PET - Plain English Taxonomy

Attribute: CS26695
Concept:
Label: Prudential central counterparty exposures
Concept Guidance:
The value of prudential risk exposure to central counterparties (CCPs), both qualifying and non-qualifying CCPs, which includes both the trade exposure and default fund exposure to that CCP for prudential regulatory purposes. 
Dimensions
Dimension Member Description
(NotionalPrincipalAmount)
This dimension identifies the measurement approach used to calculate this amount.
The value reported is the notional principal amount. The notional principal amount represents the face value, or gross amount, of an off-balance sheet transaction.This does not represent the fair value.
(QualifyingCentralCounterparty)
The information reported is in relation to the classification of a central counterparty.
This information must be filled if the Authorised Deposit-taking institution has an exposure to a qualifying central counterparty.
(SecuritiesFinancingTransactions)
The information classifies each transaction type outstanding.
The information reported is for each outstanding exposures for securities financing transactions.
This dimension categorises the reported data according to the risk weights, as determined in accordance with prudential standards.