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.
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