Stress Test Data Framework Dictionary 2021: Version 02

Pdbandmigrationssecured

Enumeration Definition
<=0.01%
>0.01%&<=0.05%
>0.05%&<=0.25%
>0.25%&<=0.5%
>0.5%&<=1%
>1%&<=2.5%
>10%&<=25%
>2.5%&<=5%
>25%
>5%&<=10%
Closed Represents a loan that has become closed during reporting period.
In possession Indicates when the security underlying the amount owing in arrears has been taken into possession of the lender.
Unknown
Written off