Stress Test Data Framework Dictionary 2017: Version 02

Sales

For the repossessions in a given period (i.e. repossession period), this worksheet captures the 'Number of sales', 'Total market valuation of sold properties' and the 'Total realised sale value' for each sale period. After the initial submission, all future quarter-end submissions need to reflect any new sales in the quarter.

201702 RetailMortgageCredit

Order Field Name Enumeration Definition
1 Organisational unit level 1 Please enter the highest 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).
2 Organisational unit level 2 Please enter the second 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).
3 Organisational unit level 3 Please enter the third (if applicable) 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).
4 Country of exposure CountryofExposure The country of residence of the obligor on an ultimate risk basis. The definition should be consistent with that used for the purposes of the 'geographical breakdown of exposures by residence of the obligor' in COREP (C 09.01 and C 09.02). When the exposure is to an international corporate body and therefore cannot be attributed to a specific country, the SUPRA continental enumerations should be used. Continental totals provided should only be used in projections templates when no specific country can be identified, they should not be used in actuals templates.
5 Retail secured asset class RetailSecuredAssetClass A defined grouping of retail secured assets typically of similar characteristics. An asset is any property, right, entitlement or interest.
6 Retail secured product type Retailsecuredproducttype A classification scheme for retail mortgage products. Products falling within each product type will have similar risk characteristics.
7 Historical period quarter Historicalperiodquarter A time series of dates/quarters for which a historical set of data is to be provided.
8 Historical period year Historicalperiodyear A time series of dates/years for which a historical set of data is to be provided.
9 Sale period quarter Historicalperiodquarter The historical period (quarter) during which the sale of a property took place.
10 Sale period year Historicalperiodyear The historical period (year) during which the sale of a property took place.
11 Number of sales A count of the number of sales of re-possessed properties during a particular period.
12 Total market valuation of sold properties Total indexed valuation of the sold properties. It should be a full 'free market' value and not a repossession value.
13 Total realised sale value The actual sale price of the property gross of costs i.e. the amount paid by the purchaser.