PET - Plain English Taxonomy

Label: Financial Risk Market IRRBB Capital Requirement Currency Or Composite Of Currencies Optionality Risk Amount
TREF ID: DE8124
Data Type: xbrli:monetaryItemType
Period Type: instant
Balance Type: debit
Business Description & Guidance:
This is the value, as at the relevant date, of the maximum potential change in the economic value of banking book items in the relevant currency or composite of currencies over the following year, for a 99 per cent confidence level, arising from optionality risk.Optionality risk represents the risk of loss in earnings or economic value due to the existence of stand-alone or embedded options, to the extent that the potential for those losses is not included in the measurement of repricing, yield curve or basis risks. 

Usage
Form Labels
Label:
IRRBB Capital Requirement - Internal Model - Breakdown of IRRBB Capital Requirement - Optionality Risk