Stress Test Data Framework Dictionary 2021: Version 02

Securitisationpositionssubproducttype

Enumeration Definition
ABCP and MTN Asset Backed Commercial Paper / Medium Term Note
ABS Asset backed securities Collateralised debt obligation
Auto Auto Asset backed security
BTL Buy-to-Let Residential mortgage backed securities
Consumer unsecured Consumer unsecured Asset backed security
CRE Commercial real estate (CRE)
Credit cards Credit cards Asset backed security
Large corporate Large corporate Collateralised loan obligation
Leasing Leasing Asset backed securities
Leveraged loan Leveraged loan Collateralised loan obligation
Mid corporate Mid corporate Collateralised loan obligation
Other Other
Prime Prime Residential mortgage backed securities
Project finance and PFI Project finance and Private Finance Initiative Asset backed securities
RMBS Asset backed securities Residential mortgage backed securities
SME loans Small and Medium-Size Enterprise Loans
Student loans Student loans Asset backed securities
Subprime and non conforming Subprime and non conforming Residential mortgage backed securities
Trade receivables Trade receivables Asset backed securities
Whole business Whole business Asset backed securities