Stress Test Data Framework Dictionary 2017: Version 02

Securitisationpositionssubproducttype

Enumeration Definition
ABCP and MTN Asset Backed Commercial Paper / Medium Term Note
Alt A Alternative-A
ART
BS CLO Balance Sheet Collateralised Loan Obligation
BTL Buy-to-Let
Capital and Mezz
CDO other Collateralised Debt Obligation Other
CDO2 other Collateralised Debt Obligation^2 Other
Consumer unsecured loans
CRE CDO Commercial Real Estate Collateralised Debt Obligation
Credit linked note
Embedded derivative or strategy
Embedded derivative with guarantee
FFELP Federal Family Education Loan Programme
HELOC Home Equity Line of Credit
HY Corporate CDO High Yield Corporate Collateralised Debt Obligation
IG Corporate CDO Investment Grade Corporate Collateralised Debt Obligation
Industrial
Leasing
Leveraged loan
Loan
Mall
Mixed
Multi family
Office
Option ARMs Option Adjustable Rate Mortgages
Other
Other ABS Other Asset Backed Security
Prime
Prime and subprime
Private
Project finance and PFI Project Finance / Private Finance Initiative
Rental
RMBS Retail Mortgage Backed Security
SME loans Small and Medium-Size Enterprise Loans
Storecard
Structured bond other
Subprime and non conforming
Trade receivables
Whole business