Label: | Financial Risk Credit Exposures Weighted Average Firm Size Amount |
TREF ID: | DE7953 |
Data Type: | xbrli:monetaryItemType |
Period Type: | instant |
Balance Type: | debit |
Business Description & Guidance: |
This is, as at the relevant date, the exposure weighted average firm size of credit exposures.This item is calculated for capital adequacy purposes and is to be determined in accordance with relevant prudential standards.Weighted average firm size = SIGMAi Salesi x EADi / SIGMAi EADiWhere:Salesi = the level of annual sales associated with the ith exposure.EADi = the exposure at default(EAD) associated with the ith exposure.A credit exposure represents an asset, liability, claim or commitment of an entity, which may be recorded on or off the balance sheet and which gives rise to credit risk. |
Usage
Form | Labels | |
Label:
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Weighted Average Firm Size of Credit Exposures |
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Label:
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Weighted Average Firm Size of Credit Exposures |