PET - Plain English Taxonomy

Attribute: CS26684
Concept:
Label: Number of counterparties
Concept Guidance:
The number of counterparties (not including central counterparties (CCPs)) with outstanding exposure arising from the specified transaction type which are treated as bilateral transactions for prudential regulatory purposes. 
Dimensions
Dimension Member Description
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;
(SecuritiesFinancingTransactions)
The information classifies each transaction type outstanding.
The information reported is for each outstanding exposures for securities financing transactions.