Stress Test Data Framework Dictionary 2017: Version 02

ALMinterestratesensitivity

Enumeration Definition
High rate sensitive Deposits classified by the firm as high interest rate sensitive, e.g. acquisition balances with high and competitive interest rates.
Low rate sensitive Deposits classified by the firm as low interest rate sensitive, e.g. operational balances with low and stable interest rates.
Med rate sensitive Deposits classified by the firm as neither high nor low rate sensitive, e.g. legacy balances with rates between those paid on high and low sensitive products. This is an additional category required only for retail products. Non-retail balances should be populated as ‘High rate sensitive’ unless there is strong evidence to suggest they fall within ‘Low rate sensitive’.