| Label: | Financial Risk Credit On Balance Sheet Exposure Weighted Average Firm Size Amount |
| TREF ID: | DE7940 |
| 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 on-balance sheet 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. |
Usage
| Form | Labels | |
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Label:
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Weighted Average Firm Size of On-Balance Sheet Credit Exposures |
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Label:
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Weighted Average Firm Size of On-Balance Sheet Credit Exposures |
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