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(PotentialFutureExposure) |
This dimension identifies the measurement approach used to calculate this amount. The value reported is the potential future exposure, as determined in accordance with relevant prudential standards. The potential future exposure represents an 'add-on' component to the current exposure amount and is used to calculate the credit equivalent amount or exposure at default of market-related off-balance sheet credit exposures.
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(InterestRateContracts) |
This dimension categorises the reported data according to the underlying contract associated with a type of financial risk. The information reported is in relation to contracts that transfer the interest rate risk of an underlying asset from one party to another.
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(MultipleExchangesOfPrincipal) |
This dimension categorises reported information in relation to the requirement for principal payments (exchanges of principal) to be made under contract. The reported information relates to contracts which require multiple exchanges of principal payments to be made.
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(DerivativeExposureAndLongSettlementTransactions) |
The information classifies each transaction type outstanding. The information reported is for each outstanding derivative exposure and long settlement transactions.
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