Label: |
Weighted Average Firm Size of Off-Balance Sheet Credit Exposures |
Concept Guidance: |
This is, as at the relevant date, the exposure weighted average firm size of off-balance sheet credit exposures.This item is reported 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.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.
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