PET - Plain English Taxonomy

Attribute:	CS26714
Concept:	Financial Risk Exposures Prudential Central Counterparty Amount
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
BalanceTypeDimension	(TradeExposureRiskWeightExposure)	This dimension identifies the measurement approach used to calculate this amount. The value reported is the trade exposure risk-weighted exposure (RWE). Calculated by multiplying the trade exposure by the risk-weights applicable to the central counterparty (CCP) as detailed in the relevant Prudential Standard.
CentralCounterpartyClassificationDimension	(NonQualifyingCentralCounterparty)	The information reported is in relation to the classification of a central counterparty. This information must be filled if an Authorised Deposit-taking institution is a clearing member to a non-qualifying central counterparty.
CentralCounterpartyExposureRankingDimension	(NotListedInTopFive)	This is the ranking, by the authorised deposit-taking institution (ADI) total capital requirement with the central counterparty, including both trade exposure and default fund exposure. The reported data relates to the parties not in the top five items by monetary value.