PET - Plain English Taxonomy

Name:	MarketRiskSubPortfolioTypeDimension
Label:	Market Risk Sub Portfolio Type
TREF ID:	DM419
Type:	Predefined
Description:	This dimension categorises information reported based on the sub-portfolio and the presence of specific risk factors within the sub-portfolio, as determined in accordance with relevant prudential standards.
Usage:	ARF_116_0_13

Dimension Members

Name	Label	TREF ID	Description
SubPortfolioContainingSpecificRisk	Sub Portfolio Containing Specific Risk	DV5044	The information reported relates to the sub-portfolio of exposures which contain specific risk. This is applicable where the reporting party is calculating the specific risk modelling surcharge by identifying sub-portfolios that contain specific risk. Specific risk represents the risk that the value of a security, or instrument, will change due to issuer-specific factors. It applies to interest rate and equity positions related to a specific issuer.
SubPortfolioNotContainingSpecificRisk	Sub Portfolio Not Containing Specific Risk	DV5043	The information reported relates to the sub-portfolio of exposures which do not contain specific risk. This is applicable where the reporting party is calculating the specific risk modelling surcharge by identifying sub-portfolios that contain specific risk. Specific risk represents the risk that the value of a security, or instrument, will change due to issuer-specific factors. It applies to interest rate and equity positions related to a specific issuer.

Name

Label

TREF ID

Description

SubPortfolioContainingSpecificRisk

Sub Portfolio Containing Specific Risk

DV5044

The information reported relates to the sub-portfolio of exposures which contain specific risk. This is applicable where the reporting party is calculating the specific risk modelling surcharge by identifying sub-portfolios that contain specific risk.     Specific risk represents the risk that the value of a security, or instrument, will change due to issuer-specific factors. It applies to interest rate and equity positions related to a specific issuer.

SubPortfolioNotContainingSpecificRisk

Sub Portfolio Not Containing Specific Risk

DV5043

The information reported relates to the sub-portfolio of exposures which do not contain specific risk. This is applicable where the reporting party is calculating the specific risk modelling surcharge by identifying sub-portfolios that contain specific risk.     Specific risk represents the risk that the value of a security, or instrument, will change due to issuer-specific factors. It applies to interest rate and equity positions related to a specific issuer.