PET - Plain English Taxonomy

Attribute: CS14894
Concept:
Label: IRRBB Capital Requirement - Internal Model - Total IRRBB Capital Requirement - Total
Concept Guidance:
This is the value, as at the relevant date, of the reporting party's interest rate risk in the banking book (IRRBB) capital requirement, as determined in accordance with relevant prudential standards. For the purposes of this item a floor of zero is applied.IRRBB capital requirement represents the regulatory capital that an entity is required to hold against its exposure to IRRBB in accordance with Prudential Standards. 
Dimensions
Dimension Member Description
(RWA)
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.
(AlternativeAPRAMethod)
This dimension categorises information reported based on the market risk method used to calculate capital charge for capital adequacy purposes, as determined in accordance with relevant prudential standards.
The information reported has been determined using an alternative approach of calculating market risk as specified in writing by APRA.