|
|
(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.
|
|
|
(OtherContracts) |
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 all other derivative financial instruments not categorised elsewhere, consistent with the classification and measurement basis used for derivatives by institutions in accordance with accounting standards.
|
|
|
(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.
|
|
|
(DerivativeExposureAndLongSettlementTransactions) |
The information classifies each transaction type outstanding.
The information reported is for each outstanding derivative exposure and long settlement transactions.
|
