PET - Plain English Taxonomy

Attribute:	CS15570
Concept:	Financial Risk Credit On Balance Sheet Exposure Weighted Average Firm Size Amount
Label:	Weighted Average Firm Size of On-Balance Sheet Credit Exposures
Concept Guidance:	This is, as at the relevant date, the exposure weighted average firm size of 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 firm size = SIGMAi Salesi x EADi / SIGMAi EADiWhere:Salesi = the level of annual sales associated with the ith exposure.EADi = the exposure at default(EAD) associated with the ith exposure.

Dimensions

Dimension	Member	Description
ProbabilityOfDefaultDimension	(CS15514)	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.

Dimension

Member

Description

ProbabilityOfDefaultDimension

(CS15514)

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.