PET - Plain English Taxonomy

Label: Financial Risk Credit Credit Value Adjustment Calculating Approach Text
TREF ID: DE15347
Data Type: dtyp:sbrCVAApproachCodeItemType
Period Type: instant
Business Description & Guidance:
The calculation approach used in determining the credit value adjustment (CVA) risk capital charge.The valid enumerated values are:Simplified approach = The information reported is for capital adequacy purposes and has been determined under the simplified approach to calculating capital adequacy, in accordance with relevant prudential standardsStandardised formula = The information reported is for capital adequacy purposes and has been determined under the standardised approach to calculating capital adequacy, in accordance with relevant prudential standards. 

Usage
Form Labels
Label:
CVA