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. |