PET - Plain English Taxonomy

Attribute: CS14803
Concept:
Label: On-Balance Sheet Credit Exposures - Expected Losses
Concept Guidance:
This is the value, as at the relevant date, of expected losses (EL) arising from on-balance sheet credit exposures (refer APS 113)This item is calculated for capital adequacy purposes and is to be determined in accordance with relevant prudential standards. 
Dimensions
Dimension Member Description
(FivePercent)
This dimension is used to categorise exposures based on their assigned expected loss risk weighting, as determined in accordance with relevant prudential standards.
Information in relation to exposures with an expected loss risk weighting of 5% in accordance with the relevant prudential standards.
(Strong)
This dimension categorises information reported in relation to credit exposures, based on internal rating grades and associated prescribed supervisory slotting categories.These categories are used for capital adequacy purposes and are to be determined under the internal ratings-based supervisory slotting approach to credit risk, in accordance with relevant prudential standards.Each slotting category is associated with a specific risk-weight for unexpected losses that broadly corresponds to a range of external credit assessments.
The information reported relates to credit exposures allocated to the strong supervisory slotting category, based on internal rating grades.This category is used for capital adequacy purposes and is to be determined under the internal ratings-based supervisory slotting approach to credit risk, in accordance with relevant prudential standards.
(SeventyPercent)
This dimension is used to categorise exposures based on their assigned unexpected loss risk weighting, as determined in accordance with relevant prudential standards.
Information in relation to exposures with an unexpected loss risk weighting of 70% in accordance with the relevant prudential standards.