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. |
|
(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. |
|
(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. |