ARF_116_0_4: Market risk table 4 | |
Australian Business Number | Institution Name |
Reporting Period | Scale Factor |
Quarterly | Millions to two decimal places |
Reporting Consolidation | |
Level 1 / Level 2 | |
STANDARD METHOD | |
Foreign exchange risk | |
Currency | Net open position |
(1) | |
Currency code | |
1. Higher of aggregate net short/long open positions | |
2. Gold | |
3. Capital charge (8% of the sum of the absolute values of items 1 and 2) | |
Comments | |