Home DataPointModel



Dimension



Use of external ratings

Defines the type of credit external ratings applying to the exposure.
External ratings - Concepts related with external credit ratings.


Members of this dimension

x1 - Direct issue credit assessment (Reports:C 13.01; C 18.00; )
x2 - Direct issue long-term credit assessment (Reports:C 13.01; )
x3 - Direct issue short-term credit assessment (Reports:C 13.01; )
x7 - Rated exposure (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 19.00; )
x9 - Unrated exposure (Reports:C 19.00; )
x10 - Unrated exposure where a derived rating is used (Reports:C 07.00.a; C 07.00.c; C 07.00.d; )
x11 - Without direct issue credit assessment (Reports:C 13.01; )
x12 - Unrated exposure where a derived rating is not used (Reports:)





Reports using this dimension


C 07.00.aCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
C 07.00.cCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property
C 07.00.dCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 13.01CR SEC - (CR SEC) Credit risk: Securitisations
C 18.00MKR SA TDI - Market risk: Standardised Approach for traded debt instruments
C 19.00MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations