PET - Plain English Taxonomy

Attribute:	CS26730
Concept:	Financial Risk Replacement Cost Excluding Collateral Amount
Label:	Replacement cost excluding all collateral
Concept Guidance:	This is the value that represents sum across the relevant netting sets of the total market value of the transactions (if positive) for each netting set. This should not take into account any collateral.

Dimensions

Dimension	Member	Description
CapitalAdequacyApproachDimension	(IRB)	This dimension categorises information reported in relation to the capital adequacy approach adopted, as determined in accordance with relevant prudential standards. The information reported is for capital adequacy purposes and has been determined under the internal ratings-based (IRB) approach to calculating capital adequacy, in accordance with relevant prudential standards.
OutstandingTransactionTypeDimension	(DerivativeExposureAndLongSettlementTransactions)	The information classifies each transaction type outstanding. The information reported is for each outstanding derivative exposure and long settlement transactions.
ProbabilityOfDefaultDimension	(CS26727)	This dimension is used to segment reported exposure information according to its 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.