PET - Plain English Taxonomy

Name: CreditRatingDimension
Label: Credit Rating Dimension
TREF ID: DM345
Type: Predefined
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;
Usage:

Dimension Members
Name Label TREF ID Description
DoNotMeetDueDiligenceRequirements Do Not Meet Due Diligence Requirements DV6140
This information relates to investments that are rated or unrated and do not meet due diligence requirements.
Grade1OrHigher Grade 1 Or Higher DV7415
This information relates to investments with either a long-term or short-term credit rating grade of 1 or higher.
Grade3OrHigher Grade 3 Or Higher DV8238
This information relates to investments with either a long-term or short-term credit rating grade of 3 or higher.
Grade3OrLowerOrUnrated Grade 3 Or Lower Or Unrated DV7414
This information relates to investments with a long-term credit rating grade of 3 or lower or unrated.
GradeConcessional Grade Concessional DV5255
This information relates to specific highly rated institutions and banks for which a concessional risk rate is applied.
GradeIssueSpecific Grade Issue Specific DV5254
This information relates to issue-specific short-term rated instruments and claims.       Issue-specific short-term ratings reflect the characteristics of an individual instrument or claim, as opposed to the characteristics of the issuer, and are determined by external credit assessment institutions.
GradeUnrated Grade Unrated DV4264
This information relates to unrated investments.
GradeUnratedSubjectToRWFloor Grade Unrated Subject To RW Floor DV5256
This information relates to counterparties for which there has been no counterparty credit rating provided by an external credit assessment institution, and where the counterparty is subject to a risk-weight floor equal to that applicable to exposures to their government.
LTG LTG DV8175
This information relates to investments with any long-term credit rating grade.
LTG1 LTG1 DV4259
This information relates to investments with a long-term credit rating grade of 1.
LTG10 LTG10 DV5243
This information relates to investments with a long-term credit rating grade of 10.
LTG11 LTG11 DV5244
This information relates to investments with a long-term credit rating grade of 11.
LTG12OrSTG4OrUnrated LTG12 Or STG4 Or Unrated DV5245
This information relates to investments with either a long-term credit rating grade of 12, short-term credit rating grade of 4, or unrated.
LTG1OrLTG2OrLTG3 LTG 1 Or LTG 2 Or LTG 3 DV5543
This information relates to investments with a long-term credit rating grade of 1, 2 or 3
LTG1OrSTG1 LTG1 Or STG1 DV3926
This information relates to investments with either a long-term or short-term credit rating grade of 1.
LTG1To11OrSTG1To3 LTG1 To 11 Or STG1 To 3 DV5246
This information relates to investments with either a long-term credit rating grade of between 1 and 11 inclusive, or a short-term credit rating grade of between 1 and 3 inclusive.
LTG1To4OrSTG1To3 LTG1 To 4 Or STG1 To 3 DV4262
This information relates to investments with either a long-term credit rating grade of 1 to 4, or short-term credit rating grade of 1 to 3.
LTG2 LTG2 DV5247
This information relates to investments with a long-term credit rating grade of 2.
LTG2OrSTG2 LTG2 Or STG2 DV3925
This information relates to investments with either a long-term or short-term credit rating grade of 2.
LTG2ToLTG3 LTG2 To LTG3 DV4260
This information relates to investments with a long-term credit rating grade of 2 or 3.
LTG3 LTG3 DV5248
This information relates to investments with a long-term credit rating grade of 3.
LTG3OrSTG3 LTG3 Or STG3 DV3924
This information relates to investments with either a long-term or short-term credit rating grade of 3.
LTG4 LTG4 DV4266
This information relates to investments with a long-term credit rating grade of 4.
LTG4OrLTG5OrLTG6OrUnrated LTG 4 Or LTG 5 Or LTG 6 Or Unrated DV5544
This information relates to investments with a long-term credit rating grade of 4,5,6 or unrated.
LTG4OrSTG2 LTG4 Or STG2 DV5249
This information relates to investments with either a long-term credit rating grade of 4, or short-term credit rating grade of 2.
LTG4OrSTG4 LTG4 Or STG4 DV4263
This information relates to investments with either a long-term or short-term credit rating grade of 4.
LTG4OrUnrated LTG 4 Or Unrated DV6194
This information relates to investments with a long-term credit rating grade of 4 or unrated.
LTG4ToLTG5 LTG4 To LTG5 DV4258
This information relates to investments with a long-term credit rating grade of 4 or 5.
LTG5 LTG5 DV5250
This information relates to investments with a long-term credit rating grade of 5.
LTG5OrLTG6OrSTG4 LTG5 Or LTG6 Or STG4 DV4265
This information relates to investments with either a long-term credit rating grade of 5 or 6, or a short-term credit rating grade of 4.
LTG5To6OrSTG4OrUnrated LTG5 To 6 Or STG4 Or Unrated DV4261
Information reported relates to investments with either a long-term credit rating grade of 5 or 6, short-term credit rating grade of 4, or unrated, as determined in accordance with ADI prudential standards;
LTG5ToLTG6 LTG5 To LTG6 DV4256
This information relates to investments with a long-term credit rating grade of 5 or 6.
LTG6 LTG6 DV4257
This information relates to investments with a long-term credit rating grade of 6.
LTG7OrSTG3 LTG7 Or STG3 DV5253
This information relates to investments with either a long-term credit rating grade of 7, or a short-term credit rating grade of 3.
LTG8 LTG8 DV5252
This information relates to investments with a long-term credit rating grade of 8.
LTG9 LTG9 DV5251
this information relates to investments with a long-term credit rating grade of 9.
LTGOrSTGOrUnratedThatDoNotMeetDueDiligenceRequirements LTG Or STG Or Unrated That Do Not Meet Due Diligence Requirements DV6141
This information relates to investments that have a long term credit rating or a short term credit rating or unrated and do not meet due diligence requirements.
STG STG DV8177
This information relates to investments with any short-term credit rating grade.
STG1 STG 1 DV8172
This information relates to investments with a short-term credit rating grade of 1.
STG2 STG 2 DV8173
This information relates to investments with a short-term credit rating grade of 2.
STG3 STG 3 DV8174
This information relates to investments with a short-term credit rating grade of 3.
STG4 STG 4 DV8176
This information relates to investments with a short-term credit rating grade of 4.