PET - Plain English Taxonomy

Name: CreditRiskClassDimension
Label: Credit Risk Class
TREF ID: DM330
Type: Predefined
Description:
This dimension categorises information reported for credit risk purposes, based on the prescribed classes of exposures, as determined in accordance with relevant prudential standards.
Usage:

Dimension Members
Name Label TREF ID Description
Bank Bank DV4649
The information reported relates to bank credit exposures determined under the Internal-Ratings Based (IRB) approach to credit risk in accordance with relevant prudential standards.
Corporate Corporate DV4651
The information reported relates to corporate credit exposures determined under the Internal-Ratings Based (IRB) approach to credit risk in accordance with relevant prudential standards.
OtherIRBCreditRiskClasses Other IRB Credit Risk Classes DV4648
The information reported relates to credit exposures determined under the Internal-Ratings Based (IRB) approach to credit risk in accordance with relevant prudential standards, other than those classified within any of the following exposure classes:- corporate;- sovereign;- bank;  - retail; or- securitisation.
Retail Retail DV4647
The information reported relates to retail credit exposures determined under the Internal-Ratings Based (IRB) approach to credit risk in accordance with relevant prudential standards.An exposure is categorised as a retail exposure if it is extended to an individual (that is, a natural person) or individuals and is part of a large pool of exposures that are managed by the ADI on a pooled basis and is not margin lending.
Securitisation Securitisation DV4646
The information reported relates to securitisation credit exposures determined for credit risk purposes in accordance with relevant prudential standards.
Sovereign Sovereign DV4650
The information reported relates to sovereign credit exposures determined under the Internal-Ratings Based (IRB) approach to credit risk in accordance with relevant prudential standards.