Stress Test Data Framework Dictionary 2021: Version 02

ArrearsbandbyMIAunsecured

Enumeration Definition
=3m Banding of exposures by their months in arrears =3m. Where 3m is referenced, this should be taken to mean 90 days to be consistent with the IFRS9 stage 3 definition of impairments.
>0m&<=1m Banding of exposures by their months in arrears >0m&<=1m. Where 1m is referenced, this should be taken to mean 30 days to be consistent with the IFRS9 stage 1 definition of impairments.
>12m Banding of exposures by their months in arrears >12m
>1m&<=2m Banding of exposures by their months in arrears >1m&<=2m. Where 1m is referenced, this should be taken to mean 30 days to be consistent with the IFRS9 stage 1 definition of impairments.
>2m&<3m Banding of exposures by their months in arrears >2m&<3m. Where 3m is referenced, this should be taken to mean 90 days to be consistent with the IFRS9 stage 3 definition of impairments.
>3m&<=4m Banding of exposures by their months in arrears >3m&<=4m. Where 3m is referenced, this should be taken to mean 90 days to be consistent with the IFRS9 stage 3 definition of impairments.
>4m&<=5m Banding of exposures by their months in arrears >4m&<=5m
>5m&<=6m Banding of exposures by their months in arrears >5m&<=6m
>6m&<=9m Banding of exposures by their months in arrears >6m&<=9m
>9m&<=12m Banding of exposures by their months in arrears >9m&<=12m
Charge off and recoveries Banding of exposures that are charged off or in recoveries.
Unknown If unknown, clarify why the arrears band is not known in the comments tab.
Up to date Not in arrears or recoveries.