| 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. |