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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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(QualifyingCentralCounterparty) |
The information reported is in relation to the classification of a central counterparty.
This information must be filled if the Authorised Deposit-taking institution has an exposure to a qualifying central counterparty.
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The legal name of the central counterparty.
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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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(Top5Value) |
The information is the ranking by authorised deposit-taking institutions (ADI) capital requirement on trade exposures only, for centrally cleared derivatives only excluding any default fund capital charge.
The reported data relates to the five largest items by monetary value.
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This dimension categorises the reported data according to the risk weights, as determined in accordance with prudential standards.
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