Stress Test Data Framework Dictionary 2021: Version 02

Secured_lending

This worksheet captures secured lending to counterparties and the elements of the collateral received that secure that lending.

202101 Shorttermfunding

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Booking legal entity String (255 long) Bookinglegalentity Yes Yes
2 Counterparty Name String (255 long) Fundingcounterpartyname Yes Yes
3 Counterparty ID String (255 long) Legalentityidentifier Yes Yes
4 Counterparty Sector String (255 long) CounterpartySector CounterpartySector Yes Yes
5 Lending product type String (255 long) Lendingproducttype Lendingproducttype Yes Yes
6 ISIN String (255 long) ISIN Yes Yes
7 Currency of contract String (255 long) Currency Currency Yes Yes
8 Collateral for secured lending String (255 long) Collateralforsecuredlending Collateralforsecuredlending Yes Yes
9 Country of sovereign bond String (255 long) CountryofExposure Countryofsovereignbond - Yes
10 Collateral HQLA eligibility String (255 long) CollateralHQLAeligibility CollateralHQLAeligibility Yes Yes
11 Collateral legal enforcement String (255 long) Collaterallegalenforcement Collaterallegalenforcement Yes Yes
12 Collateral ISIN String (255 long) ISIN Yes Yes
13 Collateral currency String (255 long) Currency Currency Yes Yes
14 Date of origination Date (YYYYMMDD) Dateoforigination Yes Yes
15 Maturity date Date (YYYYMMDD) MaturityDate Yes Yes
16 Notional value Float NotionalamountBT 0.0000 Inclusive Yes -
17 Market value Float MarketValue Yes -