Label: | Financial Risk Market Comprehensive Risk Charge Correlation Trading Portfolio Amount |
TREF ID: | DE12479 |
Data Type: | xbrli:monetaryItemType |
Period Type: | instant |
Balance Type: | debit |
Business Description & Guidance: |
This is the value, as at the relevant date, of the capital charge for the reporting entity’s correlation trading portfolio as determined by the comprehensive approach, in accordance with relevant prudential standards. The comprehensive approach is an internal model approach that captures all price risks related to correlation trading portfolios. |
Usage
Form | Labels | |
Label:
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Internal Model Method - Value-at-Risk Method - Comprehensive Risk Charge- Correlation Trading Portfolio |
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Label:
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Internal Model Method - Comprehensive Risk Capital Charge - correlation Trading Portfolio |