Stress Test Data Framework Dictionary 2021: Version 02

Fundinginstrumenttype

Enumeration Definition
Certificate of Deposits (CDs) FINREP F8.1 F370
Commercial Papers (CPs) Identifies all liabilities which are classified as Commercial Papers (CPs).
Non-maturity Deposits Identifies all liabilities which are classified as Non-maturity Deposits.
Other secured funding Identifies all liabilities which are classified as secured funding other than those seperately listed.
Other Securities Lending and Repo Identifies all liabilities which are classified as Other Securities Lending and Repo.
Other unsecured funding Identifies all liabilities which are classified as Other unsecured funding.
Securities Lending and Repo using Sovereign Debt Identifies all liabilities which are classified as Securities Lending and Repo using Sovereign Debt.