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(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.
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The description of the transaction.
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