Stress Test Data Framework Dictionary 2021: Version 02

Counterpartytype

Enumeration Definition
Banks and building societies Section K SIC codes 64191 and 64192
Other financial institutions All other Section K exposures not including Banks and building societies, pension funds and insurance companies or other exposures that should be excluded as defined within Exposuretype.
Pension funds and insurance companies Section K SIC codes 65110, 65120, 65201, 65202 and 65300.