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(IncurredCreditValuationAdjustmentLoss) |
This dimension identifies the measurement approach used to calculate this amount. The value reported is the amount of the adjustment for the incurred credit valuation adjustment write-down, detailed in accordance with Prudential Standard APS 180, for counterparties of the same probability of default (PD).
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The information reported classifies the authorised deposit-taking institution (ADI) aggregate values by exposure type.
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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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