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Dimension



Exposures by Credit Quality steps at reporting date

Defines the credit quality of the securitisation exposure position to the Credit Quality Steps scale at the reporting date.
Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale


Members of this dimension

x1 - ALL OTHER CQS (Reports:C 13.00; )
x2 - CQS 1 (Reports:C 12.00; C 51.00.a; C 51.00.b; C 51.00.w; C 51.00.x; C 60.00.a; C 60.00.w; C 66.00.a; C 66.00.w; C 72.00.a; C 72.00.w; )
x3 - CQS 1 & S/T CQS 1 (Reports:C 13.00; )
x4 - CQS 10 (Reports:C 13.00; )
x5 - CQS 11 (Reports:C 13.00; )
x6 - CQS 2 (Reports:C 12.00; C 13.00; C 51.00.a; C 51.00.b; C 51.00.w; C 51.00.x; C 60.00.a; C 60.00.w; C 66.00.a; C 66.00.w; C 72.00.a; C 72.00.w; )
x7 - CQS 3 (Reports:C 12.00; C 13.00; C 51.00.a; C 51.00.b; C 51.00.w; C 51.00.x; C 66.00.a; C 66.00.w; )
x8 - CQS 4 (Reports:C 12.00; )
x9 - CQS 4 & S/T CQS 2 (Reports:C 13.00; )
x10 - CQS 5 (Reports:C 13.00; )
x11 - CQS 6 (Reports:C 13.00; )
x12 - CQS 7 & S/T CQS 3 (Reports:C 13.00; )
x13 - CQS 8 (Reports:C 13.00; )
x14 - CQS 9 (Reports:C 13.00; )
x15 - CQS other (Reports:C 12.00; )
x18 - Other than CQS 1-6 or RWA assigned based on senior unsecured exposures of the issuer (Reports:C 60.00.a; C 60.00.w; )
x16 - CQS 1-6 or RWA assigned based on senior unsecured exposures of the issuer (Reports:C 60.00.a; C 60.00.w; C 61.00.b; C 61.00.x; C 66.00.a; C 66.00.w; )
x17 - CQS 3-6 or unrated (Reports:C 60.00.a; C 60.00.w; )
x19 - CQS 1-3 (Reports:C 66.00.a; C 66.00.w; C 72.00.a; C 72.00.w; )
x21 - CQS 2 / CQS 3 (Reports:C 72.00.a; C 72.00.w; )
x22 - CQS 3-5 (Reports:C 72.00.a; C 72.00.w; )





Reports using this dimension


C 12.00CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements
C 13.00CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements
C 51.00.aLC - Assets - Liquidity Coverage. Liquid assets (I). Total
C 51.00.bLC - Assets - Liquidity Coverage. Liquid assets (II). Total
C 51.00.wLC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies
C 51.00.xLC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies
C 60.00.aSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total
C 60.00.wSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies
C 61.00.bSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total
C 61.00.xSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies
C 66.00.aContractual template. Total
C 66.00.wContractual template. Significant currencies
C 72.00.aLC(DA - Liquidity Coverage . Liquid assets. Total (DA)
C 72.00.wLC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA)