PET - Plain English Taxonomy

Attribute:	CS26749
Concept:	Financial Risk Credit Weighted Average LGD Exposure Prudential Bilateral Percent
Label:	Weighted average LGD
Concept Guidance:	The weighted average loss given default (LGD) exposure as a percentage, for prudential bilateral risk exposure to counterparties which are not central counterparties (CCPs), arising from transactions which are treated as bilateral transactions for prudential regulatory purposes.

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	(SecuritiesFinancingTransactions)	The information classifies each transaction type outstanding. The information reported is for each outstanding exposures for securities financing transactions.
ProbabilityOfDefaultDimension	(CS26745)	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.