PET - Plain English Taxonomy

Attribute: CS15516
Concept:
Label: Weighted Average Maturity (Years) of On-Balance Sheet Credit Exposures
Concept Guidance:
Report in years, calculated as at the relevant date, the exposure weighted average effective maturity (M) for on-balance sheet credit exposures.This item is calculated for capital adequacy purposes and is to be determined in accordance with relevant prudential standards.Weighted average maturity = SIGMAi Mi x EADi / SIGMAi EADiWhere:Mi = the maturity associated with the ith exposure in the group.EADi = the EAD associated with the ith exposure in the group. 
Dimensions
Dimension Member Description
This dimension is used to segment reported exposure information according to its associated probability of default (PD), as determined in accordance with relevant prudential standards.Where PDs are bucketed and there are multiple assigned PDs within a bucket, assign the exposure weighted average PD of the bucket.A PD of 100 per cent is to be assigned to all defaulted exposures.