| 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 | |
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Label:
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CVA |
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