Examples of Rating Grade in a sentence
HQLA2A2.1. Securities issued or guaranteed by sovereigns or central banks with20 per cent risk weight2.2. Securities issued or guaranteedby PSEs or MDBs with 20 per cent risk weight2.3. Non-financial corporate securities (Credit Rating Grade 1)2.4. Covered bonds, not self-issued (Credit Rating Grade 1)2.5. Adjusted amount of HQLA2A stock2.5.1. Adjustment due to secured lending/borrowing transactions2.5.2. Adjustment due to collateral swaps3.
Supervisory Rating Grade Remaining Maturity^ Use of preferential risk-weights.
Rating Grade β0 β1 h1 −6.0 10.0 1.02 −5.5 10.0 1.03 −5.0 10.0 1.04 −4.0 10.0 1.05 −3.5 10.0 1.06 −2.5 10.0 1.0 Figure 1.
HQLA2A2.1. Securities issued or guaranteed by sovereigns or central banks with20 per cent risk weight2.2. Securities issued or guaranteed by PSEs or MDBs with 20 per cent risk weight2.3. Non-financial corporate securities (Credit Rating Grade 1)2.4. Covered bonds, not self-issued (Credit Rating Grade 1)2.5. Adjusted amount of HQLA2A stock2.5.1. Adjustment due to secured lending/borrowing transactions2.5.2. Adjustment due to collateral swaps3.
Rating Grade 6 Of the total value reported at item 4 in the ‘Net market value’ column, report in this column for all applicable line items, the aggregate value of exposures that are unrated.
HQLA2A2.1. Securities issued or guaranteed by sovereigns or central banks with 20 per cent risk weight2.2. Securities issued or guaranteed by PSEs or MDBs with 20 per centrisk weight2.3. Non-financial corporate securities (Credit Rating Grade 1)2.4. Covered bonds, not self-issued (Credit Rating Grade 1)2.5. Adjusted amount of HQLA2A stock2.5.1. Adjustment due to secured lending/borrowing transactions2.5.2. Adjustment due to collateral swaps3.
Market value/amount 2.1. Securities issued or guaranteedby sovereigns or central banks with 20 per cent risk weight2.2. Securities issued or guaranteed by PSEs or MDBs with 20 per cent risk weight2.3. Non-financial corporate securities (Credit Rating Grade 1)2.4. Covered bonds, not self-issued (Credit Rating Grade 1)2.5. Adjusted amount of HQLA2A stock2.5.1. Adjustment due to secured lending/borrowing transactions2.5.2. Adjustment due to collateral swaps3.
Rating Grade 3 Of the total value reported at item 4 in the ‘Net market value’ column, report in this column for all applicable line items, the aggregate value of exposures that have an APRA rating grade of 3.
Where exposure is guaranteed or covered by credit derivatives, exposure is shown against the asset class of the guarantor or derivative counterparty.Table 20: Credit Risk Assessment under the AIRB Approach for Sovereign, Bank and Corporate Exposures and Equity Exposures under the PD/LGD Approach Classified by Rating Grade* * A number of grades is an example.
Rating Grade 5 Of the total value reported at item 4 in the ‘Net market value’ column, report in this column for all applicable line items, the aggregate value of exposures that have an APRA rating grade of 5.