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(GTE1DLTE7D) |
This dimension categorises the reported data according to the residual term to maturity. The reported information relates to items that have a term to maturity of greater than or equal to 1 day, but less than or equal to 7 days.
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(Securitisation) |
This dimension categorises reported information based on the type of securitisation exposure and its associated risk category, as determined in accordance with relevant prudential standards. Exposures can only be recorded as being within the category of non-securitisation, securitisation, re-securitisation or correlation trading portfolio. The information reported relates to a securitisation that involves the pooling of assets (or interests in assets) in a special purpose vehicle (SPV), generally funded by the issue of debt securities.
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(LongTermSecurities) |
The information reported is categorised according to the classification of securities according to their original maturity profile. The information reported is in relation to securities with the original term to maturity of more than 12 months.
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