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(NotionalPrincipalAmount) |
This dimension identifies the measurement scenario under which the reported value was calculated. The value reported is the notional principal amount. The notional principal amount represents the face value, or gross amount, of an off-balance sheet transaction.This does not represent the fair value.
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(Grade4orUnrated) |
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 The counterparty in relation to the reported information has a rating grade of 4 or is unrated.
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(LT1Y) |
This dimension is used to categorise information reported, according to the residual term to maturity. The reported information relates to items that have a remaining term to maturity of less than 12 months.
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