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(RWA) |
This dimension identifies the measurement approach used to calculate this amount.
The value reported is the risk-weighted asset amount or equivalent (such as risk-weighted exposure), as determined in accordance with relevant prudential standards.
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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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(CounterpartyCreditRiskChargeRequired) |
This dimension categorises reported information in relation to the requirement to use the potential future exposure add-on factors in the calculation of the counterparty credit risk charge, as determined in accordance with relevant prudential standards.
The reported information relates to data for which the counterparty credit risk charge of the reported information must be calculated using the potential future exposure add-on factors, as determined in accordance with relevant prudential standards.For example, market-related off-balance sheet exposures in the form of single name credit default swaps and single name total-rate-of-return swaps in the trading book must use the potential future exposure add-on factors in the calculation of the counterparty credit risk charge for capital adequacy purposes.
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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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