PET - Plain English Taxonomy

Attribute: CS25919
Label: Securitisation
Concept Guidance:
Securitisation exposure is the value of on-balance sheet and off-balance sheet risk positions held by an entity arising from a securitisation including, but not limited to, investments in securities issued by a special purpose vehicle (SPV), credit enhancements, liquidity and other funding facilities and derivatives transactions. 
Dimension Member Description
This dimension identifies the measurement scenario under which the reported value was calculated.
The value reported is the risk-weighted asset amount, as determined in accordance with relevant prudential standards.