Stress Test Data Framework Dictionary 2021: Version 02

Trended_arrears

This worksheet captures how balances in arrears have transitioned over time between arrears bands, allowing transition matrices to be created; as well as recording arrears stock information over time in addition to the movement between arrears bands. Drawn balance should be populated as at the date in the current month column (i.e. Current arrears band by MIA). Every combination of previous and current arrears bands should be provided for all non-zero drawn balances. This includes drawn balances for which an arrears band is or was unknown. The total balance for the most recent month across all arrears bands, except ‘Closed’ and ‘Written off’, should sum to the same value as the point in time position found in some of the other tabs i.e. the portfolio outstanding balance should be the same across different tabs for the same points in time. The value ‘Not open’ is only applicable for ‘Previous arrears band by MIA’. This arrears band is used to indicate new lending that was written during the current month (and therefore did not exist in the previous month). Arrears bands ‘Closed’ and ‘Written off’ are only applicable for ‘Current arrears band by MIA’, as these accounts should necessarily have been open in the previous month. For ‘Closed’ and ‘Written off’, the ‘Drawn balance’ measure should be populated with the balance that got ‘Written off’ or ‘Closed’ in the month. The portfolio sub element ‘Security’ is an optional field that is used to identify any secured portfolios (excluding Mortgages) backed using collateral, e.g. asset finance.

202101 RetailExcludingMortgageCredit

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 unsecured asset class String (255 long) Retailunsecuredassetclass Retailunsecuredassetclass Yes Yes
6 Retail unsecured product type String (255 long) Retailunsecuredproducttype Retailunsecuredproducttype Yes Yes
7 Security String (255 long) Security Security - Yes
8 Historical period month String (255 long) Historicalperiodmonth Historicalperiodmonth Yes Yes
9 Historical period year String (255 long) Historicalperiodyear Historicalperiodyear Yes Yes
10 Previous arrears band by MIA String (255 long) PreviousarrearsbandbyMIARexcl PreviousarrearsbandbyMIA Yes Yes
11 Current arrears band by MIA String (255 long) CurrentarrearsbandbyMIARexcl CurrentarrearsbandbyMIA Yes Yes
12 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -