PET - Plain English Taxonomy

Attribute: BSL20625
Concept:
Label: Structured financing instruments/facilities loss
Concept Guidance:
This is the value, as at the relevant date, for loss of funding relating to structured financing facilities. 
Form-Specifc Guidance:
Include asset backed commercial paper (ABCP), asset backed security (ABS), warehouse and liquidity facilities and other secured financing from SPVs maturing or returnable within 30 days, irrespective of whether or not the SPV is consolidated.
Dimensions
Dimension Member Description
(ExpectedCashFlows)
This dimension identifies the measurement approach used to calculate this amount.
The information reported is in relation to the total expected cash flows in the liquidity coverage ratio (LCR) stress scenario for the appropriate stress period. No double counting - data must only be entered in one section. This is in accordance with the relevant prudential standards.
(LookThrough)
This dimension categorises information reported based on the method which determines the details in which an investment is reported. I.e. Look-through or Non-look-through.
This information reported is on a look through basis. This basis requires the reporting party to report information on investments held through external individually managed mandates/portfolios or discretely managed portfolios as if they were managed by itself .
(OneHundredPercent)
The information reported categorises the percentage run off rate in accordance with the Basel III liquidity reform and the relevant prudential standards where supervisor discretion is allowed.
The information reported has an applied weighting of 100%.