| Name: | CounterpartyCreditRiskAssetClassDimension |
|---|---|
| Label: | CCR Asset Class Dimension |
| TREF ID: | DM976 |
| Type: | Predefined |
| Description: |
This dimension categorises the reported data according to the asset class under the Standardised Approach for measuring Counterparty Credit Risk as outlined in the relevant Prudential Standards. |
| Usage: |
Dimension Members
| Name | Label | TREF ID | Description |
| CommodityAssetClass | Commodity Asset Class | DV8877 |
The information reported is in relation to the commodity asset class for the Standardised Approach for measuring Counterparty Credit Risk. |
| CreditAssetClass | Credit Asset Class | DV8876 |
The information reported is in relation to the credit asset class for the Standardised Approach for measuring Counterparty Credit Risk. |
| EquityAssetClass | Equity Asset Class | DV8878 |
The information reported is in relation to the equity asset class for the Standardised Approach for measuring Counterparty Credit Risk. |
| ForeignExchangeAssetClass | Foreign Exchange Asset Class | DV8875 |
The information reported is in relation to the foreign exchange asset class for the Standardised Approach for measuring Counterparty Credit Risk. |
| InterestRateAssetClass | Interest Rate Asset Class | DV8874 |
The information reported is in relation to the interest rate asset class for the Standardised Approach for measuring Counterparty Credit Risk. |