Attribute: | CS17608 |
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Concept: | |
Label: | Delivery-versus-payment transactions that remain unsettled after their due delivery dates |
Concept Guidance: |
This is the value, as at the relevant date, of delivery-versus-payment (DvP) transactions that remain unsettled after their due delivery dates.Exclude repurchase and reverse-repurchase agreements as well as securities lending and borrowing.Delivery-versus-payment transactions are those transactions of securities using a settlement mechanism which links the securities transfer and the funds transfer in such a way as to ensure that delivery occurs if, and only if, the corresponding payment occurs. |
Dimensions
Dimension | Member | Description |
(SettlementPastDue16DLT31D) |
This dimension classifies assets according to the likelihood of their full economic benefits being realised. |
|
(PositiveCurrentExposureCRMAdjusted) |
This dimension identifies the measurement approach used to calculate this amount. |
|
(SixHundredAndTwentyFivePercent) |
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 determined in accordance with relevant prudential standards. |