Attribute: | CS13147 |
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Concept: | |
Label: | On-Balance Sheet Credit Exposures - IRB Approach |
Concept Guidance: |
This is the value, as at the relevant date, of on-balance sheet credit exposures.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 |
(ExposuresAtDefaultCRMAdjusted) |
This dimension identifies the measurement approach used to calculate this amount. |
|
(EGT15PctLT30Pct) |
This dimension categorises information reported in relation to credit exposures, according to it's associated loss given default (LGD) band. LGD estimates are to be determined in accordance with relevant prudential standards. LT |
|
(EGT0.5PctLT0.7Pct) |
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. |