Stress Test Data Framework Dictionary 2017: Version 02

Securitisationpositionsproducttype

Enumeration Definition
Asset backed commercial paper Asset backed commercial paper
Auto ABS Auto Asset Backed Security
CDO Collateralised Debt Obligation
CLO Collateralised Loan Obligation
CMBS Commercial Mortgage Backed Security
Corporate CDO Corporate Collateralised Debt Obligation
Credit card ABS Credit Card Asset Backed Security
Other ABS Other Asset Backed Security
RMBS Retail Mortgage Backed Security
SIV Structured Investment Vehicles (SIVs) will include SICs (Structured Investment Conduits)
Structured MTN or security Structured Medium Term Note/Security
Student loan ABS Student Loan Asset Backed Security