Securitisation Approach This dimension categorises information reported for credit risk purposes relating to credit exposures to securitisation, based on the securitisation approach the exposure is subject to under the internal ratings-based approach, as determined in accordance with relevant prudential standards. IAA The information reported relates to securitisation credit exposures subject to the internal assessment approach (IAA) to credit risk in accordance with relevant prudential standards. Not RBAIAA Or SF The information reported relates to securitisation credit exposures which is not subject to ratings-based approach (RBA), internal assessment approach (IAA), or supervisory formula (SF) method of calculating credit risk, as determined in accordance with relevant prudential standards. RBA The information reported relates to securitisation credit exposures subject to the ratings-based approach (RBA) to credit risk in accordance with relevant prudential standards. Where a securitisation exposure is externally rated, or where external rating can be inferred, the reporting party must use the RBA. RBA Or IAA The information reported relates to securitisation credit exposures subject to the ratings-based approach (RBA), or internal assessment approach (IAA) to credit risk in accordance with relevant prudential standards. SF The information reported relates to securitisation credit exposures subject to supervisory formula (SF) method of calculating credit risk, as determined in accordance with relevant prudential standards.