| Name: | CounterpartyRatingDimension |
|---|---|
| Label: | Counterparty Rating Dimension |
| TREF ID: | DM393 |
| Type: | Predefined |
| Description: |
This rating categorises the credit ratings of the counterparty in relation to the investments of the reporting entity as determined by various rating agencies.Rating Grade1: Standard & Poor's AAA; Moody's Aaa; AM Best A++; Fitch AAARating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best A+; Fitch AA+, AA, AA-Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best A, A-; Fitch A+, A, A-Rating Grade4: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; AM Best B++, B+; Fitch BBB+, BBB, BBB-Rating Grade5: Standard & Poor's BB+, or below; Moody's Ba1, or below; AM Best B, or below; Fitch BB+, or below |
| Usage: |
Dimension Members
| Name | Label | TREF ID | Description |
| Grade1 | Rating Grade 1 | DV3945 |
The counterparty in relation to the reported information has a rating grade of 1. |
| Grade1or2 | Rating Grade 1 or 2 | DV4794 |
The counterparty in relation to the reported information has a rating grade of 1 or 2. |
| Grade2 | Rating Grade 2 | DV3944 |
The counterparty in relation to the reported information has a rating grade of 2. |
| Grade3 | Rating Grade 3 | DV4795 |
The counterparty in relation to the reported information has a rating grade of 3. |
| Grade4 | Rating Grade 4 | DV3943 |
The counterparty in relation to the reported information has a rating grade of 4. |
| Grade4or5 | Rating Grade 4 or 5 | DV4798 |
The counterparty in relation to the reported information has a rating grade of 4 or 5. |
| Grade4orUnrated | Rating Grade 4 or Unrated | DV4796 |
The counterparty in relation to the reported information has a rating grade of 4 or is unrated. |
| Grade5 | Rating Grade 5 | DV3942 |
The counterparty in relation to the reported information has a rating grade of 5. |
| Grade6 | Rating Grade 6 | DV6131 |
The counterparty in relation to the reported information has a rating grade of 6. |
| Grade7 | Rating Grade 7 | DV6132 |
The counterparty in relation to the reported information has a rating grade of 7. |
| GradeFiveSixOrSeven | Grade Five Six Or Seven | DV6133 |
The counterparty in relation to the reported information has a rating grade of 5, 6 or 7. |
| GradeInvestment | Investment | DV3941 |
The counterparty in relation to the reported information has a credit rating of at least "investment grade" by an external credit assessment institution. |
| Other | Other | DV5466 |
Detailed in GPS 114 |
| Unrated | Unrated | DV4797 |
The counterparty in relation to the reported information is unrated. |