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(NotionalPrincipalAmount) |
This dimension identifies the measurement approach used to calculate this amount.
The value reported is the notional principal amount. The notional principal amount represents the face value, or gross amount, of an off-balance sheet transaction.This does not represent the fair value.
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(IRB) |
This dimension categorises information reported in relation to the capital adequacy approach adopted, as determined in accordance with relevant prudential standards.
The information reported is for capital adequacy purposes and has been determined under the internal ratings-based (IRB) approach to calculating capital adequacy, in accordance with relevant prudential standards.
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(SecuritiesFinancingTransactions) |
The information classifies each transaction type outstanding.
The information reported is for each outstanding exposures for securities financing transactions.
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This dimension is used to segment reported exposure information according to its associated probability of default (PD), as determined in accordance with relevant prudential standards.Where PDs are bucketed and there are multiple assigned PDs within a bucket, assign the exposure weighted average PD of the bucket.A PD of 100 per cent is to be assigned to all defaulted exposures.
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