Stress Test Data Framework Dictionary 2021: Version 02

Exposuretypeterm

Enumeration Definition
Certificates of deposit and commercial paper For certificates of deposit, please include all those exposures identified in Annex V.Part 2.52(a) of the CRR.
Other term loans Please include all other term loans included within the scope of the worksheet but not in the scope of the other Exposure types listed.
Secured debt This includes covered bonds and other secured credit claims on the issuer. This should exclude securitisations.
Senior unsecured debt This includes senior unsecured debt issues, such as senior bonds, loans traded in the secondary market, and floating rate notes.
Subordinated debt This includes more junior unsecured debt issues, such as subordinated bonds and contingent convertible bonds.
Unsecured term lending or deposits This include all unsecured term lending or deposits that are not redeemable on demand.