Stress Test Data Framework Dictionary 2021: Version 02

Arrears

This worksheet captures the development of the volume of delinquencies (>6 MIA) over time. For a given period, the number of total delinquent loans and the loans that newly became delinquent in that period are requested broken down by portfolio. Each portfolio needs to be defined to a product type level of granularity.

202101 RetailMortgageCredit

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 secured asset class String (255 long) RetailSecuredAssetClass Retailsecuredassetclass Yes Yes
6 Retail secured product type String (255 long) Retailsecuredproducttype Retailsecuredproducttype Yes Yes
7 Historical period quarter String (255 long) Historicalperiodquarter Historicalperiodquarter Yes Yes
8 Historical period year String (255 long) Historicalperiodyear Historicalperiodyear Yes Yes
9 Number of delinquent loans greater than 6 MIA Int Numberofdelinquentloansgreaterthan6MIA 0.0000 Inclusive Yes -
10 Number of new delinquent loans that became greater than 6 MIA in period Int Numberofnewdelinquentloansthatbecamegreaterthan6MIAinperiod 0.0000 Inclusive Yes -