| Name: | ProbabilityOfDefaultBandDimension |
|---|---|
| Label: | Probability of Default Band |
| TREF ID: | DM421 |
| Type: | Predefined |
| Description: |
This dimension segments reported information relating to credit exposures according to the associated probability of default (PD), as determined in accordance with relevant prudential standards.Where PDs are bucketed and there are multiple assigned PDs within a bucket, assign the exposure weighted average PD of the bucket.A PD of 100 per cent is to be assigned to all defaulted exposures. |
| Usage: |
Dimension Members
| Name | Label | TREF ID | Description |
| EGT0.1PctLT0.2Pct | Equal To Greater Than 0.1 Percent And Less Than 0.2 Percent | DV5231 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 0.1% but less than 0.2%. |
| EGT0.2PctLT0.3Pct | Equal To Greater Than 0.2 Percent And Less Than 0.3 Percent | DV5230 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 0.2% but less than 0.3%. |
| EGT0.3PctLT0.5Pct | Equal To Greater Than 0.3 Percent And Less Than 0.5 Percent | DV5229 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 0.3% but less than 0.5%. |
| EGT0.5PctLT0.7Pct | Equal To Greater Than 0.5 Percent And Less Than 0.7 Percent | DV5228 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 0.5% but less than 0.7%. |
| EGT0.7PctLT1.0Pct | Equal To Greater Than 0.7 Percent And Less Than 1.0 Percent | DV5227 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 0.7% but less than 1.0%. |
| EGT0PctLT0.1Pct | Equal To Greater Than 0 Percent And Less Than 0.1 Percent | DV5232 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 0% but less than 0.1%. |
| EGT1.0PctLT2.0Pct | Equal To Greater Than 1.0 Percent And Less Than 2.0 Percent | DV5051 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 1.0% but less than 2.0%. |
| EGT10.0PctLT100.0Pct | Equal To Greater Than 10.0 Percent And Less Than 100.0 Percent | DV5046 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 10.0% but less than 100.0%. |
| EGT100.0Pct | Equal To Greater Than 100.0 Percent | DV5045 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 100.0%. |
| EGT2.0PctLT3.0Pct | Equal To Greater Than 2.0 Percent And Less Than 3.0 Percent | DV5050 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 2.0% but less than 3.0%. |
| EGT3.0PctLT5.0Pct | Equal To Greater Than 3.0 Percent And Less Than 5.0 Percent | DV5049 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 3.0% but less than 5.0%. |
| EGT5.0PctLT7.0Pct | Equal To Greater Than 5.0 Percent And Less Than 7.0 Percent | DV5048 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 5.0% but less than 7.0%. |
| EGT7.0PctLT10.0Pct | Equal To Greater Than 7.0 Percent And Less Than 10.0 Percent | DV5047 |
The reported information relates to credit exposures with a determined probability of default equal to or greater than 7.0% but less than 10.0%. |