PET - Plain English Taxonomy
Interest rate risk in the banking book (ARF_117_1)
D2A Form | D2A Attributes | SBR
Form Dimension Source Dimension
ARF_117_1 Consolidation (LEVEL1) ReportConsolidationBasisDimension (Level1ADI)
Consolidation (LEVEL2) ReportConsolidationBasisDimension (Level2ADI)

Concept Variants Forms
Financial Risk Market IRRBB Capital Requirement Amount BalanceTypeDimension (RWA)
MarketRiskMethodDimension (AlternativeAPRAMethod)
ARF_110_0_1, ARF_110_0_2, ARF_117_1
Financial Risk Market IRRBB Capital Requirement Currency Or Composite Of Currencies Basis Risk Amount MarketRiskMethodDimension (InternalModelMethod)
SourceCurrencyDimension(CS14875)
ARF_117_1
Financial Risk Market IRRBB Capital Requirement Currency Or Composite Of Currencies Diversification Benefit Between Risks Amount MarketRiskMethodDimension (InternalModelMethod)
SourceCurrencyDimension(CS14875)
ARF_117_1
Financial Risk Market IRRBB Capital Requirement Currency Or Composite Of Currencies Embedded Loss Or Gain Amount MarketRiskMethodDimension (InternalModelMethod)
SourceCurrencyDimension(CS14875)
ARF_117_1
Financial Risk Market IRRBB Capital Requirement Currency Or Composite Of Currencies Optionality Risk Amount MarketRiskMethodDimension (InternalModelMethod)
SourceCurrencyDimension(CS14875)
ARF_117_1
Financial Risk Market IRRBB Capital Requirement Currency Or Composite Of Currencies Repricing And Yield Curve Risks Amount MarketRiskMethodDimension (InternalModelMethod)
SourceCurrencyDimension(CS14875)
ARF_117_1
Financial Risk Market IRRBB Capital Requirement Diversification Benefit Between Currencies And Risks Amount MarketRiskMethodDimension (InternalModelMethod)
ARF_117_1
Financial Risk Market IRRBB Capital Requirement Diversification Benefit Between Currencies On Basis Risk Amount MarketRiskMethodDimension (InternalModelMethod)
ARF_117_1
Financial Risk Market IRRBB Capital Requirement Diversification Benefit Between Currencies On Optionality Risk Amount MarketRiskMethodDimension (InternalModelMethod)
ARF_117_1
Financial Risk Market IRRBB Capital Requirement Diversification Benefit Between Currencies On Repricing And Yield Curve Risks Amount MarketRiskMethodDimension (InternalModelMethod)
ARF_117_1
Financial Risk Market Interest Rate Shock Impact On EVBB Excluding Earnings Offset Amount SourceCurrencyDimension(CS14870)
StressTestingChangeInYieldDimension (YieldCurve200BasisPointIncrease)
ARF_117_1
SourceCurrencyDimension(CS14870)
StressTestingChangeInYieldDimension (YieldCurve200BasisPointDecrease)
Financial Risk Market Interest Rate Shock Impact On EVBB Including Earnings Offset Amount SourceCurrencyDimension(CS14870)
StressTestingChangeInYieldDimension (YieldCurve200BasisPointIncrease)
ARF_117_1
SourceCurrencyDimension(CS14870)
StressTestingChangeInYieldDimension (YieldCurve200BasisPointDecrease)
Miscellaneous Composite Of Immaterial Currencies Description SourceCurrencyDimension(CS14870)
ARF_117_1
MarketRiskMethodDimension (InternalModelMethod)
SourceCurrencyDimension(CS14875)

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