Attribute: | CS26873 |
---|---|
Concept: | |
Label: | Number of covered counterparties |
Concept Guidance: |
The number of covered counterparties as defined according to Prudential Standard CPS 226 Margining and risk mitigation for non-centrally cleared derivatives. |
Dimensions
Dimension | Member | Description |
(InitialMargin) |
The information reported is in relation to credit support annexes which are compliant with the requirements in Prudential Standard CPS 226 Margining and risk mitigation for non-centrally cleared derivatives. |
|
(NonZeroMargin) |
The information reported categorises whether a transaction has margin exchanged or not. |