Use of external ratings | Defines the type of credit external ratings applying to the exposure. |
| External ratings - Concepts related with external credit ratings. |
| x1 - Direct issue credit assessment (Reports:C 12.00; C 13.00; C 18.00; C 20.00; ) |
| x2 - Direct issue long-term credit assessment (Reports:C 12.00; C 13.00; ) |
| 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 12.00; C 13.00; C 20.00; ) |
| x12 - Unrated exposure where a derived rating is not used (Reports:C 12.00; C 13.00; ) |
| C 07.00.a | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements |
| C 07.00.c | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property |
| C 07.00.d | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default |
| C 12.00 | CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements |
| C 13.00 | CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements |
| C 18.00 | MKR SA TDI - Market risk: Standardised Approach for traded debt instruments |
| C 19.00 | MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations |
| C 20.00 | MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio |