This dimension categorises information reported in relation to credit exposures, based on internal rating grades and associated prescribed supervisory slotting categories.These categories are used for capital adequacy purposes and are to be determined under the internal ratings-based supervisory slotting approach to credit risk, in accordance with relevant prudential standards.Each slotting category is associated with a specific risk-weight for unexpected losses that broadly corresponds to a range of external credit assessments.
The information reported relates to credit exposures allocated to the satisfactory supervisory slotting category, based on internal rating grades.This category is used for capital adequacy purposes and is to be determined under the internal ratings-based supervisory slotting approach to credit risk, in accordance with relevant prudential standards.