Stress Test Data Framework Dictionary 2021: Version 02

Securitisationpositionsproducttype

Enumeration Definition
ABCP Asset backed commercial paper
ABS Asset backed security
CDO Collateralised debt obligation
CLO Collateralised loan obligation
RMBS Residential mortgage backed securities
SIV Structured Investment Vehicles (SIVs) will include SICs (Structured Investment Conduits)