| Attribute: | CS26757 |
|---|---|
| Concept: | |
| Label: | Replacement cost with eligible collateral |
| Concept Guidance: |
This is the value that represents the sum across the relevant netting sets of the replacement cost for each netting set. The replacement cost is defined under the relevant prudential standards and will take into account any eligible 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. |
|
| (DerivativeExposureAndLongSettlementTransactions) |
The information classifies each transaction type outstanding. |
|
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. |