Stress Test Data Framework Dictionary 2021: Version 02

Funding

This template is a copy of the BIS survey "Technical Documentation for reporting institution-to-institution data on funding dependencies", template DSD_Template_A_Funding. It covers broadly firms funding to other financial counterparties and non-financial corporations. Only include any funding exposures that have a residual maturity of less than one year.

202101 Shorttermfunding

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Counterparty Name String (255 long) Fundingcounterpartyname Yes Yes
2 Counterparty ID String (255 long) Legalentityidentifier Yes Yes
3 Counterparty Consolidation Perimeter String (255 long) CounterpartyConsolidationPerimeter Yes Yes
4 Counterparty Nationality String (255 long) CountryofExposure CountryofExposure Yes Yes
5 Counterparty Sector String (255 long) CounterpartySector CounterpartySector Yes Yes
6 Instrument type String (255 long) Fundinginstrumenttype Fundinginstrumenttype Yes Yes
7 Currency String (255 long) Fundingcurrency Currency Yes Yes
8 Residual maturity String (255 long) Residualmaturity Residualmaturity Yes Yes
9 Observation value Float Observationvalue 0.0000 Inclusive Yes -