Stress Test Data Framework Dictionary 2021: Version 02

Trended_collective_provisions

This worksheet captures how various measures have trended over a historical period at a portfolio level. 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. The portfolio sub element ‘security’ is an optional field that is used to identify any secured portfolios (excluding Mortgages) backed using collateral, e.g. asset finance. Refer to guidance on forbearance and impairment provisions when populating the data for restructured accounts. This guidance is relevant to retail excluding mortgage products as well - http://www.fsa.gov.uk/pages/Library/Policy/final_guides/2011/fg11_15.shtml. All measures 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 RetailExcludingMortgageCredit

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 unsecured asset class String (255 long) Retailunsecuredassetclass Retailunsecuredassetclass Yes Yes
6 Retail unsecured product type String (255 long) Retailunsecuredproducttype Retailunsecuredproducttype Yes Yes
7 Security String (255 long) Security Security - Yes
8 Historical period month String (255 long) Historicalperiodmonth Historicalperiodmonth Yes Yes
9 Historical period year String (255 long) Historicalperiodyear Historicalperiodyear Yes Yes
10 Provisions Float Provisions 0.0000 Inclusive Yes -