Attribute: | CS13054 |
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Concept: | |
Label: | Weighted Average PD % of Off-Balance Sheet Credit Exposures - IRB Approach |
Concept Guidance: |
This is, as at the relevant date, the exposure weighted average probability of default (PD) of 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. |
|
(EGT5.0PctLT7.0Pct) |
This dimension segments reported information relating to credit exposures according to the 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. |