Name: | CounterpartyRatingSuperReformDimension |
---|---|
Label: | Counterparty Rating Super Reform Dimension |
TREF ID: | DM683 |
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 Debt aaa; Fitch AAA; Rating Grade2: Standard & Poor's AA+, AA, AA-; Moody's Aa1, Aa2, Aa3; AM Best Debt aa+, aa, aa-; Fitch AA+, AA, AA-; Rating Grade3: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; AM Best Debt a+, 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-; Fitch BBB+, BBB, BBB-; Rating Grade5: Standard & Poor's BB+, BB, BB- ; Moody's Ba1, Ba2, Ba3; AM Best Debt bb+, bb, bb-; Fitch BB+, BB, BB-; Rating Grade6: Standard & Poor's B+, B, B- ; Moody's B1, B2, B3; AM Best Debt b+, b, b-; Fitch B+, B, B-; Rating Grade7: Standard & Poor's CCC or below; Moody's Caa or below; AM Best Debt b or below; Fitch CCC or Below; unrated. |
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. |