Stress Test Data Framework Dictionary 2021: Version 02

ProductTypesforRetailSME

Enumeration Definition
Buy to let Not owner-occupier. Includes consent-to-let. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'of which: secured by real estate property, non-SME' of which buy to let. b) On standardised: i) subset of 'secured by mortgages on immovable property' of which retail buy to let. ii) a subset of exposures in default, in particular those relating to buy to let mortgages.
Credit card Includes credit granted either via delayed debit cards or via credit cards (as per Regulation (EU) No 1071/2013 of the ECB). Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'qualifying revolving', 'other retail, non-SME' and 'other retail, SME' of which credit card. b) On standardised: i) subset of retail of which credit card. ii) a subset of exposures in default, in particular those relating to credit card.
Mainstream Refers to exposures to mainstream mortgages, these are other owner-occupier mortgages other than those within self certified and sub prime. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'of which: secured by real estate property, non-SME" of which mainstream. b) On standardised: i) subset of 'secured by mortgages on immovable property' of which retail mainstream. ii) a subset of exposures in default, in particular those relating to mainstream mortgages.
Other Refers to exposures to other retail non mortgage non SME. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'other retail, non-SME', 'other retail, SME' of which other and ll Retail SME exposures secured by real estate property that have do not have a term on the loan. b) On standardised: i) subset of retail of which other. ii) a subset of exposures in default, in particular those relating to other. iii) All Retail SME exposures secured by mortgages on immovable property that do not have a term on the loan.
Other mortgages Refers to exposures to other mortgages not included within other mortgages, self certified, sub prime and buy to let. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'of which: secured by real estate property, non-SME' of which other mortgage. b) On standardised: i) subset of 'secured by mortgages on immovable property' of which retail other. ii) a subset of exposures in default, in particular those relating to other mortgage mortgages.
Overdraft Refers to exposures to overdrafts. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'qualifying revolving', 'other retail, non-SME' and 'other retail, SME' of which overdraft. b) On standardised: i) subset of retail of which overdraft. ii) a subset of exposures in default, in particular those relating to overdraft.
Personal or term loan Retail loan having a specified repayment schedule. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'other retail, non-SME' and 'other retail, SME' of which personal or term loan. All Retail SME exposures secured by real estate property that have a term on the loan. b) On standardised: i) subset of retail of which personal or term loan. ii) a subset of exposures in default, in particular those relating to personal or term loan. iii) All Retail SME exposures secured by mortgages on immovable property that have a term on the loan.
Self certified The borrower certifies their own income and no independent verification is sought. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'of which: secured by real estate property, non-SME' of which self certified. b) On standardised: i) subset of 'secured by mortgages on immovable property' of which retail self certified. ii) a subset of exposures in default, in particular those relating to self certified mortgages.
Sub prime If the borrower is reported as having an 'impaired credit history' as defined by MLAR. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'of which: secured by real estate property, non-SME" of which sub prime. b) On standardised: i) subset of 'secured by mortgages on immovable property' of which retail sub prime. ii) a subset of exposures in default, in particular those relating to sub prime mortgages.