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. |