PET - Plain English Taxonomy

Attribute: CS26788
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
(IncurredCreditValuationAdjustmentLoss)
This dimension identifies the measurement approach used to calculate this amount.
The value reported is the amount of the adjustment for the incurred credit valuation adjustment write-down, detailed in accordance with Prudential Standard APS 180, for counterparties of the same probability of default (PD).
The information reported classifies the authorised deposit-taking institution (ADI) aggregate values by exposure type.
(DerivativeExposureAndLongSettlementTransactions)
The information classifies each transaction type outstanding.
The information reported is for each outstanding derivative exposure and long settlement transactions.