Banks using the supervisory slotting criteria for the SL sub-class are exempt from this two-dimensional requirement for these exposures. Given the interdependence between borrower/transaction characteristics in SL, banks may satisfy the requirements under this heading through a single rating dimension that reflects EL by incorporating both borrower strength (PD) and CBB's loss severity (LGD) considerations. This exemption does not apply to banks using the general corporate foundation approach for the SL sub- class.