Stress Test Data Framework Dictionary 2021: Version 02

Collateralforsecuredlending

Enumeration Definition
Asset backed and covered bonds The collateral which is categorised as Asset backed and covered bonds, that is received by the reporting firm that secures the lending.
Equities The collateral which is categorised as Equities, that is received by the reporting firm that secures the lending.
Highly rated corporate bonds The collateral which is categorised as Highly rated corporate bonds, that is received by the reporting firm that secures the lending.
Non highly rated corporate bonds The collateral which is categorised as Non highly rated corporate bonds, that is received by the reporting firm that secures the lending.
Other The collateral which is categorised as any other category otherwise than those listed, that is received by the reporting firm that secures the lending .
Sovereign bonds The collateral which is categorised as Sovereign bonds, that is received by the reporting firm that secures the lending.