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.
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