Attribute: | CS16974 |
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Concept: | |
Label: | Credit Exposures Excluding Revolving Exposures With Early Amortisation Provisions |
Concept Guidance: |
This is the value, as at the relevant date, of credit exposures excluding those related to applicable revolving facilities.Revolving facility exposures are exposures arising from redrawable facilities, other than exposures in the nature of redrawable home loans where the amounts likely to be redrawn are expected to be immaterial relative to the size of the pool. Revolving facilities are only applicable to this item where the reporting party transfers a pool of revolving exposures into a securitisation that contains an early amortisation provision, as determined in accordance with relevant prudential standards.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. |
Dimensions
Dimension | Member | Description |
(ExposureAmountCRMAdjusted) |
This dimension identifies the measurement scenario under which the reported value was calculated. |
|
(GreaterThan75AndEqualToLessThan100Percent) |
This dimension is used to categorise on-balance sheet assets and off-balance sheet business (both market-related and non-market-related transactions) according to certain risk categories to broadly reflect their credit risk profiles. These weightings are determined in accordance with relevant prudential standards. |
|
(SFA) |
This dimension categorises information reported for credit risk purposes relating to credit exposures to securitisation, based on the various securitisation approaches, as determined in accordance with Prudential Standard APS 120 Securitisation. |