PET - Plain English Taxonomy

Attribute: CS26756
Concept:
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
(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.
(DerivativeExposureAndLongSettlementTransactions)
The information classifies each transaction type outstanding.
The information reported is for each outstanding derivative exposure and long settlement transactions.
This dimension categorises information reported in relation to credit exposures, based on internal rating grades and associated prescribed supervisory slotting categories.These categories are used for capital adequacy purposes and are to be determined under the internal ratings-based supervisory slotting approach to credit risk, in accordance with relevant prudential standards.Each slotting category is associated with a specific risk-weight for unexpected losses that broadly corresponds to a range of external credit assessments.