PET - Plain English Taxonomy

Name: MarketRiskMethodDimension
Label: Market Risk Method
TREF ID: DM350
Type: Predefined
Description:
This dimension categorises information reported based on the market risk method used to calculate capital charge for capital adequacy purposes, as determined in accordance with relevant prudential standards.
Usage:

Dimension Members
Name Label TREF ID Description
AlternativeAPRAMethod Alternative APRA Method DV4204
The information reported has been determined using an alternative approach of calculating market risk as specified in writing by APRA.
InternalModelMethod Internal Model Method DV4211
The information reported has been determined using the internal model method of calculating market risks, in accordance with relevant prudential standards.
StandardMethod Standard Method DV4210
The information reported has been determined using the standard method of calculating market risks, in accordance with relevant prudential standards.