Label: | Financial Risk Credit Unsettled Non Delivery Versus Payment Transactions Percent |
TREF ID: | DE12862 |
Data Type: | xbrli:pureItemType |
Period Type: | instant |
Business Description & Guidance: |
This is the value, as at the relevant date, of the risk weight percent for non-delivery-versus-payment (non-DvP) transactions that remain unsettled after their due delivery dates. 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. This item is to be determined in accordance with the relevant prudential standards. |
Usage
Form | Labels | |
Label:
|
Class V - Unsettled and failed transactions - Non-delivery-versus-payment transactions - 0 to 4 days - Exposures before CRM |