Stress Test Data Framework Dictionary 2021: Version 02

Collateraldatalevel1

Enumeration Definition
Total
Total of which: corporate bond
Total of which: EM government debt Debt securities issued by Emerging Market governments
Total of which: equities
Total of which: EUR cash
Total of which: GBP cash
Total of which: Japan government debt Debt securities issued by or explicitly guaranteed by the Japanese government
Total of which: other assets
Total of which: other cash Cash other than GBP/EUR/USD
Total of which: other G7 government and supranational debt Debt securities issued by or explicitly guaranteed by supranationals and G7 governments other than the UK, US and Japan
Total of which: other government debt Debt securities issued by other governments
Total of which: UK government debt Debt securities issued by or explicitly guaranteed by the UK government
Total of which: US government debt Debt securities issued by or explicitly guaranteed by the US government
Total of which: USD cash