PET - Plain English Taxonomy

Attribute: CS15540
Concept:
Label: Expected Losses from Off-Balance Sheet Credit Exposures
Concept Guidance:
This is the value, as at the relevant date, of expected losses arising from off-balance sheet credit exposures.This item is calculated for capital adequacy purposes and is to be determined in accordance with relevant prudential standards. 
Dimensions
Dimension Member Description
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.