Stress Test Data Framework Dictionary 2021: Version 02

Arrearsbandwholesalestock

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.
Unknown Banding of exposures by their months in arrears Unknown.
Up to date Banding of exposures by their months in arrears Up to date.