PET - Plain English Taxonomy

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.