| Name: | IRBApproachDimension |
|---|---|
| Label: | IRB Approach |
| TREF ID: | DM430 |
| Type: | Predefined |
| Description: |
This dimension categorises information reported under the internal ratings based approach to credit risk, as determined in accordance with relevant prudential standards. |
| Usage: |
Dimension Members
| Name | Label | TREF ID | Description |
| Advanced | Advanced | DV4346 |
The information reported is in relation to exposures determined under the advanced internal ratings-based (AIRB) approach to credit risk in accordance with relevant prudential standards. |
| Foundation | Foundation | DV4347 |
The information reported is in relation to exposures determined under the foundation internal ratings-based (FIRB) approach to credit risk in accordance with relevant prudential standards. |
| SupervisorySlotting | Supervisory Slotting | DV4345 |
The information reported is in relation to exposures determined using the supervisory slotting approach under the internal ratings-based (AIRB) approach to credit risk in accordance with relevant prudential standards. |