Label: | Financial Risk Credit Unsettled Delivery Versus Payment Transactions Risk Weight Amount |
TREF ID: | DE12861 |
Data Type: | xbrli:monetaryItemType |
Period Type: | instant |
Balance Type: | debit |
Business Description & Guidance: |
This is the value, as at the relevant date, for the risk weight of delivery-versus-payment (DvP) transactions that remain unsettled after their due delivery dates. The treatment of the exposure is in accordance to the relevant prudential standards.Exclude repurchase and reverse-repurchase agreements as well as securities lending and borrowing.Delivery-versus-payment transactions are those transactions of securities using a settlement mechanism which links the securities transfer and the funds transfer in such a way as to ensure that delivery occurs if, and only if, the corresponding payment occurs. |
Usage
Form | Labels | |
Label:
|
Unsettled and Failed Transactions- 0 to 4 days - Risk-weights % |