Credit Rating Dimension This dimension categorises investments of the entity according to the long-term and short-term credit rating grades of the counterparty as determined by various rating agencies. Long-term ratings: Rating Grade1: Standard & Poor's AAA, AA+, AA, AA-; Moody's Aaa, Aa1, Aa2, Aa3; Fitch AAA, AA+, AA, AA-. Rating Grade2: Standard & Poor's A+, A, A-; Moody's A1, A2, A3; Fitch A+, A, A-. Rating Grade3: Standard & Poor's BBB+, BBB, BBB-; Moody's Baa1, Baa2, Baa3; Fitch BBB+, BBB, BBB-. Rating Grade4: Standard & Poor's BB+, BB, BB-; Moody's Ba1, Ba2, Ba3; Fitch BB+, BB, BB-. Rating Grade5: Standard & Poor's B+, B, B-; Moody's B1, B2, B3; Fitch B+, B, B-. Rating Grade6: Standard & Poor's CCC+, CCC, CCC-, CC, C, D; Moody's Caa1, Caa2, Caa3, Ca, C; Fitch CCC+, CCC, CCC-, CC, C, D. Short-term ratings: Rating Grade1: Standard & Poor's A-1; Moody's P-1; Fitch F-1. Rating Grade2: Standard & Poor's A-2; Moody's P-2; Fitch F-2. Rating Grade3: Standard & Poor's A-3; Moody's P-3; Fitch F-3. Rating Grade4: Standard & Poor's Others; Moody's Others; Fitch Others; Credit Rating IRB This dimension is used to categorise on-balance sheet assets and off-balance sheet business (both market-related and non-market-related transactions) according to certain risk categories to broadly reflect their credit risk profiles. These weightings are to be determined under the Internal-Ratings-based approach to credit risk in accordance with relevant prudential standards. LTG3 Or STG3 This information relates to investments with either a long-term or short-term credit rating grade of 3. LTG2 Or STG2 This information relates to investments with either a long-term or short-term credit rating grade of 2. LTG1 Or STG1 This information relates to investments with either a long-term or short-term credit rating grade of 1. LTG5 To LTG6 This information relates to investments with a long-term credit rating grade of 5 or 6. LTG6 This information relates to investments with a long-term credit rating grade of 6. LTG4 To LTG5 This information relates to investments with a long-term credit rating grade of 4 or 5. LTG1 This information relates to investments with a long-term credit rating grade of 1. LTG2 To LTG3 This information relates to investments with a long-term credit rating grade of 2 or 3. LTG5 To 6 Or STG4 Or Unrated Information reported relates to investments with either a long-term credit rating grade of 5 or 6, short-term credit rating grade of 4, or unrated, as determined in accordance with ADI prudential standards; LTG1 To 4 Or STG1 To 3 This information relates to investments with either a long-term credit rating grade of 1 to 4, or short-term credit rating grade of 1 to 3. LTG4 Or STG4 This information relates to investments with either a long-term or short-term credit rating grade of 4. LTG5 Or LTG6 Or STG4 This information relates to investments with either a long-term credit rating grade of 5 or 6, or a short-term credit rating grade of 4. LTG4 This information relates to investments with a long-term credit rating grade of 4. LTG10 This information relates to investments with a long-term credit rating grade of 10. LTG11 This information relates to investments with a long-term credit rating grade of 11. LTG12 Or STG4 Or Unrated This information relates to investments with either a long-term credit rating grade of 12, short-term credit rating grade of 4, or unrated. LTG1 To 11 Or STG1 To 3 This information relates to investments with either a long-term credit rating grade of between 1 and 11 inclusive, or a short-term credit rating grade of between 1 and 3 inclusive. LTG2 This information relates to investments with a long-term credit rating grade of 2. LTG3 This information relates to investments with a long-term credit rating grade of 3. LTG4 Or STG2 This information relates to investments with either a long-term credit rating grade of 4, or short-term credit rating grade of 2. LTG5 This information relates to investments with a long-term credit rating grade of 5. LTG9 this information relates to investments with a long-term credit rating grade of 9. LTG8 This information relates to investments with a long-term credit rating grade of 8. LTG7 Or STG3 This information relates to investments with either a long-term credit rating grade of 7, or a short-term credit rating grade of 3. Grade Issue Specific This information relates to issue-specific short-term rated instruments and claims. Issue-specific short-term ratings reflect the characteristics of an individual instrument or claim, as opposed to the characteristics of the issuer, and are determined by external credit assessment institutions. Grade Concessional This information relates to specific highly rated institutions and banks for which a concessional risk rate is applied. Grade Unrated Subject To RW Floor This information relates to counterparties for which there has been no counterparty credit rating provided by an external credit assessment institution, and where the counterparty is subject to a risk-weight floor equal to that applicable to exposures to their government. LTG 1 Or LTG 2 Or LTG 3 This information relates to investments with a long-term credit rating grade of 1, 2 or 3 LTG 4 Or LTG 5 Or LTG 6 Or Unrated This information relates to investments with a long-term credit rating grade of 4,5,6 or unrated. Grade Unrated This information relates to unrated investments. Do Not Meet Due Diligence Requirements This information relates to investments that are rated or unrated and do not meet due diligence requirements. LTG Or STG Or Unrated That Do Not Meet Due Diligence Requirements This information relates to investments that have a long term credit rating or a short term credit rating or unrated and do not meet due diligence requirements. LTG 4 Or Unrated This information relates to investments with a long-term credit rating grade of 4 or unrated. Grade 1 Or Higher This information relates to investments with either a long-term or short-term credit rating grade of 1 or higher. STG 1 This information relates to investments with a short-term credit rating grade of 1. STG 2 This information relates to investments with a short-term credit rating grade of 2. STG 3 This information relates to investments with a short-term credit rating grade of 3. LTG This information relates to investments with any long-term credit rating grade. STG 4 This information relates to investments with a short-term credit rating grade of 4. STG This information relates to investments with any short-term credit rating grade. Grade 3 Or Higher This information relates to investments with either a long-term or short-term credit rating grade of 3 or higher. Grade 3 Or Lower Or Unrated This information relates to investments with a long-term credit rating grade of 3 or lower or unrated.