|
|
(ExposureAmountCRMAdjusted) |
This dimension identifies the measurement approach used to calculate this amount.
The value reported is the exposure amount, after taking to account the credit risk mitigation (CRM) techniques used by the reporting party. This amount is to be determined and adjusted for CRM in accordance with relevant prudential standards.The exposure amount represents the value of an exposure, net of specific provisions.
|
|
|
|
This dimension categorises the reported information by the country of residence/location of the counterparty from whom the reporting party directly derives its return on investment in the financial asset and on whom the reporting party has the primary claim when liquidating the asset. Residence/location is determined by where the entity is permanently located, physically and/or by way of law or registration, inside or outside a country's borders. Foreign branches or subsidiaries are classified as residents of the country in which they operate.
|
|
|
|
The legal name of the counterparty.
|
|
|
(NotRelatedPartyPrudential) |
This dimension categorises reported information based on the type of relationship between two or more counterparties or based on the level of entity consolidation.
Report only where a relationship exists between the reporting party and the counterparty that is deemed not to be a related entity relationship in accordance with relevant prudential standards
|
|
|
|
This dimension categorises the reported data according to the type of counterparty the entity has transacted with.
|
|
|
(GovernmentRelated) |
The information is categorised according to the counterparty for large exposures.
A public sector entity, a state-owned enterprise or an entity controlled (whether directly or indirectly) by any level of government or a central bank.
|
|
|
(TwentyLargestPlusAllGreaterThanEqualTo5PercentTier1) |
This dimension categorises the reported data according to materiality limits.
The reported data relates to items which are the twenty largest as well as those items which exceed or are equal to five per cent of Tier 1 Capital.
|
