Stress Test Data Framework Dictionary 2021: Version 02

LTV_arrears_PIA

For ‘All mortgage’ (as selected in the ‘Retail mortgage additional segmentation’ column) of a specific sub product type in various LTV and Arrears bands (including up to date), all non-zero drawn balances are to be provided. These drawn balances should be mutually exclusive. ‘All Mortgage’ (as selected in the ‘Retail mortgage additional segmentation’ column) must be reported for all portfolios. ‘Retail secured indexed LTV band’ dimension is mandatory only for ‘All mortgage’ Retail mortgage additional segmentation. Of the ‘All mortgage’ balances for each product type, the non-zero drawn balances that are ‘Shared ownership’, ‘Shared equity’ or ‘LPA rent receiver’ (as selected in the ‘Retail mortgage additional segmentation’ column) should be specified by Arrears bands but not by LTV bands. These balances are not intended to be mutually exclusive. ‘All Mortgage’ drawn balance will include balances that are identified to be ‘Shared ownership’, ‘Shared equity’ or ‘LPA rent receiver’. The dimension ‘Arrears band by PIA/MIA’ is mandatory for all portfolios. Any loans taken out pre 2005 (i.e. Pre Mortgage of Conduct of Business Regulation) should be classed as ‘Other mortgage’ sub product type. Drawn balances should be provided at the granularity of sub product type if material. The loan component for the LTV band should be calculated as the total outstanding balance of all lending secured against the property, including further advances.

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 Sub product type String (255 long) Subproducttype Subproducttype - Yes
8 Retail mortgage additional segmentation String (255 long) Retailmortgageadditionalsegmentation Retailmortgageadditionalsegmentation Yes Yes
9 Retail secured indexed LTV band String (255 long) RetailsecuredindexedLTVband RetailsecuredindexedLTVband - Yes
10 Arrears band by PIA String (255 long) ArrearsbandbyPIA ArrearsBandbyPIA Yes Yes
11 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -