| Attribute: | CS26772 |
|---|---|
| Concept: | |
| Label: | Prudential bilateral exposures |
| Concept Guidance: |
The prudential risk exposure to counterparties which are not central counterparties (CCPs), arising from transactions which are treated as bilateral transactions for prudential regulatory purposes. This does not include trade exposures to non-qualifying central counterparties (non-QCCPs) which may arise from an authorised deposit-taking institution (ADI) guaranteeing a client transaction. |
Dimensions
| Dimension | Member | Description |
| (AdjustedExposureAmount) |
This dimension identifies the measurement approach used to calculate this amount. |
|
| (IRB) |
This dimension categorises information reported in relation to the capital adequacy approach adopted, as determined in accordance with relevant prudential standards. |
|
| (SecuritiesFinancingTransactions) |
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. |