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(PrincipalAmountAbsolute) |
This dimension identifies the measurement scenario under which the reported value was calculated.
The value reported is the absolute principal (notional principal) amount. That is, the amount must be reported as a positive value even for short positions. The principal (notional) represents the outstanding face value, or gross amount, of an on (or off) balance sheet asset or liability.
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This dimension categorises the reported data according to the underlying contract associated with a type of financial risk.
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This rating categorises the credit ratings of the counterparty in relation to the investments of the reporting entity as determined by various rating agencies.Rating Grade1: Standard & Poor's AAA; Moody's Aaa; AM Best A++; Fitch AAARating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best A+; Fitch AA+, AA, AA-Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best A, A-; Fitch A+, A, A-Rating Grade4: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; AM Best B++, B+; Fitch BBB+, BBB, BBB-Rating Grade5: Standard & Poor's BB+, or below; Moody's Ba1, or below; AM Best B, or below; Fitch BB+, or below
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(NotRecognisedExchange) |
The channel or medium through which investments are made
These are investments that are not made through a recognised exchange for the products being transacted. These are typically referred to as "Unlisted" or "Over The Counter (OTC)" investments.
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This dimension is used to categorise information reported, according to the residual term to maturity.
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