PET - Plain English Taxonomy

Attribute: CS17612
Concept:
Label: Delivery-versus-payment transactions that remain unsettled after their due delivery dates
Concept Guidance:
This is the value, as at the relevant date, of delivery-versus-payment (DvP) transactions that remain unsettled after their due delivery dates.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. 
Dimensions
Dimension Member Description
(SettlementPastDue31DLT46D)
This dimension classifies assets according to the likelihood of their full economic benefits being realised.
The data reported relates to unsettled transactions which have been overdue for 31 business days or more, but for less than 46 business days.
(PositiveCurrentExposureCRMAdjusted)
This dimension categorises the reported data according to the measurement scenario under which the reported value was calculated.
The value reported is the positive current exposure after taking to account the credit risk mitigation (CRM) techniques used by the reporting party. This amount is to be determined and adjusted for CRM in accordance with relevant prudential standards.
(NineHundredAndThirtySevenAndAHalfPercent)
This dimension is used to categorise on-balance sheet assets and off-balance sheet business (both market-related and non-market-related transactions) according to certain risk categories to broadly reflect their credit risk profiles. These weightings are determined in accordance with relevant prudential standards.
Information in relation to exposures with a credit risk weighting of 937.5% in accordance with the relevant prudential standards.