Name: | LossGivenDefaultBandDimension |
---|---|

Label: | Loss Given Default Band |

TREF ID: | DM379 |

Type: | Predefined |

Description: |
This dimension categorises information reported in relation to credit exposures, according to it's associated loss given default (LGD) band. LGD estimates are to be determined in accordance with relevant prudential standards. LT |

Usage: |

Dimension Members

Name | Label | TREF ID | Description |

EGT100Pct | Equal To Greater Than 100 Percent | DV4102 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 100% of the exposure. |

EGT100PctLT110Pct | Equal To Greater Than 100 Percent And Less Than 110 Percent | DV3935 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 100% but less than 100% of the exposure. |

EGT10PctLT15Pct | Equal To Greater Than 10 Percent And Less Than 15 Percent | DV4153 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 10% but less than 15% of the exposure. |

EGT10PctLT20Pct | Equal To Greater Than 10 Percent And Less Than 20 Percent | DV3952 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 10% but less than 20% of the exposure. |

EGT110Pct | Equal To Greater Than 110 Percent | DV3933 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 110% of the exposure. |

EGT15PctLT20Pct | Equal To Greater Than 15 Percent And Less Than 20 Percent | DV4152 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 15% but less than 20% of the exposure. |

EGT15PctLT30Pct | Equal To Greater Than 15 Percent And Less Than 30 Percent | DV4149 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 15% but less than 30% of the exposure. |

EGT2.5PctLT5Pct | Equal To Greater Than 2.5 Percent And Less Than 5 Percent | DV4156 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 2.5% but less than 5% of the exposure. |

EGT20PctLT25Pct | Equal To Greater Than 20 Percent And Less Than 25 Percent | DV4234 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 20% but less than 25% of the exposure. |

EGT20PctLT30Pct | Equal To Greater Than 20 Percent And Less Than 30 Percent | DV4509 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 20% but less than 30% of the exposure. |

EGT25PctLT30Pct | Equal To Greater Than 25 Percent And Less Than 30 Percent | DV4101 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 25% but less than 30% of the exposure. |

EGT30PctLT35Pct | Equal To Greater Than 30 Percent And Less Than 35 Percent | DV4233 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 30% but less than 35% of the exposure. |

EGT30PctLT40Pct | Equal To Greater Than 30 Percent And Less Than 40 Percent | DV3951 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 30% but less than 40% of the exposure. |

EGT30PctLT45Pct | Equal To Greater Than 30 Percent And Less Than 45 Percent | DV4148 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 30% but less than 45% of the exposure. |

EGT35PctLT40Pct | Equal To Greater Than 35 Percent And Less Than 40 Percent | DV3955 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 35% but less than 40% of the exposure. |

EGT40Pct | Equal To Greater Than 40 Percent | DV4151 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 40% of the exposure. |

EGT40PctLT45Pct | Equal To Greater Than 40 Percent And Less Than 45 Percent | DV4232 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 40% but less than 45% of the exposure. |

EGT40PctLT50Pct | Equal To Greater Than 40 Percent And Less Than 50 Percent | DV3950 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 40% but less than 50% of the exposure. |

EGT45PctLT50Pct | Equal To Greater Than 45 Percent And Less Than 50 Percent | DV4231 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 45% but less than 50% of the exposure. |

EGT45PctLT55Pct | Equal To Greater Than 45 Percent And Less Than 55 Percent | DV4147 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 45% but less than 55% of the exposure. |

EGT50PctLT60Pct | Equal To Greater Than 50 Percent And Less Than 60 Percent | DV3949 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 50% but less than 60% of the exposure. |

EGT55PctLT60Pct | Equal To Greater Than 55 Percent And Less Than 60 Percent | DV4146 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 55% but less than 60% of the exposure. |

EGT5PctLT7.5Pct | Equal To Greater Than 5 Percent And Less Than 7.5 Percent | DV4155 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 5% but less than 7.5% of the exposure. |

EGT60PctLT65Pct | Equal To Greater Than 60 Percent And Less Than 65 Percent | DV4145 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 60% but less than 65% of the exposure. |

EGT60PctLT70Pct | Equal To Greater Than 60 Percent And Less Than 70 Percent | DV3938 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 60% but less than 70% of the exposure. |

EGT65PctLT70Pct | Equal To Greater Than 65 Percent And Less Than 70 Percent | DV4239 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 65% but less than 70% of the exposure. |

EGT7.5PctLT10Pct | Equal To Greater Than 7.5 Percent And Less Than 10 Percent | DV4154 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 7.5% but less than 10% of the exposure. |

EGT70PctLT75Pct | Equal To Greater Than 70 Percent And Less Than 75 Percent | DV4237 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 70% but less than 75% of the exposure. |

EGT70PctLT80Pct | Equal To Greater Than 70 Percent And Less Than 80 Percent | DV3937 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 70% but less than 80% of the exposure. |

EGT75PctLT80Pct | Equal To Greater Than 75 Percent And Less Than 80 Percent | DV4236 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 75% but less than 80% of the exposure. |

EGT80PcLT90Pct | Equal To Greater Than 80 Percent And Less Than 90 Percent | DV3936 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 80% but less than 90% of the exposure. |

EGT80PctLT85Pct | Equal To Greater Than 80 Percent And Less Than 85 Percent | DV4144 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 80% but less than 85% of the exposure. |

EGT85PctLT90Pct | Equal To Greater Than 85 Percent And Less Than 90 Percent | DV4235 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 85% but less than 90% of the exposure. |

EGT90Pct | Equal To Greater Than 90 Percent | DV3954 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 90% of the exposure. |

EGT90PctLT100Pct | Equal To Greater Than 90 Percent And Less Than 100 Percent | DV3934 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of equal to or greater than 90% but less than 100% of the exposure. |

LT10Pct | Less Than 10 Percent | DV3953 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of less than 10% of the exposure. |

LT15Pct | Less Than 15 Percent | DV4150 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of less than 15% of the exposure. |

LT2.5Pct | Less Than 2.5 Percent | DV4238 |
The reported information relates to credit exposures with loss given default estimates that represent a potential loss of less than 2.5% of the exposure. |