sequence>
<xsd:element ecore:name="quarter" fdsf_0:reference="_dfbqBPa7EeOoJtie9fOOnA" name="Quarter" type="fdsf:Quarter"/>
<xsd:element ecore:name="year" fdsf_0:reference="_dfbqBfa7EeOoJtie9fOOnA" name="Year" type="fdsf:Year"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbqBva7EeOoJtie9fOOnA" name="Repossessions">
<xsd:annotation>
<xsd:documentation>The historical analysis of the Arrears context is continued here by giving the number of repossessions for a given period (the Repossession Period) that first became delinquent in a given Arrears Period. In other words, from the Arrears context, for the Number of New Delinquent Loans in a given Arrears Period, how many were subsequently repossessed in a specific period. The count of repossessions is split by portfolio.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbqB_a7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbqCPa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbqCfa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfbqCva7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfbqC_a7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfbqDPa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfbqDfa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="arrearsPeriod" fdsf_0:reference="_dfbqDva7EeOoJtie9fOOnA" name="ArrearsPeriod" type="fdsf:ArrearsPeriod"/>
<xsd:element ecore:name="repossessionPeriod" fdsf_0:reference="_dfbqD_a7EeOoJtie9fOOnA" name="RepossessionPeriod" type="fdsf:RepossessionPeriod"/>
<xsd:element ecore:name="numberOfRepossessionsDueToArrears" fdsf_0:reference="_dfbqEPa7EeOoJtie9fOOnA" name="NumberOfRepossessionsDueToArrears" type="fdsf:NumberOfRepossessionsDueToArrears"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGEva7EeOoJtie9fOOnA" name="RepricingPeriod">
<xsd:annotation>
<xsd:documentation>It is the time period between reporting date and next re-pricing date for a balance sheet or off balance sheet item accounting for its behavioural characteristics. The re-pricing period for non-maturity items such as net free reserves, non-interest bearing current accounts or administered rate products should be behaviouralised to match the firm’s investments appetite for these items. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:RePricingPeriodNTMRALM"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkDrJPa7EeOoJtie9fOOnA" name="RePricingPeriodNTMRALM">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_1m" fdsf_0:reference="_dkDrJfa7EeOoJtie9fOOnA" value="1m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2m" fdsf_0:reference="_dkDrJva7EeOoJtie9fOOnA" value="2m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3m" fdsf_0:reference="_dkDrJ_a7EeOoJtie9fOOnA" value="3m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_4m" fdsf_0:reference="_dkDrKPa7EeOoJtie9fOOnA" value="4m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5m" fdsf_0:reference="_dkDrKfa7EeOoJtie9fOOnA" value="5m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6m" fdsf_0:reference="_dkDrKva7EeOoJtie9fOOnA" value="6m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_7m" fdsf_0:reference="_dkDrK_a7EeOoJtie9fOOnA" value="7m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_8m" fdsf_0:reference="_dkDrLPa7EeOoJtie9fOOnA" value="8m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_9m" fdsf_0:reference="_dkDrLfa7EeOoJtie9fOOnA" value="9m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_10m" fdsf_0:reference="_dkDrLva7EeOoJtie9fOOnA" value="10m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_11m" fdsf_0:reference="_dkDrL_a7EeOoJtie9fOOnA" value="11m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_12M" fdsf_0:reference="_dkDrMPa7EeOoJtie9fOOnA" value="12 m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_12y" fdsf_0:reference="_dkDrMfa7EeOoJtie9fOOnA" value="1-2y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_23y" fdsf_0:reference="_dkDrMva7EeOoJtie9fOOnA" value="2-3y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_34y" fdsf_0:reference="_dkDrM_a7EeOoJtie9fOOnA" value="3-4y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_45y" fdsf_0:reference="_dkDrNPa7EeOoJtie9fOOnA" value="4-5y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_56y" fdsf_0:reference="_dkDrNfa7EeOoJtie9fOOnA" value="5-6y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_67y" fdsf_0:reference="_dkDrNva7EeOoJtie9fOOnA" value="6-7y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_78y" fdsf_0:reference="_dkDrN_a7EeOoJtie9fOOnA" value="7-8y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_89y" fdsf_0:reference="_dkDrOPa7EeOoJtie9fOOnA" value="8-9y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_910y" fdsf_0:reference="_dkDrOfa7EeOoJtie9fOOnA" value="9-10y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1015y" fdsf_0:reference="_dkDrOva7EeOoJtie9fOOnA" value="10-15y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_1520Y" fdsf_0:reference="_dkDrO_a7EeOoJtie9fOOnA" value="15-20 y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_20Y" fdsf_0:reference="_dkDrPPa7EeOoJtie9fOOnA" value="20+y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGE_a7EeOoJtie9fOOnA" name="Resecuritisation">
<xsd:annotation>
<xsd:documentation>This is a true/false flag stating whether the position is a resecuritisation, defined in the PRA Handbook Glossary as: a securitisation where the risk associated with an underlying pool of exposures is tranched and at least one of the underlying exposures is a securitisation position.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbqEfa7EeOoJtie9fOOnA" name="RestructuredAccounts">
<xsd:sequence>
<xsd:element ecore:name="balanceUpToDate" fdsf_0:reference="_dfbqEva7EeOoJtie9fOOnA" name="BalanceUpToDate" type="fdsf:BalanceUpToDate"/>
<xsd:element ecore:name="balanceInArrears" fdsf_0:reference="_dfbqE_a7EeOoJtie9fOOnA" name="BalanceInArrears" type="fdsf:BalanceInArrears"/>
<xsd:element ecore:name="provisionOnBalancesUpToDate" fdsf_0:reference="_dfbqFPa7EeOoJtie9fOOnA" name="ProvisionOnBalancesUpToDate" type="fdsf:ProvisionOnBalancesUpToDate"/>
<xsd:element ecore:name="provisionOnBalancesInArrears" fdsf_0:reference="_dfbqFfa7EeOoJtie9fOOnA" name="ProvisionOnBalancesInArrears" type="fdsf:ProvisionOnBalancesInArrears"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbqFva7EeOoJtie9fOOnA" name="RetailExcludingMortgage">
<xsd:annotation>
<xsd:documentation>Portfolios (i.e. Commercial Entity, Business Unit, Sub Business Unit, Country of Exposure, Reporting Currency, Asset Class, Product Type and Security) should be populated consistently across all tabs. If this is not the case, this needs to be defined, discussed and agreed in advance of the submission with the PRA.
Drawn balance should be populated as a positive value in all contexts. Any negative adjustments to the portfolio balances should be reconciling items and documented as part of the control records.
If all measures in a row are zero or blank, then the row (i.e. portfolio / dimension combination) should not be included in the submission.
All balances should be populated in the reporting currency of the firm/group (e.g. GBP/USD) and this should be documented in the submission header. The firm should provide the conversion rate (as unstructured data) used to convert the local currency exposures to the reporting currency of the firm/group.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfbqF_a7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="trendedArrears" fdsf_0:reference="_dfbqGPa7EeOoJtie9fOOnA" name="TrendedArrears" type="fdsf:TrendedArrears"/>
<xsd:element ecore:name="trendedDelinquency" fdsf_0:reference="_dfbqGfa7EeOoJtie9fOOnA" name="TrendedDelinquency" type="fdsf:TrendedDelinquency"/>
<xsd:element ecore:name="trendedCollectiveProvisions" fdsf_0:reference="_dfbqGva7EeOoJtie9fOOnA" name="TrendedCollectiveProvisions" type="fdsf:TrendedCollectiveProvisions"/>
<xsd:element ecore:name="trendedOther" fdsf_0:reference="_dfbqG_a7EeOoJtie9fOOnA" name="TrendedOther" type="fdsf:TrendedOther"/>
<xsd:element ecore:name="rWA" fdsf_0:reference="_dfbqHPa7EeOoJtie9fOOnA" name="RWA" type="fdsf:RWA"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfbqHfa7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfbqHva7EeOoJtie9fOOnA" name="RetailMortgage">
<xsd:annotation>
<xsd:documentation>The Retail Mortgage template captures all lending to individuals secured by mortgage on land and buildings where the lender has either a first or second (or subsequent) charge, where at least 40% of the land and buildings is used for residential purposes, and where the premises are for occupation by either the borrower (or dependant), or any other third party (e.g. it includes ‘buy to let’ lending to individuals).
Only loans where there is a one-to-one correspondence between the loan and a specific security should be included within ‘residential loans to individuals’. Do not include here any residential loans to individuals that are part of a ‘business loans’ type package (involving multiple loans and multiple securities, where there is no one-to-one correspondence between a loan and a specific security), but report them under ‘other secured lending’.
This includes both regulated and non-regulated mortgage contracts. Non-regulated mortgage contracts include: buy-to-let loans and other types of loan where the property is not for use by the borrower (or qualifying dependants); and residential loans to individuals where the lender does not have a first charge.
Portfolios (i.e. Commercial Entity, Business Unit, Sub Business Unit, Country of Exposure, Reporting Currency, Asset Class and Product Type) should be populated consistently across all tabs. If this is not the case, this needs to be defined, discussed and agreed in advance of the submission with the PRA.
Drawn balance should be populated as a positive value in all contexts. Any negative adjustments to the portfolio balances should be reconciling items and documented as part of the control records.
If all measures in a row are zero or blank, then the row (i.e. portfolio / dimension combination) should not be included in the submission.
All balances should be populated in the reporting currency of the firm/group (e.g. GBP/USD) and this should be documented in the submission header. The firm should provide the conversion rate (as unstructured data) used to convert the local currency exposures to the reporting currency of the firm/group.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfbqH_a7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="lTVArrearsPIA" fdsf_0:reference="_dfbqIPa7EeOoJtie9fOOnA" name="LTVArrearsPIA" type="fdsf:LTVArrearsPIA"/>
<xsd:element ecore:name="lTVArrearsMIA" fdsf_0:reference="_dfbqIfa7EeOoJtie9fOOnA" name="LTVArrearsMIA" type="fdsf:LTVArrearsMIA"/>
<xsd:element ecore:name="lTVRepayment" fdsf_0:reference="_dfbqIva7EeOoJtie9fOOnA" name="LTVRepayment" type="fdsf:LTVRepayment"/>
<xsd:element ecore:name="vintageAnalysis" fdsf_0:reference="_dfbqI_a7EeOoJtie9fOOnA" name="VintageAnalysis" type="fdsf:VintageAnalysis"/>
<xsd:element ecore:name="arrears" fdsf_0:reference="_dfbqJPa7EeOoJtie9fOOnA" name="Arrears" type="fdsf:Arrears"/>
<xsd:element ecore:name="repossessions" fdsf_0:reference="_dfbqJfa7EeOoJtie9fOOnA" name="Repossessions" type="fdsf:Repossessions"/>
<xsd:element ecore:name="sales" fdsf_0:reference="_dfbqJva7EeOoJtie9fOOnA" name="Sales" type="fdsf:Sales"/>
<xsd:element ecore:name="trendedArrears" fdsf_0:reference="_dfbqJ_a7EeOoJtie9fOOnA" name="TrendedArrears" type="fdsf:TrendedArrears"/>
<xsd:element ecore:name="trendedDelinquency" fdsf_0:reference="_dfbqKPa7EeOoJtie9fOOnA" name="TrendedDelinquency" type="fdsf:TrendedDelinquency"/>
<xsd:element ecore:name="trendedCollectiveProvisions" fdsf_0:reference="_dfbqKfa7EeOoJtie9fOOnA" name="TrendedCollectiveProvisions" type="fdsf:TrendedCollectiveProvisions"/>
<xsd:element ecore:name="trendedOther" fdsf_0:reference="_dfbqKva7EeOoJtie9fOOnA" name="TrendedOther" type="fdsf:TrendedOther"/>
<xsd:element ecore:name="rWA" fdsf_0:reference="_dfbqK_a7EeOoJtie9fOOnA" name="RWA" type="fdsf:RWA"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfbqLPa7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfetOPa7EeOoJtie9fOOnA" name="RetailUnsecuredAssetClasses">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dfetOfa7EeOoJtie9fOOnA" value="QRRE">
<xsd:annotation>
<xsd:documentation> Qualifying Revolving Retail Exposure. Retail exposures falling into BIPRU 4.6.44 R (2). </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OtherRetail" fdsf_0:reference="_dfetOva7EeOoJtie9fOOnA" value="Other Retail">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailSME" fdsf_0:reference="_dfetO_a7EeOoJtie9fOOnA" value="Retail SME">
<xsd:annotation>
<xsd:documentation>http://fsahandbook.info/FSA/glossary-html/handbook/Glossary/R?definition=G2259</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfbqLfa7EeOoJtie9fOOnA" name="RiskMeasures">
<xsd:annotation>
<xsd:documentation> This context contains a series of risk measures for each portfolio.
• Interest Cover Ratio (only applicable to CRE exposures)
• Drawn Balance
• RWA
• EAD
• Exposure for RWA
• EAD Weighted PD
• EAD Weighted PIT PD
• EAD Weighted LGD
• Expected Loss
• Percentage Senior Secured Exposure
• Percentage Senior Unsecured and Subordinated Secured Exposure
• Percentage Subordinated Unsecured Exposure
• Number of Obligors
The measures are further split across dimensions such as Sector (SIC 2007 Section Codes), Credit Rating, Arrears Band by 3MIA, and LTV Band.
The measures are to be populated for each Credit Rating defined within the context of a Basel Approach. Firms should use internal credit ratings as long as it has been mapped to a PD range. For a ‘Standardised’ Basel Approach, Expected Loss, EAD, PD, and LGD measures are not applicable. If an internal credit rating is available for exposures even when a Basel standardised approach is used, the internal rating scale name and rating should be populated.
Credit Rating is a mandatory dimension and should be populated for all portfolios. For the ‘Standardised’ Basel Approach, the credit rating should be populated as 'Past Due' or 'Not Past Due', when 'Standardised-No Internal Rating' credit rating scale name is selected.
Arrears Band by 3MIA is only relevant for ‘Standardised’ Basel Approach and is an optional field. Arrears bands greater than or equal to 3 months is equivalent to ‘Past Due’ and arrears bands up-to-date and less than 3 months is equivalent to ‘Not Past Due’.
LTV Band is only applicable for Asset Classes ‘CRE Investment’ and ‘CRE Development’. It could be Indexed LTV or current LTV based on mark-to-market (valuation within last 3 years).
A wholesale portfolio is composed of a number of loans which may have different economic features and bear distinct risks and rewards. Some of these loans can be secured on collateral, some are unsecured. For example, a CRE portfolio is normally almost 100% secured while a portfolio made up of loans to large investment grade borrowers is typically unsecured. Other portfolios, normally sit in in the middle with some loans fully secured and others with no security. By collecting information on collateral and security, we wish to be able to treat differently the safest loans (first lien senior secured) from the riskiest ones (subordinated unsecured) for LGD purposes. The percentage exposure should be calculated based on EAD. If the EAD split is not possible, then Drawn Balance can be used. Guaranteed exposures are not considered secured, unless they are collateralised.
For example, if a loan is partially secured (e.g. 50%), then 50% should go to ‘Percentage Senior Secured Exposure’ and the remaining 50% should go to ‘Percentage Senior Unsecured & Subordinated Secured Exposure’. Sum of the Percentage Senior Secured Exposure, Percentage Senior Unsecured and Subordinated Secured Exposure and Percentage Subordinated Unsecured Exposure should always be 100%. If no information is available regarding portfolio collateralisation, the firm should populate 100% in the Percentage Subordinated Unsecured Exposure column.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfbqLva7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfbqL_a7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfbqMPa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfcQkPa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfcQkfa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="sector" fdsf_0:reference="_dfcQkva7EeOoJtie9fOOnA" name="Sector" type="fdsf:Sector"/>
<xsd:element ecore:name="creditRatingScheme" fdsf_0:reference="_dfcQk_a7EeOoJtie9fOOnA" name="CreditRatingScheme" type="fdsf:CreditRatingScheme"/>
<xsd:element ecore:name="arrearsBandBy3MIA" fdsf_0:reference="_dfcQlPa7EeOoJtie9fOOnA" name="ArrearsBandBy3MIA" type="fdsf:ArrearsBandBy3MIA"/>
<xsd:element ecore:name="lTVBand" fdsf_0:reference="_dfcQlfa7EeOoJtie9fOOnA" name="LTVBand" type="fdsf:LTVBand"/>
<xsd:element ecore:name="interestCoverRatio" fdsf_0:reference="_dfcQlva7EeOoJtie9fOOnA" name="InterestCoverRatio" type="fdsf:InterestCoverRatio"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfcQl_a7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
<xsd:element ecore:name="rWA1" fdsf_0:reference="_dfcQmPa7EeOoJtie9fOOnA" name="RWA1" type="fdsf:RWA1"/>
<xsd:element ecore:name="eAD" fdsf_0:reference="_dfcQmfa7EeOoJtie9fOOnA" name="EAD" type="fdsf:EAD"/>
<xsd:element ecore:name="exposureForRWA" fdsf_0:reference="_dfcQmva7EeOoJtie9fOOnA" name="ExposureForRWA" type="fdsf:ExposureForRWA"/>
<xsd:element ecore:name="eADWeightedPD" fdsf_0:reference="_dfcQm_a7EeOoJtie9fOOnA" name="EADWeightedPD" type="fdsf:EADWeightedPD"/>
<xsd:element ecore:name="eADWeightedPITPD" fdsf_0:reference="_dfcQnPa7EeOoJtie9fOOnA" name="EADWeightedPITPD" type="fdsf:EADWeightedPITPD"/>
<xsd:element ecore:name="eADWeightedLGD" fdsf_0:reference="_dfcQnfa7EeOoJtie9fOOnA" name="EADWeightedLGD" type="fdsf:EADWeightedLGD"/>
<xsd:element ecore:name="expectedLoss" fdsf_0:reference="_dfcQnva7EeOoJtie9fOOnA" name="ExpectedLoss" type="fdsf:ExpectedLoss"/>
<xsd:element ecore:name="percentageSeniorSecuredExposure" fdsf_0:reference="_dfcQn_a7EeOoJtie9fOOnA" name="PercentageSeniorSecuredExposure" type="fdsf:PercentageSeniorSecuredExposure"/>
<xsd:element ecore:name="percentageSeniorUnsecuredAndSubordinatedSecuredExposure" fdsf_0:reference="_dfcQoPa7EeOoJtie9fOOnA" name="PercentageSeniorUnsecuredAndSubordinatedSecuredExposure" type="fdsf:PercentageSeniorUnsecuredAndSubordinatedSecuredExposure"/>
<xsd:element ecore:name="percentageSubordinatedUnsecuredExposure" fdsf_0:reference="_dfcQofa7EeOoJtie9fOOnA" name="PercentageSubordinatedUnsecuredExposure" type="fdsf:PercentageSubordinatedUnsecuredExposure"/>
<xsd:element ecore:name="numberOfObligors" fdsf_0:reference="_dfcQova7EeOoJtie9fOOnA" name="NumberOfObligors" type="fdsf:NumberOfObligors"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfcQo_a7EeOoJtie9fOOnA" name="RiskMeasuresByPortfolio">
<xsd:annotation>
<xsd:documentation>This is a projection of the firm’s RWAs, ELs, Impairment Charge, EAD, Loss at Write Off and Drawn Balance by Portfolio for base and stress case scenarios for Credit Risk portfolios.
The portfolio sub element ‘Security’ is an optional field that is used to identify any secured portfolios (Retail Excl Mortgage) backed using collateral, e.g. asset finance.
The Impairment Charge measure in this context for Retail/Wholesale credit risk refer to the forecast of P&L impairment charge under base and stress scenario irrespective of how this is calculated i.e. this is the projected loss that is forecasted whether impairment methodology or an Expected Loss methodology is used to calculate write offs.
The ‘Expected Loss’ column is for forecasted Basel regulatory expected loss as estimated for exposure where capital requirements are calculated under the IRB approach. For Standardised exposure, Expected Loss should not be reported.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="riskType" fdsf_0:reference="_dfcQpPa7EeOoJtie9fOOnA" name="RiskType" type="fdsf:RiskType"/>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfcQpfa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfcQpva7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfcQp_a7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="geographyOfExposure" fdsf_0:reference="_dfcQqPa7EeOoJtie9fOOnA" name="GeographyOfExposure" type="fdsf:GeographyOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfcQqfa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfcQqva7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfcQq_a7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="security" fdsf_0:reference="_dfcQrPa7EeOoJtie9fOOnA" name="Security" type="fdsf:Security"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfcQrfa7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfcQrva7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="impairmentCharge" fdsf_0:reference="_dfcQr_a7EeOoJtie9fOOnA" name="ImpairmentCharge" type="fdsf:ImpairmentCharge"/>
<xsd:element ecore:name="lossAtWriteOff" fdsf_0:reference="_dfcQsPa7EeOoJtie9fOOnA" name="LossAtWriteOff" type="fdsf:LossAtWriteOff"/>
<xsd:element ecore:name="rWA1" fdsf_0:reference="_dfcQsfa7EeOoJtie9fOOnA" name="RWA1" type="fdsf:RWA1"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfcQsva7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
<xsd:element ecore:name="eAD" fdsf_0:reference="_dfcQs_a7EeOoJtie9fOOnA" name="EAD" type="fdsf:EAD"/>
<xsd:element ecore:name="expectedLoss" fdsf_0:reference="_dfcQtPa7EeOoJtie9fOOnA" name="ExpectedLoss" type="fdsf:ExpectedLoss"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGFPa7EeOoJtie9fOOnA" name="RiskType">
<xsd:annotation>
<xsd:documentation>A categorisation of risk as enumerated by the referenced domain.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:RiskTypes"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkDrPfa7EeOoJtie9fOOnA" name="RiskTypes">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="RetailMortgageCreditRisk" fdsf_0:reference="_dkDrPva7EeOoJtie9fOOnA" value="Retail Mortgage Credit Risk">
<xsd:annotation>
<xsd:documentation>Retail Exposures, as defined by BIPRU, secured by residential real estate.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="RetailExclMortgageCreditRisk" fdsf_0:reference="_dkDrP_a7EeOoJtie9fOOnA" value="Retail Excl Mortgage Credit Risk">
<xsd:annotation>
<xsd:documentation>Retail Exposures, as defined by BIPRU that are not Retail Secured Credits.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CorporateSovereignAndFinancialInstitutionCreditRisk" fdsf_0:reference="_dkDrQPa7EeOoJtie9fOOnA" value="Corporate, Sovereign and Financial Institution Credit Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="OperationalRisk" fdsf_0:reference="_dkDrQfa7EeOoJtie9fOOnA" value="Operational Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CounterpartyCreditRisk" fdsf_0:reference="_dkDrQva7EeOoJtie9fOOnA" value="Counterparty Credit Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="InsuranceRisk" fdsf_0:reference="_dkDrQ_a7EeOoJtie9fOOnA" value="Insurance Risk">
<xsd:annotation>
<xsd:documentation>Not applicable for the Projections template </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="PensionsRisk" fdsf_0:reference="_dkDrRPa7EeOoJtie9fOOnA" value="Pensions Risk">
<xsd:annotation>
<xsd:documentation>Not applicable for the Projections template </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="StructuredFinanceRisk" fdsf_0:reference="_dkDrRfa7EeOoJtie9fOOnA" value="Structured Finance Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="ALMAndLiquidityRisk" fdsf_0:reference="_dkDrRva7EeOoJtie9fOOnA" value="ALM and Liquidity Risk">
<xsd:annotation>
<xsd:documentation>Not applicable for the Projections template </xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="MarketRisk" fdsf_0:reference="_dkDrR_a7EeOoJtie9fOOnA" value="Market Risk">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkDrSPa7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="CapitalAndOther" fdsf_0:reference="_dkDrSfa7EeOoJtie9fOOnA" value="Capital and Other">
<xsd:annotation>
<xsd:documentation>One of the projection templates</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="BalanceSheetProfitAndLoss" fdsf_0:reference="_dkDrSva7EeOoJtie9fOOnA" value="Balance Sheet, Profit and Loss">
<xsd:annotation>
<xsd:documentation>One of the projection templates</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfIfa7EeOoJtie9fOOnA" name="RPIInflationFundingBasis">
<xsd:annotation>
<xsd:documentation>The assumed rate of future inflation (measured according to the Retail Price Index (RPI)) used to calculate figures for Liability values on the “Pensions - Liability (Funding)” tab. If the trustees use an inflation yield curve approach, please estimate a single representative rate.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfIva7EeOoJtie9fOOnA" name="RPIInflationIASBasis">
<xsd:annotation>
<xsd:documentation>The assumed rate of future inflation (measured according to the Retail Price Index (RPI)) used to calculate figures for Liability values on the “Pensions - Liability (IAS)” tab.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcQtfa7EeOoJtie9fOOnA" name="RWA">
<xsd:annotation>
<xsd:documentation>This context captures a series of risk measures per portfolio.
The measures are to be populated for each Credit Rating defined within the context of a Basel Approach. Firms can use internal credit ratings as long as it has been mapped to a PD range.
For Retail Credit, only two Basel Approaches are relevant i.e. “IRB Approach” and “Standardised”.
For the Standardised Approach, EL, EAD, PD, and LGD measures are not applicable.
Credit Rating is a mandatory dimension and should be populated for all portfolios. For the ‘Standardised’ Basel Approach, the credit rating should be populated as 'Past Due' or 'Not Past Due', when 'Standardised-No Internal Rating' credit rating scale name is selected.
RWA is a mandatory measure and should always be greater than 0. RWA related to non-credit obligations should be a reconciling item in the control records template and should not be populated in this context.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfcQtva7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfcQt_a7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfcQuPa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfcQufa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfcQuva7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfcQu_a7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfcQvPa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="security" fdsf_0:reference="_dfcQvfa7EeOoJtie9fOOnA" name="Security" type="fdsf:Security"/>
<xsd:element ecore:name="creditRatingScheme" fdsf_0:reference="_dfcQvva7EeOoJtie9fOOnA" name="CreditRatingScheme" type="fdsf:CreditRatingScheme"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfcQv_a7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
<xsd:element ecore:name="rWA1" fdsf_0:reference="_dfcQwPa7EeOoJtie9fOOnA" name="RWA1" type="fdsf:RWA1"/>
<xsd:element ecore:name="eAD" fdsf_0:reference="_dfcQwfa7EeOoJtie9fOOnA" name="EAD" type="fdsf:EAD"/>
<xsd:element ecore:name="eADWeightedPD" fdsf_0:reference="_dfcQwva7EeOoJtie9fOOnA" name="EADWeightedPD" type="fdsf:EADWeightedPD"/>
<xsd:element ecore:name="eADWeightedLGD" fdsf_0:reference="_dfcQw_a7EeOoJtie9fOOnA" name="EADWeightedLGD" type="fdsf:EADWeightedLGD"/>
<xsd:element ecore:name="expectedLoss" fdsf_0:reference="_dfcQxPa7EeOoJtie9fOOnA" name="ExpectedLoss" type="fdsf:ExpectedLoss"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfI_a7EeOoJtie9fOOnA" name="RWA1">
<xsd:annotation>
<xsd:documentation>Risk Weighted Exposure Amount as defined by BIPRU.For securitised positions, Risk weighted exposure amount is as per the capital calculation methodology. This has a minimum of zero and a maximum of 12.5 times the Regulatory Carry Value. If a firm has deducted the asset from capital, this field should be entered as 12.5 times the capital deduction. If the asset is a hedge (short) on the trading book as described in BIPRU 7.11.13R - 7.11.16R, the relevant reduction in risk weighted exposure should be applied and annotated accordingly in comments, clearly defining which of the three hedging treatments is being claimed.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcQxfa7EeOoJtie9fOOnA" name="SalePeriod">
<xsd:sequence>
<xsd:element ecore:name="quarter" fdsf_0:reference="_dfcQxva7EeOoJtie9fOOnA" name="Quarter" type="fdsf:Quarter"/>
<xsd:element ecore:name="year" fdsf_0:reference="_dfcQx_a7EeOoJtie9fOOnA" name="Year" type="fdsf:Year"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfcQyPa7EeOoJtie9fOOnA" name="Sales">
<xsd:annotation>
<xsd:documentation>For the repossessions in a given period (i.e. re-possession period), this context captures the 'Number of Sales', 'Total Market Valuation of Sold Properties' and the 'Total Realised Value' for each sale period. After the initial submission, all future quarter-end submissions need to reflect any new sales in the quarter.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfcQyfa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfcQyva7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfcQy_a7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfcQzPa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfcQzfa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfcQzva7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfcQz_a7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="repossessionPeriod" fdsf_0:reference="_dfcQ0Pa7EeOoJtie9fOOnA" name="RepossessionPeriod" type="fdsf:RepossessionPeriod"/>
<xsd:element ecore:name="salePeriod" fdsf_0:reference="_dfcQ0fa7EeOoJtie9fOOnA" name="SalePeriod" type="fdsf:SalePeriod"/>
<xsd:element ecore:name="numberOfPropertySales" fdsf_0:reference="_dfcQ0va7EeOoJtie9fOOnA" name="NumberOfPropertySales" type="fdsf:NumberOfPropertySales"/>
<xsd:element ecore:name="totalMarketValuationOfSoldProperties" fdsf_0:reference="_dfcQ0_a7EeOoJtie9fOOnA" name="TotalMarketValuationOfSoldProperties" type="fdsf:TotalMarketValuationOfSoldProperties"/>
<xsd:element ecore:name="totalRealisedSaleValue" fdsf_0:reference="_dfcQ1Pa7EeOoJtie9fOOnA" name="TotalRealisedSaleValue" type="fdsf:TotalRealisedSaleValue"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGFva7EeOoJtie9fOOnA" name="Scenario">
<xsd:annotation>
<xsd:documentation>This states whether the scenario is Base or Anchor</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfKPa7EeOoJtie9fOOnA" name="ScheduledPayment">
<xsd:annotation>
<xsd:documentation>Scheduled (contractual) principal amortisation during the month.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGF_a7EeOoJtie9fOOnA" name="Sector">
<xsd:annotation>
<xsd:documentation>Defined by the Sector headings from the UK 2007 SIC.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:SectorSICCode"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkDrS_a7EeOoJtie9fOOnA" name="SectorSICCode">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration fdsf_0:reference="_dkER4Pa7EeOoJtie9fOOnA" value="A">
<xsd:annotation>
<xsd:documentation>AGRICULTURE, FORESTRY AND FISHING</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER4fa7EeOoJtie9fOOnA" value="B">
<xsd:annotation>
<xsd:documentation>MINING AND QUARRYING</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER4va7EeOoJtie9fOOnA" value="C">
<xsd:annotation>
<xsd:documentation>MANUFACTURING</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER4_a7EeOoJtie9fOOnA" value="D">
<xsd:annotation>
<xsd:documentation>ELECTRICITY, GAS, STEAM AND AIR CONDITIONING SUPPLY</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER5Pa7EeOoJtie9fOOnA" value="E">
<xsd:annotation>
<xsd:documentation>WATER SUPPLY; SEWERAGE, WASTE MANAGEMENT AND REMEDIATION ACTIVITIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER5fa7EeOoJtie9fOOnA" value="F">
<xsd:annotation>
<xsd:documentation>CONSTRUCTION</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER5va7EeOoJtie9fOOnA" value="G">
<xsd:annotation>
<xsd:documentation>WHOLESALE AND RETAIL TRADE; REPAIR OF MOTOR VEHICLES AND MOTORCYCLES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER5_a7EeOoJtie9fOOnA" value="H">
<xsd:annotation>
<xsd:documentation>TRANSPORTATION AND STORAGE</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER6Pa7EeOoJtie9fOOnA" value="I">
<xsd:annotation>
<xsd:documentation>ACCOMMODATION AND FOOD SERVICE ACTIVITIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER6fa7EeOoJtie9fOOnA" value="J">
<xsd:annotation>
<xsd:documentation>INFORMATION AND COMMUNICATION</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER6va7EeOoJtie9fOOnA" value="K">
<xsd:annotation>
<xsd:documentation>FINANCIAL AND INSURANCE ACTIVITIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_64" fdsf_0:reference="_dkER6_a7EeOoJtie9fOOnA" value="64">
<xsd:annotation>
<xsd:documentation>FINANCIAL SERVICE ACTIVITIES, EXCEPT INSURANCE AND PENSION FUNDING</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_65" fdsf_0:reference="_dkER7Pa7EeOoJtie9fOOnA" value="65">
<xsd:annotation>
<xsd:documentation>INSURANCE, REINSURANCE AND PENSION FUNDING, EXCEPT COMPULSORY SOCIAL SECURITY</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER7fa7EeOoJtie9fOOnA" value="L">
<xsd:annotation>
<xsd:documentation>REAL ESTATE ACTIVITIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER7va7EeOoJtie9fOOnA" value="M">
<xsd:annotation>
<xsd:documentation>PROFESSIONAL, SCIENTIFIC AND TECHNICAL ACTIVITIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER7_a7EeOoJtie9fOOnA" value="N">
<xsd:annotation>
<xsd:documentation>ADMINISTRATIVE AND SUPPORT SERVICE ACTIVITIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER8Pa7EeOoJtie9fOOnA" value="O">
<xsd:annotation>
<xsd:documentation>PUBLIC ADMINISTRATION AND DEFENCE; COMPULSORY SOCIAL SECURITY</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER8fa7EeOoJtie9fOOnA" value="P">
<xsd:annotation>
<xsd:documentation>EDUCATION</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER8va7EeOoJtie9fOOnA" value="Q">
<xsd:annotation>
<xsd:documentation>HUMAN HEALTH AND SOCIAL WORK ACTIVITIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER8_a7EeOoJtie9fOOnA" value="R">
<xsd:annotation>
<xsd:documentation>ARTS, ENTERTAINMENT AND RECREATION</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER9Pa7EeOoJtie9fOOnA" value="S">
<xsd:annotation>
<xsd:documentation>OTHER SERVICE ACTIVITIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER9fa7EeOoJtie9fOOnA" value="T">
<xsd:annotation>
<xsd:documentation>ACTIVITIES OF HOUSEHOLDS AS EMPLOYERS; UNDIFFERENTIATED GOODS-AND SERVICES-PRODUCING ACTIVITIES OF HOUSEHOLDS FOR OWN USE</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER9va7EeOoJtie9fOOnA" value="U">
<xsd:annotation>
<xsd:documentation>ACTIVITIES OF EXTRATERRITORIAL ORGANISATIONS AND BODIES</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkER9_a7EeOoJtie9fOOnA" name="Securities">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="RealEstate" fdsf_0:reference="_dkER-Pa7EeOoJtie9fOOnA" value="Real-Estate">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER-fa7EeOoJtie9fOOnA" value="Auto">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER-va7EeOoJtie9fOOnA" value="Marine">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="GuaranteeInsurance" fdsf_0:reference="_dkER-_a7EeOoJtie9fOOnA" value="Guarantee/Insurance">
<xsd:annotation>
<xsd:documentation>These are not a form of collateral; however, it is used to capture loan portfolios that have been guaranteed without any associated collateral or when the bank has taken insurance against loan default.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkER_Pa7EeOoJtie9fOOnA" value="Other">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcQ1fa7EeOoJtie9fOOnA" name="SecuritisationPositions">
<xsd:annotation>
<xsd:documentation>This context captures securitised positions defined as traditional and synthetic securitisations held in either of the non-trading and trading books.
Self-issued and retained securitisations created purely for liquidity where regulatory capital is held against the underlying assets should not be included in this template nor should agency bonds (i.e. a bond issued or guaranteed by a US Government related agency), unstructured loans, correlation trading portfolios, or securitisation submitted by repo counterparties as collateral for short-term borrowing where the real exposure of the firm is to the borrower/counterparty. Interest rate swaps (fixed / floating balance- guaranteed swaps) and cross-currency swaps are also excluded from the data collection.
Details should be provided on ABCP, but not on CP held which is issued by corporates or financials. Details are to be provided on derivatives and liquidity facilities which assume exposure to securitisations, but not on derivatives which provide market risk hedges to securitisations (i.e. details should be provided on TRS of ABS bonds, but not on fixed/floating balance-guaranteed swaps linked to a RMBS transaction).
Wrapped protection, where applicable, should also be provided. If the wrap/protection/insurance/guarantee can be disaggregated from the bond, then it should be entered as a separate line item with a note in comments clearly clarifying the relationship between bond and wrap/protection/insurance/guarantee. If the wrap/protection/insurance/guarantee cannot be disaggregated from the bond, then the composite information should be entered as one line item with a note in comments providing as much detail as possible in terms of the data fields captured (e.g. RWA are reduced by £x due to the guarantee by y on z% of losses attributed to this bond).
Own originated securitisations are only capitalised under BIPRU 9, if they have achieved Significant Risk Transfer, If this is the case, the retained tranches will be entered on the Securitised position tab and all tranches will be entered on the Significant Risk Transfer tab. Should the own originated securitisation have not achieved Significant Risk Transfer, then it will capitalised in line with the underlying asset class and not be part of the Securitised Positions data submission.
‘Book Value as percentage of Current Notional’ is only to be completed if 'Accounting Designation' is selected as 'AFS', 'Held-to-Maturity' or 'Loans & Receivables'.
Impairment provisions should be provided if a specific asset has had a provision taken against it. The cumulative impairment should be provided. It is only relevant if 'Accounting Designation' is selected as 'AFS', 'Held-to-Maturity' or 'Loans & Receivables'.
Any comments on specific line items should be added to the "comments tab and cross referenced using the Unique Id.
Where there is reference to ‘Current’ values (e.g. Current Fitch rating), it is as of the cut-off date of the submission</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="uniqueID" fdsf_0:reference="_dfcQ1va7EeOoJtie9fOOnA" name="UniqueID" type="fdsf:UniqueID"/>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfcQ1_a7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfcQ2Pa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfcQ2fa7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfOriginOfUnderlyings" fdsf_0:reference="_dfcQ2va7EeOoJtie9fOOnA" name="CountryOfOriginOfUnderlyings" type="fdsf:CountryOfOriginOfUnderlyings"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfcQ2_a7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfcQ3Pa7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="subProductType" fdsf_0:reference="_dfcQ3fa7EeOoJtie9fOOnA" name="SubProductType" type="fdsf:SubProductType"/>
<xsd:element ecore:name="iSINCode" fdsf_0:reference="_dfcQ3va7EeOoJtie9fOOnA" name="ISINCode" type="fdsf:ISINCode"/>
<xsd:element ecore:name="descriptionOfInstrument" fdsf_0:reference="_dfcQ3_a7EeOoJtie9fOOnA" name="DescriptionOfInstrument" type="fdsf:DescriptionOfInstrument"/>
<xsd:element ecore:name="bookType" fdsf_0:reference="_dfcQ4Pa7EeOoJtie9fOOnA" name="BookType" type="fdsf:BookType"/>
<xsd:element ecore:name="currencyOfInstrument" fdsf_0:reference="_dfcQ4fa7EeOoJtie9fOOnA" name="CurrencyOfInstrument" type="fdsf:CurrencyOfInstrument"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfcQ4va7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="resecuritisation" fdsf_0:reference="_dfcQ4_a7EeOoJtie9fOOnA" name="Resecuritisation" type="fdsf:Resecuritisation"/>
<xsd:element ecore:name="currentNotional" fdsf_0:reference="_dfcQ5Pa7EeOoJtie9fOOnA" name="CurrentNotional" type="fdsf:CurrentNotional"/>
<xsd:element ecore:name="accountingCarryValue" fdsf_0:reference="_dfcQ5fa7EeOoJtie9fOOnA" name="AccountingCarryValue" type="fdsf:AccountingCarryValue"/>
<xsd:element ecore:name="regulatoryCarryValue" fdsf_0:reference="_dfcQ5va7EeOoJtie9fOOnA" name="RegulatoryCarryValue" type="fdsf:RegulatoryCarryValue"/>
<xsd:element ecore:name="cleanMarketValue" fdsf_0:reference="_dfcQ5_a7EeOoJtie9fOOnA" name="CleanMarketValue" type="fdsf:CleanMarketValue"/>
<xsd:element ecore:name="accountingDesignation" fdsf_0:reference="_dfcQ6Pa7EeOoJtie9fOOnA" name="AccountingDesignation" type="fdsf:AccountingDesignation"/>
<xsd:element ecore:name="bookValueAsPercentageOfCurrentNotional" fdsf_0:reference="_dfcQ6fa7EeOoJtie9fOOnA" name="BookValueAsPercentageOfCurrentNotional" type="fdsf:BookValueAsPercentageOfCurrentNotional"/>
<xsd:element ecore:name="impairmentProvision" fdsf_0:reference="_dfcQ6va7EeOoJtie9fOOnA" name="ImpairmentProvision" type="fdsf:ImpairmentProvision"/>
<xsd:element ecore:name="aFSReserveBalance" fdsf_0:reference="_dfcQ6_a7EeOoJtie9fOOnA" name="AFSReserveBalance" type="fdsf:AFSReserveBalance"/>
<xsd:element ecore:name="capitalRequirementCalculationApproach" fdsf_0:reference="_dfcQ7Pa7EeOoJtie9fOOnA" name="CapitalRequirementCalculationApproach" type="fdsf:CapitalRequirementCalculationApproach"/>
<xsd:element ecore:name="iRBRWACategory" fdsf_0:reference="_dfcQ7fa7EeOoJtie9fOOnA" name="IRBRWACategory" type="fdsf:IRBRWACategory"/>
<xsd:element ecore:name="rWA1" fdsf_0:reference="_dfcQ7va7EeOoJtie9fOOnA" name="RWA1" type="fdsf:RWA1"/>
<xsd:element ecore:name="positionDeductedFromCapital" fdsf_0:reference="_dfcQ7_a7EeOoJtie9fOOnA" name="PositionDeductedFromCapital" type="fdsf:PositionDeductedFromCapital"/>
<xsd:element ecore:name="currentMoodySRating" fdsf_0:reference="_dfcQ8Pa7EeOoJtie9fOOnA" name="CurrentMoodySRating" type="fdsf:CurrentMoodySRating"/>
<xsd:element ecore:name="currentSAndPRating" fdsf_0:reference="_dfcQ8fa7EeOoJtie9fOOnA" name="CurrentSAndPRating" type="fdsf:CurrentSAndPRating"/>
<xsd:element ecore:name="currentFitchRating" fdsf_0:reference="_dfcQ8va7EeOoJtie9fOOnA" name="CurrentFitchRating" type="fdsf:CurrentFitchRating"/>
<xsd:element ecore:name="currentDBRSRating" fdsf_0:reference="_dfcQ8_a7EeOoJtie9fOOnA" name="CurrentDBRSRating" type="fdsf:CurrentDBRSRating"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGGPa7EeOoJtie9fOOnA" name="SecuritisedAssetClass">
<xsd:annotation>
<xsd:documentation>The asset type(s) of the reference portfolio of the transaction. If the reference portfolio contains mixed asset types, this should be declared and any significant concentrations disclosed.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGGfa7EeOoJtie9fOOnA" name="Security">
<xsd:annotation>
<xsd:documentation>The collateral the loan is backed by, e.g. asset finance </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:Securities"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcQ9Pa7EeOoJtie9fOOnA" name="SignificantRiskTransfer">
<xsd:annotation>
<xsd:documentation>This template captures each tranche from each transaction which has qualified for Significant Risk Transfer (SRT). However, if a firm has sold all of a given tranche, please enter zero in the fields:
Firm’s Exposure to Tranche, Firm’s Risk Weighted Exposure to Tranche, and Firm’s Capital Deduction Relating to Tranche.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="tranche" fdsf_0:reference="_dfcQ9fa7EeOoJtie9fOOnA" name="Tranche" type="fdsf:Tranche"/>
<xsd:element ecore:name="securitisedAssetClass" fdsf_0:reference="_dfcQ9va7EeOoJtie9fOOnA" name="SecuritisedAssetClass" type="fdsf:SecuritisedAssetClass"/>
<xsd:element ecore:name="currencyOfTrancheOriginated" fdsf_0:reference="_dfcQ9_a7EeOoJtie9fOOnA" name="CurrencyOfTrancheOriginated" type="fdsf:CurrencyOfTrancheOriginated"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfcQ-Pa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="countryOfOriginOfSecuritisedExposures" fdsf_0:reference="_dfcQ-fa7EeOoJtie9fOOnA" name="CountryOfOriginOfSecuritisedExposures" type="fdsf:CountryOfOriginOfSecuritisedExposures"/>
<xsd:element ecore:name="trancheCouponIndexAndPremium" fdsf_0:reference="_dfcQ-va7EeOoJtie9fOOnA" name="TrancheCouponIndexAndPremium" type="fdsf:TrancheCouponIndexAndPremium"/>
<xsd:element ecore:name="currentNotionalOfTrancheOriginated" fdsf_0:reference="_dfcQ-_a7EeOoJtie9fOOnA" name="CurrentNotionalOfTrancheOriginated" type="fdsf:CurrentNotionalOfTrancheOriginated"/>
<xsd:element ecore:name="preSecuritisationTotalReferencePortfolioExposure" fdsf_0:reference="_dfcQ_Pa7EeOoJtie9fOOnA" name="PreSecuritisationTotalReferencePortfolioExposure" type="fdsf:PreSecuritisationTotalReferencePortfolioExposure"/>
<xsd:element ecore:name="preSecuritisationTotalReferencePortfolioRiskWeightedExposure" fdsf_0:reference="_dfcQ_fa7EeOoJtie9fOOnA" name="PreSecuritisationTotalReferencePortfolioRiskWeightedExposure" type="fdsf:PreSecuritisationTotalReferencePortfolioRiskWeightedExposure"/>
<xsd:element ecore:name="totalReferencePortfolioUnderlyingEL" fdsf_0:reference="_dfcQ_va7EeOoJtie9fOOnA" name="TotalReferencePortfolioUnderlyingEL" type="fdsf:TotalReferencePortfolioUnderlyingEL"/>
<xsd:element ecore:name="totalReferencePortfolioUnderlyingUL" fdsf_0:reference="_dfcQ__a7EeOoJtie9fOOnA" name="TotalReferencePortfolioUnderlyingUL" type="fdsf:TotalReferencePortfolioUnderlyingUL"/>
<xsd:element ecore:name="currencyHaircutRelatingToDeal" fdsf_0:reference="_dfcRAPa7EeOoJtie9fOOnA" name="CurrencyHaircutRelatingToDeal" type="fdsf:CurrencyHaircutRelatingToDeal"/>
<xsd:element ecore:name="collateralHaircutRelatingToDeal" fdsf_0:reference="_dfcRAfa7EeOoJtie9fOOnA" name="CollateralHaircutRelatingToDeal" type="fdsf:CollateralHaircutRelatingToDeal"/>
<xsd:element ecore:name="firmSExposureToTranche" fdsf_0:reference="_dfcRAva7EeOoJtie9fOOnA" name="FirmSExposureToTranche" type="fdsf:FirmSExposureToTranche"/>
<xsd:element ecore:name="firmSRiskWeightedExposureToTranche" fdsf_0:reference="_dfcRA_a7EeOoJtie9fOOnA" name="FirmSRiskWeightedExposureToTranche" type="fdsf:FirmSRiskWeightedExposureToTranche"/>
<xsd:element ecore:name="firmSCapitalDeductionRelatingToTranche" fdsf_0:reference="_dfcRBPa7EeOoJtie9fOOnA" name="FirmSCapitalDeductionRelatingToTranche" type="fdsf:FirmSCapitalDeductionRelatingToTranche"/>
<xsd:element ecore:name="trancheCurrentMoodysRating" fdsf_0:reference="_dfcRBfa7EeOoJtie9fOOnA" name="TrancheCurrentMoodysRating" type="fdsf:TrancheCurrentMoodysRating"/>
<xsd:element ecore:name="trancheCurrentSAndPRating" fdsf_0:reference="_dfcRBva7EeOoJtie9fOOnA" name="TrancheCurrentSAndPRating" type="fdsf:TrancheCurrentSAndPRating"/>
<xsd:element ecore:name="trancheCurrentFitchRating" fdsf_0:reference="_dfcRB_a7EeOoJtie9fOOnA" name="TrancheCurrentFitchRating" type="fdsf:TrancheCurrentFitchRating"/>
<xsd:element ecore:name="trancheCurrentDBRSRating" fdsf_0:reference="_dfcRCPa7EeOoJtie9fOOnA" name="TrancheCurrentDBRSRating" type="fdsf:TrancheCurrentDBRSRating"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfKfa7EeOoJtie9fOOnA" name="StepUpFeatures">
<xsd:annotation>
<xsd:documentation>Detail any step-up features or incentive to redeem. If no step up features, ,please input 'None'</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcRCfa7EeOoJtie9fOOnA" name="StressCaseManagementActions">
<xsd:annotation>
<xsd:documentation>Stress Case Management actions are those actions that can be taken under a stress scenario over and above any BAU actions. It should not be embedded in the forecasts - i.e. these are actions that the firm could take under stress.
If the impact is P&L related i.e. (profit after tax) then the impact should be a Year on Year number. If it is a RWA or other capital resources/instruments impact, a cumulative number should be stated.
Management Actions can be at a consolidated level. Stress Case management actions context is mandatory.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="mgmtActionNo" fdsf_0:reference="_dfcRCva7EeOoJtie9fOOnA" name="MgmtActionNo" type="fdsf:MgmtActionNo"/>
<xsd:element ecore:name="mgmtActionDesc" fdsf_0:reference="_dfcRC_a7EeOoJtie9fOOnA" name="MgmtActionDesc" type="fdsf:MgmtActionDesc"/>
<xsd:element ecore:name="impactType" fdsf_0:reference="_dfcRDPa7EeOoJtie9fOOnA" name="ImpactType" type="fdsf:ImpactType"/>
<xsd:element ecore:name="impactedItem" fdsf_0:reference="_dfcRDfa7EeOoJtie9fOOnA" name="ImpactedItem" type="fdsf:ImpactedItem"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfcRDva7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfcRD_a7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="impactAmount" fdsf_0:reference="_dfcREPa7EeOoJtie9fOOnA" name="ImpactAmount" type="fdsf:ImpactAmount"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfKva7EeOoJtie9fOOnA" name="StressFactors">
<xsd:annotation>
<xsd:documentation>Liquidity stress factors applied to individual balance sheet and off balance sheet items (outflow/inflow) consistent with the PRA’s liquidity framework and latest liquidity assessment.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcREfa7EeOoJtie9fOOnA" name="StructuredFinance">
<xsd:annotation>
<xsd:documentation>This context captures the output of stress-testing of securitised positions and covered bonds. RWA, Expected Loss, Market Value Movements, Regulatory Carry Value and AFS Reserve Balance projections should be populated for each Unique ID, ISIN Code, Book Type, Asset Class and Reporting Currency per scenario and projection period. Figures entered in annual projections should be on a periodic basis rather than cumulative.
Trading and non-trading book positions should include Expected Loss (also referred to as Credit Loss or Stressed Impairments) and RWA information. Additionally, trading book positions, and non-trading book positions treated as AFS, should include Market Value Movements.
The Unique ID field is intended to map the projections to the line items in the quarterly historical data submission for Securitised Positions and Covered Bonds.
It should be noted that firms projections provided to the PRA for the purposes of stress testing should not include prepayment, divestment, or new investment unless specifically agreed beforehand. If any prepayment, divestment, or reinvestment is applied to firm projections then details of the vectors assumed should be provided in either the comments tab or in the unstructured data provided.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfcREva7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="uniqueID" fdsf_0:reference="_dfcRE_a7EeOoJtie9fOOnA" name="UniqueID" type="fdsf:UniqueID"/>
<xsd:element ecore:name="iSINCode" fdsf_0:reference="_dfcRFPa7EeOoJtie9fOOnA" name="ISINCode" type="fdsf:ISINCode"/>
<xsd:element ecore:name="bookType" fdsf_0:reference="_dfcRFfa7EeOoJtie9fOOnA" name="BookType" type="fdsf:BookType"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfcRFva7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="scenario" fdsf_0:reference="_dfcRF_a7EeOoJtie9fOOnA" name="Scenario" type="fdsf:Scenario"/>
<xsd:element ecore:name="projectionPeriodYear" fdsf_0:reference="_dfcRGPa7EeOoJtie9fOOnA" name="ProjectionPeriodYear" type="fdsf:ProjectionPeriodYear"/>
<xsd:element ecore:name="rWA1" fdsf_0:reference="_dfcRGfa7EeOoJtie9fOOnA" name="RWA1" type="fdsf:RWA1"/>
<xsd:element ecore:name="expectedLoss" fdsf_0:reference="_dfcRGva7EeOoJtie9fOOnA" name="ExpectedLoss" type="fdsf:ExpectedLoss"/>
<xsd:element ecore:name="marketValueMovements" fdsf_0:reference="_dfcRG_a7EeOoJtie9fOOnA" name="MarketValueMovements" type="fdsf:MarketValueMovements"/>
<xsd:element ecore:name="regulatoryCarryValue" fdsf_0:reference="_dfcRHPa7EeOoJtie9fOOnA" name="RegulatoryCarryValue" type="fdsf:RegulatoryCarryValue"/>
<xsd:element ecore:name="aFSReserveBalance" fdsf_0:reference="_dfcRHfa7EeOoJtie9fOOnA" name="AFSReserveBalance" type="fdsf:AFSReserveBalance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfcRHva7EeOoJtie9fOOnA" name="StructuredFinanceRisk">
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfcRH_a7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="securitisationPositions" fdsf_0:reference="_dfcRIPa7EeOoJtie9fOOnA" name="SecuritisationPositions" type="fdsf:SecuritisationPositions"/>
<xsd:element ecore:name="coveredBonds" fdsf_0:reference="_dfcRIfa7EeOoJtie9fOOnA" name="CoveredBonds" type="fdsf:CoveredBonds"/>
<xsd:element ecore:name="significantRiskTransfer" fdsf_0:reference="_dfcRIva7EeOoJtie9fOOnA" name="SignificantRiskTransfer" type="fdsf:SignificantRiskTransfer"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfcRI_a7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGG_a7EeOoJtie9fOOnA" name="SubBusinessUnit">
<xsd:annotation>
<xsd:documentation>Further sub-division of a business unit provided by a firm. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:SubBusinessUnitsFirmDefined"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkER_fa7EeOoJtie9fOOnA" name="SubBusinessUnitsFirmDefined">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcRJPa7EeOoJtie9fOOnA" name="SubmissionHeader">
<xsd:annotation>
<xsd:documentation>Every data request has a Submission Header. This Submission Header contains common information used to classify the data contained in the overall data request. Initially this data will be completed in advance by the PRA when data requests are distributed to a Firm. When a Firm moves to quarterly submissions it will be the Firm’s responsibility to ensure this is correctly populated.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="riskType" fdsf_0:reference="_dfcRJfa7EeOoJtie9fOOnA" name="RiskType" type="fdsf:RiskType"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGHva7EeOoJtie9fOOnA" name="SubProductType">
<xsd:annotation>
<xsd:documentation>Further sub-division of a product type. For example, in securitised positions this might refer to Prime RMBS, Non-Conforming RMBS, BTL RMBS etc.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfK_a7EeOoJtie9fOOnA" name="SwapRate">
<xsd:annotation>
<xsd:documentation>Fixed rate on the swap paying a 3M floating rate (specified in the 'Libor Swap curve' data item)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGH_a7EeOoJtie9fOOnA" name="TaxTreatment">
<xsd:annotation>
<xsd:documentation>An indication of whether a Regulatory Balance Sheet Amount is before tax or after tax</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:TaxTreatment1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkESQva7EeOoJtie9fOOnA" name="TaxTreatment1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="BeforeTax" fdsf_0:reference="_dkESQ_a7EeOoJtie9fOOnA" value="Before Tax">
<xsd:annotation>
<xsd:documentation>Figures are shown gross of tax</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="AfterTax" fdsf_0:reference="_dkESRPa7EeOoJtie9fOOnA" value="After Tax">
<xsd:annotation>
<xsd:documentation>Figures are shown net of tax. If you are showing figures net of a tax adjustment please confirm the tax rate in the unstructured data request.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGIPa7EeOoJtie9fOOnA" name="TermInterestRate">
<xsd:annotation>
<xsd:documentation>Term/tenor of the interest rate on the yield curve. Note that terms 2m, 4m, 5m, 7m, 8m, 10m and 11m are optional, the rest of the yield curve is mandatory.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:TermsInterestRate"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkESRfa7EeOoJtie9fOOnA" name="TermsInterestRate">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_1m" fdsf_0:reference="_dkESRva7EeOoJtie9fOOnA" value="1m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2m" fdsf_0:reference="_dkESR_a7EeOoJtie9fOOnA" value="2m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3m" fdsf_0:reference="_dkE48Pa7EeOoJtie9fOOnA" value="3m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_4m" fdsf_0:reference="_dkE48fa7EeOoJtie9fOOnA" value="4m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5m" fdsf_0:reference="_dkE48va7EeOoJtie9fOOnA" value="5m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6m" fdsf_0:reference="_dkE48_a7EeOoJtie9fOOnA" value="6m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_7m" fdsf_0:reference="_dkE49Pa7EeOoJtie9fOOnA" value="7m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_8m" fdsf_0:reference="_dkE49fa7EeOoJtie9fOOnA" value="8m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_9m" fdsf_0:reference="_dkE49va7EeOoJtie9fOOnA" value="9m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_10m" fdsf_0:reference="_dkE49_a7EeOoJtie9fOOnA" value="10m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_11m" fdsf_0:reference="_dkE4-Pa7EeOoJtie9fOOnA" value="11m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_12m" fdsf_0:reference="_dkE4-fa7EeOoJtie9fOOnA" value="12m">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2y" fdsf_0:reference="_dkE4-va7EeOoJtie9fOOnA" value="2y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_3y" fdsf_0:reference="_dkE4-_a7EeOoJtie9fOOnA" value="3y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_4y" fdsf_0:reference="_dkE4_Pa7EeOoJtie9fOOnA" value="4y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_5y" fdsf_0:reference="_dkE4_fa7EeOoJtie9fOOnA" value="5y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_6y" fdsf_0:reference="_dkE4_va7EeOoJtie9fOOnA" value="6y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_7y" fdsf_0:reference="_dkE4__a7EeOoJtie9fOOnA" value="7y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_8y" fdsf_0:reference="_dkE5APa7EeOoJtie9fOOnA" value="8y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_9y" fdsf_0:reference="_dkE5Afa7EeOoJtie9fOOnA" value="9y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_10y" fdsf_0:reference="_dkE5Ava7EeOoJtie9fOOnA" value="10y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_15y" fdsf_0:reference="_dkE5A_a7EeOoJtie9fOOnA" value="15y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_20y" fdsf_0:reference="_dkE5BPa7EeOoJtie9fOOnA" value="20y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_30y" fdsf_0:reference="_dkE5Bfa7EeOoJtie9fOOnA" value="30y">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcRJva7EeOoJtie9fOOnA" name="TopOperationalRisks">
<xsd:annotation>
<xsd:documentation>This worksheet is intended to capture the firm’s top 10 operational risks, the top 5 emerging risks, the top 5 operational risk scenarios, and their ranking. The ranking is based on any internal ranking methodology used by the firm).</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="rank" fdsf_0:reference="_dfcRJ_a7EeOoJtie9fOOnA" name="Rank" type="fdsf:Rank"/>
<xsd:element ecore:name="operationalRisk1" fdsf_0:reference="_dfcRKPa7EeOoJtie9fOOnA" name="OperationalRisk1" type="fdsf:OperationalRisk1"/>
<xsd:element ecore:name="emergingOperationalRiskTopFive" fdsf_0:reference="_dfcRKfa7EeOoJtie9fOOnA" name="EmergingOperationalRiskTopFive" type="fdsf:EmergingOperationalRiskTopFive"/>
<xsd:element ecore:name="operationalRiskScenario" fdsf_0:reference="_dfcRKva7EeOoJtie9fOOnA" name="OperationalRiskScenario" type="fdsf:OperationalRiskScenario"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfLva7EeOoJtie9fOOnA" name="TotalCustomerRate">
<xsd:annotation>
<xsd:documentation>Total Customer rate is the effective rate on the balance sheet or off balance sheet item at the end of the period.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfL_a7EeOoJtie9fOOnA" name="TotalMarketValuationOfSoldProperties">
<xsd:annotation>
<xsd:documentation>Total indexed valuation of the sold properties. It should be a full "free market" value and not a repossession value.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfMPa7EeOoJtie9fOOnA" name="TotalNumberOfOutstandingLoans">
<xsd:annotation>
<xsd:documentation>Total number of outstanding Mortgages</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfMfa7EeOoJtie9fOOnA" name="TotalPayment">
<xsd:annotation>
<xsd:documentation>Total scheduled (contractual) and unscheduled (pre-payment) principal payment (withdrawal) during the month</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfMva7EeOoJtie9fOOnA" name="TotalRealisedSaleValue">
<xsd:annotation>
<xsd:documentation>Actual sale price of the property gross of costs i.e. what was paid by the purchaser.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfM_a7EeOoJtie9fOOnA" name="TotalReferencePortfolioUnderlyingEL">
<xsd:annotation>
<xsd:documentation>The current Expected Loss relating to the underlying reference portfolio</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfNPa7EeOoJtie9fOOnA" name="TotalReferencePortfolioUnderlyingUL">
<xsd:annotation>
<xsd:documentation>The current Unexpected Loss relating to the underlying reference portfolio</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGIfa7EeOoJtie9fOOnA" name="Tranche">
<xsd:annotation>
<xsd:documentation>Tranche of the transaction which has achieved SRT.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfNva7EeOoJtie9fOOnA" name="TrancheCouponIndexAndPremium">
<xsd:annotation>
<xsd:documentation>Details of the coupon paid by the individual tranche (e.g. 1mLIBOR + 200bps; or 200bps Fixed.)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfN_a7EeOoJtie9fOOnA" name="TrancheCurrentDBRSRating">
<xsd:annotation>
<xsd:documentation>DBRS Rating for the specific Tranche </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfOPa7EeOoJtie9fOOnA" name="TrancheCurrentFitchRating">
<xsd:annotation>
<xsd:documentation>Fitch Rating for the specific Tranche</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfOfa7EeOoJtie9fOOnA" name="TrancheCurrentMoodysRating">
<xsd:annotation>
<xsd:documentation>Moody’s Rating for the specific Tranche</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfOva7EeOoJtie9fOOnA" name="TrancheCurrentSAndPRating">
<xsd:annotation>
<xsd:documentation>S&P Rating for the specific Tranche</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfcRK_a7EeOoJtie9fOOnA" name="TrendedArrears">
<xsd:annotation>
<xsd:documentation>This context analyses how balances in arrears have transitioned over time between arrears bands, allowing transition matrices to be created; as well as recording arrears stock information over time in addition to the movement between arrears bands. Drawn Balance should be populated as at the date in the current month column (i.e. Current Arrears Band by MIA).
Every combination of previous and current arrears bands should be provided for all non-zero drawn balances. This includes drawn balances for which an arrears band is or was unknown.
The total balance for the most recent month across all arrears bands except ‘Closed’ and ‘Written Off’, should sum to the same value as the point in time position found in some of the other tabs i.e. the portfolio outstanding balance should be the same across different tabs for the same points in time.
The value ‘Not-open’ is only applicable for ‘Previous Arrears Band by MIA’. This arrears band is used to indicate new lending that was written during the current month (and therefore did not exist in the previous month).
Arrears Bands ‘Closed’ and ‘Written-Off’ are only applicable for ‘Current Arrears Band by MIA’, as these accounts should necessarily have been open in the previous month. For ‘Closed’ and ‘Written Off’, the “Drawn Balance” measure should be populated with the balance that got “Written Off” or “Closed” in the month.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfcRLPa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfcRLfa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfcRLva7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfcRL_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfcRMPa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfcRMfa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfcRMva7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="security" fdsf_0:reference="_dfcRM_a7EeOoJtie9fOOnA" name="Security" type="fdsf:Security"/>
<xsd:element ecore:name="historicalPeriod" fdsf_0:reference="_dfc3oPa7EeOoJtie9fOOnA" name="HistoricalPeriod" type="fdsf:HistoricalPeriod"/>
<xsd:element ecore:name="arrearsBandByMIAForRetailUnsecured" fdsf_0:reference="_dfc3ofa7EeOoJtie9fOOnA" name="ArrearsBandByMIAForRetailUnsecured" type="fdsf:ArrearsBandByMIAForRetailUnsecured"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfc3ova7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfc3o_a7EeOoJtie9fOOnA" name="TrendedCollectiveProvisions">
<xsd:annotation>
<xsd:documentation>This context shows how collective provisions have trended over a historical period. Each measure is to be split based on portfolio.
Collective Provisions measures have been split out from the remaining ‘Trended-Other’ measures. This is to allow firms to populate collective provisions at a higher level of aggregation in comparison to the other measures.
Collective Provisions should be populated as positive numbers where it exists. Any negative adjustments should be identified separately as a reconciling item in control records.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfc3pPa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfc3pfa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfc3pva7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfc3p_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfc3qPa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfc3qfa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfc3qva7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="security" fdsf_0:reference="_dfc3q_a7EeOoJtie9fOOnA" name="Security" type="fdsf:Security"/>
<xsd:element ecore:name="historicalPeriod" fdsf_0:reference="_dfc3rPa7EeOoJtie9fOOnA" name="HistoricalPeriod" type="fdsf:HistoricalPeriod"/>
<xsd:element ecore:name="collectiveProvisionsExcludingIBNRManagementOverlay" fdsf_0:reference="_dfc3rfa7EeOoJtie9fOOnA" name="CollectiveProvisionsExcludingIBNRManagementOverlay" type="fdsf:CollectiveProvisionsExcludingIBNRManagementOverlay"/>
<xsd:element ecore:name="collectiveProvisionsOnlyIBNRManagementOverlay" fdsf_0:reference="_dfc3rva7EeOoJtie9fOOnA" name="CollectiveProvisionsOnlyIBNRManagementOverlay" type="fdsf:CollectiveProvisionsOnlyIBNRManagementOverlay"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfc3r_a7EeOoJtie9fOOnA" name="TrendedDelinquency">
<xsd:annotation>
<xsd:documentation>This context is a request for drawn balance and arrears data by year of origination (called Vintage) and the length of time since it has been open, i.e. how long has it been active. This is captured in the ‘Months on Book’ dimension.
Example - For accounts that originated in 2000, we are looking for the total outstanding balance on all loans plus the total outstanding balance for the portion of accounts >1m, >3m and >6m in arrears for each month on book; from MOB='0' to MOB='120' and in addition MOB = '>120'. The earliest month for this vintage originated in Jan-2000, so the 121 months would cover the period between Jan-2000 and Jan-2010 (121 because 0 months on book is included); in addition the MOB = '> 120' would correspond to the month of May-2013, assuming this is the latest data available. In a similar fashion, the latest month for the 2000 vintage would be for accounts originated in Dec-2000, so the months on book ranging from 0 to 120, would cover the period between Dec-2000 and Dec-2010, with the MOB = '> 120' corresponding to the month of May-2013.
For years of origination with more than 120 months on book data, the current month on book data, (i.e. the latest calendar date available) should be recorded using the ‘>120’ option in the dropdown.
For those accounts that have originated prior to 2001 (and thus fall into the “Pre 2001” vintage), the months on book performance should be calculated for every month of origination and then aggregated up for every “Months on Book” value.
The dimension ‘Arrears Band MIA Cumulative’ is not intended to be mutually exclusive. So ‘>1m’ include those accounts that are greater than 1 month, 3 months and 6 months in arrears, ‘>3m’ include those accounts that are greater than 3 months and 6 months in arrears. Similarly ‘Total’ should reflect the total drawn balances of all accounts (both UTD and in arrears).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfc3sPa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfc3sfa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfc3sva7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfc3s_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfc3tPa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfc3tfa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfc3tva7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="security" fdsf_0:reference="_dfc3t_a7EeOoJtie9fOOnA" name="Security" type="fdsf:Security"/>
<xsd:element ecore:name="vintageWholesale" fdsf_0:reference="_dfc3uPa7EeOoJtie9fOOnA" name="VintageWholesale" type="fdsf:VintageWholesale"/>
<xsd:element ecore:name="monthsOnBook" fdsf_0:reference="_dfc3ufa7EeOoJtie9fOOnA" name="MonthsOnBook" type="fdsf:MonthsOnBook"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfc3uva7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
<xsd:element ecore:name="arrearsBandMIACumulative" fdsf_0:reference="_dfc3u_a7EeOoJtie9fOOnA" name="ArrearsBandMIACumulative" type="fdsf:ArrearsBandMIACumulative"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfc3vPa7EeOoJtie9fOOnA" name="TrendedOperationalLosses">
<xsd:annotation>
<xsd:documentation>This worksheet captures net operational loss and total number of operational risk losses (including those in the Operational Risk loss database, those below the loss data capture threshold, frauds, litigation and boundary events) by historical period year and quarter. The operational loss captured here is the loss net of direct recoveries, but gross of insurance recoveries. This is based on date of financial impact. An estimate should be provided in cases where the exact amount for losses below the loss capture threshold is unknown. With regards to credit related operational losses (as per BIPRU 6.5), a firm’s own internal definition can be used.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="historicalPeriod" fdsf_0:reference="_dfc3vfa7EeOoJtie9fOOnA" name="HistoricalPeriod" type="fdsf:HistoricalPeriod"/>
<xsd:element ecore:name="netOperationalLoss" fdsf_0:reference="_dfc3vva7EeOoJtie9fOOnA" name="NetOperationalLoss" type="fdsf:NetOperationalLoss"/>
<xsd:element ecore:name="netOperationalLossRelatedToLegalRisks" fdsf_0:reference="_dfc3v_a7EeOoJtie9fOOnA" name="NetOperationalLossRelatedToLegalRisks" type="fdsf:NetOperationalLossRelatedToLegalRisks"/>
<xsd:element ecore:name="netOperationalLossRelatedToCredit" fdsf_0:reference="_dfc3wPa7EeOoJtie9fOOnA" name="NetOperationalLossRelatedToCredit" type="fdsf:NetOperationalLossRelatedToCredit"/>
<xsd:element ecore:name="numberOfOperationalLosses" fdsf_0:reference="_dfc3wfa7EeOoJtie9fOOnA" name="NumberOfOperationalLosses" type="fdsf:NumberOfOperationalLosses"/>
<xsd:element ecore:name="numberOfOperationalLossesRelatedToLegalRisks" fdsf_0:reference="_dfc3wva7EeOoJtie9fOOnA" name="NumberOfOperationalLossesRelatedToLegalRisks" type="fdsf:NumberOfOperationalLossesRelatedToLegalRisks"/>
<xsd:element ecore:name="numberOfOperationalLossesRelatedToCredit" fdsf_0:reference="_dfc3w_a7EeOoJtie9fOOnA" name="NumberOfOperationalLossesRelatedToCredit" type="fdsf:NumberOfOperationalLossesRelatedToCredit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType fdsf_0:reference="_dfc3xPa7EeOoJtie9fOOnA" name="TrendedOther">
<xsd:annotation>
<xsd:documentation>This context shows how various measures have trended over a historical period. Each measure is to be split based on portfolio.
Refer to guidance on Forbearance and Impairment Provisions when populating the data for restructured accounts. - http://www.fsa.gov.uk/pages/Library/Policy/final_guides/2011/fg11_15.shtml
All measures (except Undrawn Balance) should be populated as positive numbers where it exists. Any negative adjustments should be identified separately as a reconciling item in control records.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfc3xfa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfc3xva7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfc3x_a7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfc3yPa7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfc3yfa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfc3yva7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfc3y_a7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="security" fdsf_0:reference="_dfc3zPa7EeOoJtie9fOOnA" name="Security" type="fdsf:Security"/>
<xsd:element ecore:name="historicalPeriod" fdsf_0:reference="_dfc3zfa7EeOoJtie9fOOnA" name="HistoricalPeriod" type="fdsf:HistoricalPeriod"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfc3zva7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
<xsd:element ecore:name="undrawnBalance" fdsf_0:reference="_dfc3z_a7EeOoJtie9fOOnA" name="UndrawnBalance" type="fdsf:UndrawnBalance"/>
<xsd:element ecore:name="individualProvisionsFraud" fdsf_0:reference="_dfc30Pa7EeOoJtie9fOOnA" name="IndividualProvisionsFraud" type="fdsf:IndividualProvisionsFraud"/>
<xsd:element ecore:name="individualProvisionsNonFraud" fdsf_0:reference="_dfc30fa7EeOoJtie9fOOnA" name="IndividualProvisionsNonFraud" type="fdsf:IndividualProvisionsNonFraud"/>
<xsd:element ecore:name="impairmentCharge" fdsf_0:reference="_dfc30va7EeOoJtie9fOOnA" name="ImpairmentCharge" type="fdsf:ImpairmentCharge"/>
<xsd:element ecore:name="lossAtWriteOff" fdsf_0:reference="_dfc30_a7EeOoJtie9fOOnA" name="LossAtWriteOff" type="fdsf:LossAtWriteOff"/>
<xsd:element ecore:name="restructuredAccounts" fdsf_0:reference="_dfc31Pa7EeOoJtie9fOOnA" name="RestructuredAccounts" type="fdsf:RestructuredAccounts"/>
<xsd:element ecore:name="provisionOnBalancesInRecovery" fdsf_0:reference="_dfc31fa7EeOoJtie9fOOnA" name="ProvisionOnBalancesInRecovery" type="fdsf:ProvisionOnBalancesInRecovery"/>
<xsd:element ecore:name="newBusinessAveragePD" fdsf_0:reference="_dfc31va7EeOoJtie9fOOnA" name="NewBusinessAveragePD" type="fdsf:NewBusinessAveragePD"/>
<xsd:element ecore:name="balanceChargedOff" fdsf_0:reference="_dfc31_a7EeOoJtie9fOOnA" name="BalanceChargedOff" type="fdsf:BalanceChargedOff"/>
<xsd:element ecore:name="balanceWeightedAverageIndexedLTV" fdsf_0:reference="_dfc32Pa7EeOoJtie9fOOnA" name="BalanceWeightedAverageIndexedLTV" type="fdsf:BalanceWeightedAverageIndexedLTV"/>
<xsd:element ecore:name="provisionOnBalancesInPossession" fdsf_0:reference="_dfc32fa7EeOoJtie9fOOnA" name="ProvisionOnBalancesInPossession" type="fdsf:ProvisionOnBalancesInPossession"/>
<xsd:element ecore:name="numberOfRepossessions" fdsf_0:reference="_dfc32va7EeOoJtie9fOOnA" name="NumberOfRepossessions" type="fdsf:NumberOfRepossessions"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfdfO_a7EeOoJtie9fOOnA" name="Turnover">
<xsd:annotation>
<xsd:documentation>Turnover attributable to financial statements</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfPPa7EeOoJtie9fOOnA" name="UndrawnBalance">
<xsd:annotation>
<xsd:documentation>The difference between the Committed Limit on a loan and the Drawn Balance.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfPfa7EeOoJtie9fOOnA" name="UndrawnCommitments">
<xsd:annotation>
<xsd:documentation>Undrawn (i.e. outstanding) portion of the off balance sheet commitment. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:integer"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGI_a7EeOoJtie9fOOnA" name="UniqueID">
<xsd:annotation>
<xsd:documentation>An internal identification reference that a firm would use to uniquely identify a record within the firm’s system. For example, in Structured Finance data, this reference should uniquely identify a security to match the historical data submission to the projections. In Operational Risk data, this is unique reference to identify an operational loss event. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfQPa7EeOoJtie9fOOnA" name="Value">
<xsd:annotation>
<xsd:documentation>Monetary quantity of a specified data item.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGJPa7EeOoJtie9fOOnA" name="Vintage">
<xsd:annotation>
<xsd:documentation>The year in which a loan was first originated. For overdrafts, this would be when the overdraft facility was granted or if data is not available when the associated current account was opened</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:VintageRetail"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfc32_a7EeOoJtie9fOOnA" name="VintageAnalysis">
<xsd:annotation>
<xsd:documentation>This context looks at the pattern of total and drawn balances in arrears for each vintage of different mortgage product types. Thus, for each total drawn balance (i.e., ‘Total’ selected in the ‘Arrears Band Mixed’ column) of a portfolio entry with a specific product type and vintage, there should be a corresponding row for each of the other arrears bands specified in the Arrears Band Mixed column - i.e., the other arrears bands are not optional unless the corresponding drawn balance is zero.
The Mixed Arrears Bands are not intended to be mutually exclusive. The sub product type dimension is optional for this data.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="commercialEntity" fdsf_0:reference="_dfc33Pa7EeOoJtie9fOOnA" name="CommercialEntity" type="fdsf:CommercialEntity"/>
<xsd:element ecore:name="businessUnit" fdsf_0:reference="_dfc33fa7EeOoJtie9fOOnA" name="BusinessUnit" type="fdsf:BusinessUnit"/>
<xsd:element ecore:name="subBusinessUnit" fdsf_0:reference="_dfc33va7EeOoJtie9fOOnA" name="SubBusinessUnit" type="fdsf:SubBusinessUnit"/>
<xsd:element ecore:name="countryOfExposure" fdsf_0:reference="_dfc33_a7EeOoJtie9fOOnA" name="CountryOfExposure" type="fdsf:CountryOfExposure"/>
<xsd:element ecore:name="reportingCurrency" fdsf_0:reference="_dfc34Pa7EeOoJtie9fOOnA" name="ReportingCurrency" type="fdsf:ReportingCurrency"/>
<xsd:element ecore:name="assetClass" fdsf_0:reference="_dfc34fa7EeOoJtie9fOOnA" name="AssetClass" type="fdsf:AssetClass"/>
<xsd:element ecore:name="productType" fdsf_0:reference="_dfc34va7EeOoJtie9fOOnA" name="ProductType" type="fdsf:ProductType"/>
<xsd:element ecore:name="subProductType" fdsf_0:reference="_dfc34_a7EeOoJtie9fOOnA" name="SubProductType" type="fdsf:SubProductType"/>
<xsd:element ecore:name="vintage" fdsf_0:reference="_dfc35Pa7EeOoJtie9fOOnA" name="Vintage" type="fdsf:Vintage"/>
<xsd:element ecore:name="arrearsBandMixed" fdsf_0:reference="_dfc35fa7EeOoJtie9fOOnA" name="ArrearsBandMixed" type="fdsf:ArrearsBandMixed"/>
<xsd:element ecore:name="drawnBalance" fdsf_0:reference="_dfc35va7EeOoJtie9fOOnA" name="DrawnBalance" type="fdsf:DrawnBalance"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dkE5Bva7EeOoJtie9fOOnA" name="VintageRetail">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_2013" fdsf_0:reference="_dkE5B_a7EeOoJtie9fOOnA" value="2013">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2012" fdsf_0:reference="_dkE5CPa7EeOoJtie9fOOnA" value="2012">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2011" fdsf_0:reference="_dkE5Cfa7EeOoJtie9fOOnA" value="2011">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2010" fdsf_0:reference="_dkE5Cva7EeOoJtie9fOOnA" value="2010">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2009" fdsf_0:reference="_dkE5C_a7EeOoJtie9fOOnA" value="2009">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2008" fdsf_0:reference="_dkE5DPa7EeOoJtie9fOOnA" value="2008">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2007" fdsf_0:reference="_dkE5Dfa7EeOoJtie9fOOnA" value="2007">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2006" fdsf_0:reference="_dkE5Dva7EeOoJtie9fOOnA" value="2006">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2005" fdsf_0:reference="_dkE5D_a7EeOoJtie9fOOnA" value="2005">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2004" fdsf_0:reference="_dkE5EPa7EeOoJtie9fOOnA" value="2004">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2003" fdsf_0:reference="_dkE5Efa7EeOoJtie9fOOnA" value="2003">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2002" fdsf_0:reference="_dkE5Eva7EeOoJtie9fOOnA" value="2002">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2001" fdsf_0:reference="_dkE5E_a7EeOoJtie9fOOnA" value="2001">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Pre2001" fdsf_0:reference="_dkE5FPa7EeOoJtie9fOOnA" value="Pre 2001">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkE5Ffa7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGJfa7EeOoJtie9fOOnA" name="VintageWholesale">
<xsd:annotation>
<xsd:documentation>The year in which a loan was first originated. For overdrafts, this would be when the overdraft facility was granted or if data is not available when the associated current account was opened</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:VintageWholesale1"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dkE5Fva7EeOoJtie9fOOnA" name="VintageWholesale1">
<xsd:annotation>
<xsd:documentation>These enumerations are not mutually exclusive. All numbers reported under 'Shared Equity', 'Shared Ownership', and ‘LPA Rent Receiver’ should be wholly contained in 'All Mortgage'. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:enumeration ecore:name="_2013" fdsf_0:reference="_dkE5F_a7EeOoJtie9fOOnA" value="2013">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2012" fdsf_0:reference="_dkE5GPa7EeOoJtie9fOOnA" value="2012">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2011" fdsf_0:reference="_dkE5Gfa7EeOoJtie9fOOnA" value="2011">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2010" fdsf_0:reference="_dkE5Gva7EeOoJtie9fOOnA" value="2010">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2009" fdsf_0:reference="_dkE5G_a7EeOoJtie9fOOnA" value="2009">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2008" fdsf_0:reference="_dkE5HPa7EeOoJtie9fOOnA" value="2008">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2007" fdsf_0:reference="_dkE5Hfa7EeOoJtie9fOOnA" value="2007">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2006" fdsf_0:reference="_dkE5Hva7EeOoJtie9fOOnA" value="2006">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="_2005" fdsf_0:reference="_dkE5H_a7EeOoJtie9fOOnA" value="2005">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration ecore:name="Pre2005" fdsf_0:reference="_dkE5IPa7EeOoJtie9fOOnA" value="Pre 2005">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fdsf_0:reference="_dkE5Ifa7EeOoJtie9fOOnA" value="Unknown">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfQ_a7EeOoJtie9fOOnA" name="WALAtMinus200Bp">
<xsd:annotation>
<xsd:documentation>Weighted average life at -200 bp interest rate parallel shock</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfQva7EeOoJtie9fOOnA" name="WALAtPlus200Bp">
<xsd:annotation>
<xsd:documentation>Weighted average life at +200 bp interest rate parallel shock</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfeGJva7EeOoJtie9fOOnA" name="Watchlist">
<xsd:annotation>
<xsd:documentation>Listing being monitored closely as per the firm's criteria. Indicate with a ‘Yes’ or ‘No ‘whether the portfolio or the counterparty is on the firm’s Watchlist. </xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfRPa7EeOoJtie9fOOnA" name="WeightedAverageAge">
<xsd:annotation>
<xsd:documentation>Weighted average age (in years) by balance from date of take-up</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfRfa7EeOoJtie9fOOnA" name="WeightedAverageLife">
<xsd:annotation>
<xsd:documentation>Average remaining behavioural life of the balance sheet or off balance sheet items, weighted by accounting balances (notionals in case of derivatives)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfRva7EeOoJtie9fOOnA" name="WeightedAverageLTV">
<xsd:annotation>
<xsd:documentation>Average LTV of the portfolio, weighted by product balances. LTVs should be calculated as the accounting balance as at the reporting date over the indexed (ideally using regional indices) value or the most recently available valuation of the property as at the reporting date. Any indexation should be aligned to credit data feeds provided</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfR_a7EeOoJtie9fOOnA" name="WeightedAverageRate">
<xsd:annotation>
<xsd:documentation>Average rate on the balance sheet or off balance sheet items, weighted by accounting balances (notionals in case of derivatives).</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType fdsf_0:reference="_dfdfSPa7EeOoJtie9fOOnA" name="WeightedAverageTerm">
<xsd:annotation>
<xsd:documentation>The weighted average (by product balance) time period until next behavioural re-pricing of the loan, reported in years.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:complexType fdsf_0:reference="_dfc35_a7EeOoJtie9fOOnA" name="Wholesale">
<xsd:annotation>
<xsd:documentation>Portfolios (i.e. Commercial Entity, Business Unit, Sub Business Unit, Country of Exposure, and Asset Class) should be populated consistently across all tabs. This template captures wholesale exposures in the firm’s Non Trading book.
Intra-firm exposures, equities in the non-trading book and cash deposits in central banks (this should not include sovereign exposures which are in scope) are not in scope.
Exposures in scope include
• Loans
• Committed Facilities
• Debt Instruments held on the Banking Book (Bonds, FRNs etc).
• Repos
All balances should be populated in the reporting currency of the firm/group (e.g. GBP/USD) and this should be documented in the submission header.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ecore:name="comments" fdsf_0:reference="_dfc36Pa7EeOoJtie9fOOnA" name="Comments" type="fdsf:Comments"/>
<xsd:element ecore:name="riskMeasures" fdsf_0:reference="_dfc36fa7EeOoJtie9fOOnA" name="RiskMeasures" type="fdsf:RiskMeasures"/>
<xsd:element ecore:name="individualProvisions" fdsf_0:reference="_dfc36va7EeOoJtie9fOOnA" name="IndividualProvisions" type="fdsf:IndividualProvisions"/>
<xsd:element ecore:name="collectiveProvisions" fdsf_0:reference="_dfc36_a7EeOoJtie9fOOnA" name="CollectiveProvisions" type="fdsf:CollectiveProvisions"/>
<xsd:element ecore:name="limitsByMaturityBand" fdsf_0:reference="_dfc37Pa7EeOoJtie9fOOnA" name="LimitsByMaturityBand" type="fdsf:LimitsByMaturityBand"/>
<xsd:element ecore:name="limitsByVintage" fdsf_0:reference="_dfc37fa7EeOoJtie9fOOnA" name="LimitsByVintage" type="fdsf:LimitsByVintage"/>
<xsd:element ecore:name="largeExposures" fdsf_0:reference="_dfc37va7EeOoJtie9fOOnA" name="LargeExposures" type="fdsf:LargeExposures"/>
<xsd:element ecore:name="submissionHeader" fdsf_0:reference="_dfc37_a7EeOoJtie9fOOnA" name="SubmissionHeader" type="fdsf:SubmissionHeader"/>
</xsd:sequence>
</xsd:complexType>
<xsd:simpleType fdsf_0:reference="_dfeGJ_a7EeOoJtie9fOOnA" name="Year">
<xsd:annotation>
<xsd:documentation>As defined in the Enumerations.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="fdsf:HistoricalPeriodYear"/>
</xsd:simpleType>
</xsd:schema>
