PET - Plain English Taxonomy

Name:	CounterpartyCreditRiskChargeDimension
Label:	Counterparty Credit Risk Charge
TREF ID:	DM433
Type:	Predefined
Description:	This dimension categorises reported information in relation to the requirement to use the potential future exposure add-on factors in the calculation of the counterparty credit risk charge, as determined in accordance with relevant prudential standards.
Usage:	ARF_180_1

Dimension Members

Name	Label	TREF ID	Description
CounterpartyCreditRiskChargeNotRequired	Counterparty Credit Risk Charge Not Required	DV4408	The reported information relates to data for which the counterparty credit risk charge is not to be calculated using any potential future exposure add-on factors, as determined in accordance with relevant prudential standards.For example, market-related off-balance sheet exposures in the form of single name credit default swaps and single name total-rate-of-return swaps in the trading book must use the potential future exposure add-on factors in the calculation of the counterparty credit risk charge for capital adequacy purposes.
CounterpartyCreditRiskChargeRequired	Counterparty Credit Risk Charge Required	DV4409	The reported information relates to data for which the counterparty credit risk charge of the reported information must be calculated using the potential future exposure add-on factors, as determined in accordance with relevant prudential standards.For example, market-related off-balance sheet exposures in the form of single name credit default swaps and single name total-rate-of-return swaps in the trading book must use the potential future exposure add-on factors in the calculation of the counterparty credit risk charge for capital adequacy purposes.

Name

Label

TREF ID

Description

CounterpartyCreditRiskChargeNotRequired

Counterparty Credit Risk Charge Not Required

DV4408

The reported information relates to data for which the counterparty credit risk charge is not to be calculated using any potential future exposure add-on factors, as determined in accordance with relevant prudential standards.For example, market-related off-balance sheet exposures in the form of single name credit default swaps and single name total-rate-of-return swaps in the trading book must use the potential future exposure add-on factors in the calculation of the counterparty credit risk charge for capital adequacy purposes.

CounterpartyCreditRiskChargeRequired

Counterparty Credit Risk Charge Required

DV4409

The reported information relates to data for which the counterparty credit risk charge of the reported information must be calculated using the potential future exposure add-on factors, as determined in accordance with relevant prudential standards.For example, market-related off-balance sheet exposures in the form of single name credit default swaps and single name total-rate-of-return swaps in the trading book must use the potential future exposure add-on factors in the calculation of the counterparty credit risk charge for capital adequacy purposes.