PET - Plain English Taxonomy

Name:	CreditRatingIRBDimension
Label:	Credit Rating IRB
TREF ID:	DM362
Type:	Predefined
Description:	This dimension is used to categorise on-balance sheet assets and off-balance sheet business (both market-related and non-market-related transactions) according to certain risk categories to broadly reflect their credit risk profiles. These weightings are to be determined under the Internal-Ratings-based approach to credit risk in accordance with relevant prudential standards.
Usage:	ARF_120_1A

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.