Stress Test Data Framework Dictionary 2021: Version 02

LTV_repayment

For ‘All mortgage’ (as selected in the ‘Retail mortgage additional segmentation’ column) of specific product and payment types in a given LTV band, all non-zero drawn balances, committed limits and average interest rates are to be provided. The ‘Payment type’ column enables a given portfolio to be split by the mortgages that are interest only and those including capital repayment. For mortgages that combine both payment types, please split out the proportional amount that is interest only separately from the amount that uses capital repayment. Of the ‘All mortgage’ balances for each Retail secured product type / Sub product type, the non-zero drawn balances and/or committed limits that are ‘Shared ownership’, ‘Shared equity’ or ‘LPA rent receiver’ (as selected in the ‘Retail mortgage additional segmentation’ column) should be specified per Payment type but not by Retail secured indexed LTV band. The dimension ‘Payment type’ is mandatory for all portfolios. The sub product type dimension is optional for this data.

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 Payment type String (255 long) PaymentType PaymentType Yes Yes
9 Retail mortgage additional segmentation String (255 long) Retailmortgageadditionalsegmentation Retailmortgageadditionalsegmentation Yes Yes
10 Retail secured indexed LTV band String (255 long) RetailsecuredindexedLTVband RetailsecuredindexedLTVband - Yes
11 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -
12 Committed limit Float CommittedLimit 0.0000 Exclusive Yes -
13 Balance weighted average interest rate Float Balanceweightedaverageinterestrate Yes -