Stress Test Data Framework Dictionary 2021: Version 02

ArrearsbandwholesaleatT1

Enumeration Definition
>0m&<=1m Banding of exposures by their months in arrears >0m&<=1m. Where 1m is referenced, this should be taken to mean 30 days to be consistent with the IFRS9 stage 1 definition of impairments.
>1m&<=3m Banding of exposures by their months in arrears >1m&<=3m. Where 1m and 3m are referenced, this should be taken to mean 30 days and 90 days respectively to be consistent with the IFRS9 stage 1 and stage 3 definitions of impairments.
>3m Banding of exposures by their months in arrears >3m. Where 3m is referenced, this should be taken to mean 90 days to be consistent with the IFRS9 stage 3 definition of impairments.
Charge off and recoveries                 
Not open Banding of exposures by their months in arrears Not open. Where 3m is referenced, this should be taken to mean 90 days to be consistent with the IFRS9 stage 3 definition of impairments.
Unknown Banding of exposures by their months in arrears Unknown.
Up to date Banding of exposures by their months in arrears Up to date.