Stress Test Data Framework Dictionary 2021: Version 02

CounterpartycreditrisksectorPVA

Enumeration Definition
Banks Counterparties that the firm classifies internally as a bank.
Corporates Counterparties that the firm classifies internally as a corporate.
Non-bank financials Counterparties that the firm classifies internally as a non-bank financial.
Other Counterparties that do not fall into one of the other categories.
Sovereigns Counterparties that the firm classifies internally as a sovereign.