Label: |
Weighted Average Maturity (Years) of Credit Exposures |
Concept Guidance: |
As at the relevant date, report in years the exposure weighted average effective maturity (M) of credit exposures.This item is reported 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.A credit exposure represents an asset, liability, claim or commitment of an entity, which may be recorded on or off the balance sheet and which gives rise to credit risk.
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