Stress Test Data Framework Dictionary 2021: Version 02

Trended_other

This worksheet captures how various measures have trended over a historical period. Each measure is to be split based on portfolio. Collective provisions measures have been split out from the remaining ‘trended other’ measures. This is to allow firms to populate collective provisions at a higher level of aggregation in comparison to the other measures. Refer to guidance on forbearance and impairment provisions when populating the data for restructured accounts - http://www.fsa.gov.uk/pages/Library/Policy/final_guides/2011/fg11_15.shtml. All measures (except undrawn balance) should be populated as positive numbers where it exists. Any negative adjustments should be identified separately as a reconciling item in the reconciliations template.

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 Historical period month String (255 long) Historicalperiodmonth Historicalperiodmonth Yes Yes
8 Historical period year String (255 long) Historicalperiodyear Historicalperiodyear Yes Yes
9 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -
10 Undrawn balance Float UndrawnBalance 0.0000 Inclusive Yes -
11 Individual provisions fraud Float Individualprovisionsfraud 0.0000 Inclusive Yes -
12 Individual provisions non fraud Float Individualprovisionsnonfraud 0.0000 Inclusive Yes -
13 Impairment charge Float ImpairmentCharge Yes -
14 Balance charged off Float BalanceChargedOff - -
15 Loss at write off Float LossatWriteOff Yes -
16 Restructured accounts balance up to date Float Restructuredaccountsbalanceuptodate 0.0000 Inclusive Yes -
17 Restructured accounts balance in arrears Float Restructuredaccountsbalanceinarrears 0.0000 Inclusive Yes -
18 Restructured accounts provision on balances up to date Float Restructuredaccountsprovisiononbalancesuptodate 0.0000 Inclusive Yes -
19 Restructured accounts provision on balances in arrears Float Restructuredaccountsprovisiononbalancesinarrears 0.0000 Inclusive Yes -
20 Balance weighted average indexed LTV Float BalanceweightedaverageindexedLTV 0.0000 Inclusive Yes -
21 Provision on balances in possession Float ProvisiononBalancesinPossession 0.0000 Inclusive Yes -
22 Number of repossessions in period Int Numberofrepossessionsinperiod 0.0000 Inclusive Yes -
23 New business average PD regulatory Float NewbusinessaveragePDregulatory 0.0000 1.0000 Inclusive - -