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Dimension



Obligor grade

Obligor grades or pools of exposures (sequential number, unique per report)
Integers - Integers


Members of this dimension

x999 - (Reports:C 08.02; C 10.02; )





Reports using this dimension


C 08.02CR IRB 2 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades
C 10.02CR EQU IRB 2 - Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades