Enumeration | Definition |
---|---|
1 | This is only relevant for CQS. |
2 | This is only relevant for CQS. |
3 | This is only relevant for CQS. |
4 | This is only relevant for CQS. |
5 | This is only relevant for CQS. |
6 | This is only relevant for CQS. |
Default | Refers to assets as defined in CRR Articles 127 and 178. This enumeration should be used for all exposures regardless of Basel approach once an asset has defaulted instead of an internal credit rating. |
Good | |
Satisfactory | |
Strong | |
Unrated | |
Weak |