PET - Plain English Taxonomy

Name: MarketRiskTypeDimension
Label: Market Risk Type
TREF ID: DM420
Type: Predefined
Description:
This dimension categorises information reported based on the type of market risk (e.g. specific risk, general market risk) the reporting party is exposed to, as determined in accordance with relevant prudential standards.
Usage:

Dimension Members
Name Label TREF ID Description
GeneralMarketRisk General Market Risk DV4406
The information reported relates to exposures which are subject to general market risk.     General market risk represents the risk of loss owing to changes in the general level of market prices or interest rates. It arises from positions in interest rate, equities, foreign exchange and commodities.
SpecificRisk Specific Risk DV4407
The information reported relates to exposures which are subject to 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.