PET - Plain English Taxonomy

Attribute: CS15543
Concept:
Label: Non-Market Related Off-Balance Sheet Credit Exposure Where Own Internal CCF Estimate Is Not 100%
Concept Guidance:
This is the value, as at the relevant date, of non-market related off-balance sheet credit exposures, and for which the applicable Credit Conversion Factor (CCF) is other than 100%.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.This item is calculated for capital adequacy purposes and is to be determined in accordance with Prudential Standard APS 113. 
Dimensions
Dimension Member Description
(CreditEquivalentAmountCRMAdjusted)
This dimension identifies the measurement scenario under which the reported value was calculated.
The value reported is the credit equivalent amount, after taking to account the credit risk mitigation (CRM) techniques used by the reporting party. This amount is to be determined and adjusted for CRM in accordance with relevant prudential standards.The credit equivalent amount (CEA) represents the on-balance sheet equivalent of an off-balance sheet exposure.In relation to a non-market-related off-balance sheet transaction, the CEA adjusted for CRM is calculated by multiplying the notional principal amount of a particular transaction, after adjusting for CRM, by the relevant credit conversion factor.In relation to a market-related off-balance sheet transaction, the CEA adjusted for CRM is determined using the current exposure method, calculated as the notional principal amount, after adjusting for CRM, multiplied by the credit conversion factor, plus the current exposure amount of the particular transaction.
The description of the transaction.