Stress Test Data Framework Dictionary 2021: Version 02

PdbandmigrationsT1secured

Enumeration Definition
<=0.01%
>0.01%&<=0.05%
>0.05%&<=0.25%
>0.25%&<=0.5%
>0.5%&<=1%
>1%&<=2.5%
>10%&<=25%
>2.5%&<=5%
>25%
>5%&<=10%
In possession Indicates when the security underlying the amount owing in arrears has been taken into possession of the lender.
Not open Only relevant for the previous PD to indicate new business
Unknown