Attribute: | CS25919 |
---|---|
Concept: | |
Label: | Securitisation |
Concept Guidance: |
Securitisation exposure is the value of on-balance sheet and off-balance sheet risk positions held by an entity arising from a securitisation including, but not limited to, investments in securities issued by a special purpose vehicle (SPV), credit enhancements, liquidity and other funding facilities and derivatives transactions. |
Dimensions
Dimension | Member | Description |
(RWA) |
This dimension identifies the measurement scenario under which the reported value was calculated. |