Stress Test Data Framework Dictionary 2021: Version 02

Retail_secured_vintage

This worksheet collects information relating to Credit risk type Retail mortgage credit risk. In particular actual provisions, drawn balances and impairment exposures by Vintage. This tab should only be completed where country of exposure equals United Kingdom of Great Britain and Northern Ireland, United States or Hong Kong. Drawn balance and Provisions should reconcile back to the STDF actuals Retail mortgage credit risk data for these countries.

202101 IFRSNineActuals

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Organisational unit level 1 String (255 long) Organisationalunitlevel1 - Yes
2 Organisational unit level 2 String (255 long) Organisationalunitlevel2 - Yes
3 Organisational unit level 3 String (255 long) Organisationalunitlevel3 - Yes
4 Country of exposure String (255 long) CountryofExposure CountryofExposure Yes Yes
5 Retail secured asset class String (255 long) RetailSecuredAssetClass Retailsecuredassetclass Yes Yes
6 Retail secured product type String (255 long) Retailsecuredproducttype Retailsecuredproducttype Yes Yes
7 Sub product type String (255 long) Subproducttype Subproducttype - Yes
8 IFRS9 stage String (255 long) IFRS9stage IFRS9stage Yes Yes
9 IFRS9 stage 2 classification reason String (255 long) IFRS9stage2classificationreason IFRS9stage2classificationreason - Yes
10 Vintage String (255 long) Vintage Vintage Yes Yes
11 Arrears band by MIA String (255 long) ArrearsbandbyMIA ArrearsBandbyMIA Yes Yes
12 Exposure for impairments Float Exposureforimpairments 0.0000 Inclusive Yes -
13 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -
14 Provisions Float Provisions 0.0000 Inclusive Yes -