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(RWA) |
This dimension identifies the measurement scenario under which the reported value was calculated.
The value reported is the risk-weighted asset amount, as determined in accordance with relevant prudential standards.
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(LTG) |
This dimension categorises investments of the entity according to the long-term and short-term credit rating grades of the counterparty as determined by various rating agencies. Long-term ratings: Rating Grade1: Standard & Poor's AAA, AA+, AA, AA-; Moody's Aaa, Aa1, Aa2, Aa3; Fitch AAA, AA+, AA, AA-. Rating Grade2: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; Fitch A+, A, A-. Rating Grade3: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; Fitch BBB+, BBB, BBB-. Rating Grade4: Standard & Poor's BB+, BB, BB-; Moody's Ba1, Ba2, Ba3; Fitch BB+, BB, BB-. Rating Grade5: Standard & Poor's B+, B, B-; Moody's B1, B2, B3; Fitch B+, B, B-. Rating Grade6: Standard & Poor's CCC+, CCC, CCC-, CC, C, D; Moody's Caa1, Caa2, Caa3, Ca, C; Fitch CCC+, CCC, CCC-, CC, C, D. Short-term ratings: Rating Grade1: Standard & Poor's A-1; Moody's P-1; Fitch F-1. Rating Grade2: Standard & Poor's A-2; Moody's P-2; Fitch F-2. Rating Grade3: Standard & Poor's A-3; Moody's P-3; Fitch F-3. Rating Grade4: Standard & Poor's Others; Moody's Others; Fitch Others;
This information relates to investments with any long-term credit rating grade.
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(GreaterThan20PercentLessThanEqualTo50Percent) |
This dimension is used to categorise on-balance sheet assets and off-balance sheet business (both market-related and non-market-related transactions) according to certain risk categories to broadly reflect their credit risk profiles. These weightings are determined in accordance with relevant prudential standards.
Information in relation to exposures with a credit risk weighting of greater than 20% and less than or equal to 50% in accordance with the relevant prudential standards.
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(Senior) |
This dimension categorises information reported in accordance to the debt claim hierarchy which effects the order in which creditors are paid out.
The information reported relates to the debt claim classification of senior which is the highest level and therefore means it is paid out first, ahead of all other creditors.
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(ERBA) |
This dimension categorises information reported for credit risk purposes relating to credit exposures to securitisation, based on the various securitisation approaches, as determined in accordance with Prudential Standard APS 120 Securitisation.
The information reported relates to securitisation credit exposures subject to the external ratings-based approach (ERBA) to credit risk, as determined in accordance with Prudential Standard APS 120 Securitisation.
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