|
|
(WeightedAmount) |
This dimension identifies the measurement approach used to calculate this amount.
The value reported is the weighted amount of expected cash flows by the relevant liquidity weight rate, as determined in accordance with relevant prudential standards.
|
|
|
(Intragroup) |
This dimension categorises reported information based on the type of relationship between two or more counterparties or based on the level of entity consolidation.
The counterparty in relation to the information is an intra-group entity of the reporting party (i.e. an intra-group relationship exists).An intra-group relationship exists between a reporting party and its parent entity, controlled entities, associates, joint ventures and other branches under the same parent entity.
|
|
|
(ExpectedCashFlows) |
The information reported is categorised according to the measurement scenario of liquidity under which the reported value was calculated.
The information reported is in relation to the total expected cash flows in the liquidity coverage ratio (LCR) stress scenario for the appropriate stress period. No double counting - data must only be entered in one section. This is in accordance with the relevant prudential standards.
|
