PET - Plain English Taxonomy

Attribute:	CS26815
Concept:	Financial Risk Exposures Prudential Central Counterparty Amount
Label:	Prudential central counterparty exposures
Concept Guidance:	The value of prudential risk exposure to central counterparties (CCPs), both qualifying and non-qualifying CCPs, which includes both the trade exposure and default fund exposure to that CCP for prudential regulatory purposes.

Dimensions

Dimension	Member	Description
BalanceTypeDimension	(TradeExposure)	This dimension identifies the measurement approach used to calculate this amount. The value reported is the trade exposure a clearing member or a client of a clearing member has to a central counterparty (CCP) measured in accordance to the Prudential Standard.
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.
CentralCounterpartyClassificationDimension	(QualifyingCentralCounterparty)	The information reported is in relation to the classification of a central counterparty. This information must be filled if the Authorised Deposit-taking institution has an exposure to a qualifying central counterparty.
OutstandingTransactionTypeDimension	(DerivativeExposureAndLongSettlementTransactions)	The information classifies each transaction type outstanding. The information reported is for each outstanding derivative exposure and long settlement transactions.
RiskWeightDimension	(TwoPercent)	This dimension categorises the reported data according to the risk weights, as determined in accordance with prudential standards. Information in relation to exposures with a risk weighting of 2% in accordance with the relevant prudential standards.
StandardEconomicSectorClassificationsOfAustraliaDimension	(ClearingMember)	This dimension categorises the reported information according to the Standard Economic Sector Classifications of Australia (SESCA). The information reported is from a member of or a direct participant in, a central counterparty (CCP) that is entitled to enter into a transaction with the CCP.