Stress Test Data Framework Dictionary 2021: Version 02

Vintage_analysis

This worksheet captures the pattern of total and drawn balances in arrears for each vintage of different mortgage product types. Thus, for each total drawn balance (i.e. ‘Total’ selected in the ‘Arrears band mixed’ column) of a portfolio entry with a specific product type and vintage, there should be a corresponding row for each of the other arrears bands specified in the Arrears Band Mixed column - i.e. the other arrears bands are not optional unless the corresponding drawn balance is zero. The Mixed Arrears Bands are not intended to be mutually exclusive. The sub product type dimension is optional for this data.

202101 RetailMortgageCredit

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 Vintage String (255 long) Vintage Vintage Yes Yes
9 Arrears band mixed String (255 long) Arrearsbandmixed ArrearsBandMixed Yes Yes
10 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -