| Name: | CounterpartyRatingGradesDimension |
|---|---|
| Label: | Counterparty Rating Grades Dimension |
| TREF ID: | DM576 |
| Type: | Predefined |
| Description: |
This dimension categorises investments of the reporting entity according to the long-term and short-term credit rating grades of the counterparty as determined by various rating agencies.Long-term ratings. Rating Grade1: Standard & Poor's AAA; Moody's Aaa; AM Best Debt aaa; AM Best FSR A++; Fitch AAA;Rating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best Debt aa+, aa, aa-; AM Best FSR A+; Fitch AA+, AA, AA-;Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best Debt a+, a, a-; AM Best FSR A, A-; Fitch A+, A, A-;Rating Grade4: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; AM Best Debt bbb+, bbb, bbb-; AM Best FSR B++, B+; Fitch BBB+, BBB, BBB-;Rating Grade5: Standard & Poor's BB+, BB, BB- ; Moody's Ba1, Ba2, Ba3; AM Best Debt bb+, bb, bb-; AM Best FSR B, B-; Fitch BB+, BB, BB-;Rating Grade6: Standard & Poor's B+, B, B- ; Moody's B1, B2, B3; AM Best Debt b+, b, b-; AM Best FSR C++, C+, C, C-; Fitch B+, B, B-;Rating Grade7: Standard & Poor's Below B-; Moody's Below B3; AM Best Debt Below b-; AM Best FSR Below C-; Fitch CCC or Below;Short-term ratings.Rating Grade1: Standard & Poor's A+, AM Best AMB-1+; Fitch F1+;Rating Grade2: Standard & Poor's A1; Moody's P1; AM Best AMB-1; Fitch F1;Rating Grade3: Standard & Poor's A2; Moody's P2; AM Best AMB-2; Fitch F2;Rating Grade4: Standard & Poor's A3; Moody's P3; AM Best AMB-3; Fitch F3;Rating Grade6: Standard & Poor's B; Moody's NP Vulnerable; AM Best AMB-4; Fitch B;Rating Grade7: Standard & Poor's C; Moody's NP Currently Vulnerable; Fitch C; |
| 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. |