Stress Test Data Framework Dictionary 2021: Version 02

Wholesaleinternalcreditrating

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
Satisfactory
Strong
Unrated
Weak