Stress Test Data Framework Dictionary 2017: Version 02

Internalcreditrating

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
Not in default Refers to assets which don’t fall under the definitions referred to in CRR Articles 127 and 178.
Satisfactory
Strong
Unrated
Weak