Stress Test Data Framework Dictionary 2021: Version 02

Typeofcollateral

Enumeration Definition
Cash and equivalent Includes cash and cash equivalents used as collateral held against facility.
Debenture Specify if the firm holds a debenture / floating charge, i.e. a general, non-specific security interest, over the counterparty's assets.
Guarantee (company) Specify if a company within the counterparty’s corporate group provides a guarantee on the facility.
Guarantee (government) Specify if a government institution provides a guarantee on the facility.
Guarantee (other) Specify if a guarantee not elsewhere covered is provided on the facility.
Guarantee (personal) Specify if an individual provides a guarantee on the facility.
Intangible security Includes intangible security, such as goodwill and intellectual property, used as collateral held against facility.
Other Includes other collateral against facility not covered elsewhere.
Other financial security Includes financial security outside of cash and cash equivalents used as collateral held against facility.
Other tangible security Includes specific tangible security not elsewhere covered used as collateral held against facility.
Real estate Includes commercial and residential real estate as well as freehold and leasehold land used as collateral held against facility.
Receivables Includes receivables used as collateral held against facility.