PET - Plain English Taxonomy

Attribute: CS15564
Concept:
Label: Weighted Average PD % of Credit Exposures
Concept Guidance:
This is, as at the relevant date, the exposure weighted average probability of default (PD) for on-balance sheet and off-balance sheet credit exposures.Probability of default (PD) represents the risk of obligor default.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 relevant prudential standards. 
Dimensions
Dimension Member Description
(NotDefaulted)
This dimension is used to segment data based on whether the counterparty has defaulted on its obligation to the reporting party.
The information reported relates to a counterparty obligation to the reporting party that is not in a default status.