Label: | Financial Risk Market Options Interest Rate Amount |
TREF ID: | DE8113 |
Data Type: | xbrli:monetaryItemType |
Period Type: | instant |
Balance Type: | debit |
Business Description & Guidance: |
This is the value, as at the relevant date, of interest rate options, as determined in accordance with relevant prudential standards.An interest rate contract is any contract that transfers the interest rate risk of an underlying asset from one party to another.An option provides the purchasing entity with the right but not the obligation to buy or sell a specific amount of the underlying asset at a pre-agreed price, on or before a specific future date. |
Usage
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Guidance:
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Standard Method - Options - Delta-plus Method - Capital Charge - Interest Rate Options |
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Standard Method - Contingent Loss Method - Interest Rate Options |
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Interest Rate Option Contracts |
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Interest Rate Option Contracts |
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Guidance:
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Interest Rate Option Contracts |
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Guidance:
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Interest Rate Option Contracts |
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Guidance:
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Interest Rate Option Contracts |
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Guidance:
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Interest Rate Option Contracts |
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Guidance:
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Interest Rate Option Contracts |
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Guidance:
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Interest Rate Option Contracts |
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Guidance:
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Interest Rate Option Contracts |
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Guidance:
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Interest Rate Option Contracts |