Attribute: | CS26469 |
---|---|
Concept: | |
Label: | Total market-related off-balance sheet risk-weighted credit exposures |
Concept Guidance: |
The total risk-weighted exposure (RWE) for market-related off-balance sheet credit exposures (including default risk RWE, trade exposure RWE and default fund RWE) plus 12.5 times the sum of credit valuation adjustment (CVA) capital charge and default fund capital charge, all determined in accordance with Prudential Standard APS 180 Capital Adequacy: Counterparty Credit Risk. |
Dimensions
This attribute does not have any dimensions. |