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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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(NotListedInTopFive) |
This is the ranking, by the authorised deposit-taking institution (ADI) total capital requirement with the central counterparty, including both trade exposure and default fund exposure.
The reported data relates to the parties not in the top five items by monetary value.
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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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This dimension categorises the reported data according to the risk weights, as determined in accordance with prudential standards.
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