Enumeration | Definition |
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Bucket 1 | This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'. |
Bucket 2 | This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'. |
Bucket 3 | This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'. |
Bucket 4 | This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'. |
Bucket 5 | This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'. |
Bucket 6 | This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'. |
Overall portfolio |