PET - Plain English Taxonomy

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%.