PET - Plain English Taxonomy

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:
Internal Model Method - Value-at-Risk Method - Comprehensive Risk Charge- Correlation Trading Portfolio
Label:
Internal Model Method - Comprehensive Risk Capital Charge - correlation Trading Portfolio