PET - Plain English Taxonomy

Form Dimension Source Dimension
ARF_116_0_1 Form Dimension MarketRiskMethodDimension (StandardMethod)
MarketRiskTypeDimension (SpecificRisk)
Consolidation (LEVEL1) ReportConsolidationBasisDimension (Level1ADI)
Consolidation (LEVEL2) ReportConsolidationBasisDimension (Level2ADI)

Concept Variants Forms
Financial Risk Market Capital Charge Standard Method Interest Rate Risk Amount
Financial Risk Market Interest Rate Long Positions Amount BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (LTE6M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (GT6MLTE24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (GT24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4ToLTG5)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG6)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (LTE6M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (GT6MLTE24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (GT24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5ToLTG6)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
Financial Risk Market Interest Rate Positions Amount BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (LTE6M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (GT6MLTE24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (GT24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4ToLTG5)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG6)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (LTE6M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (GT6MLTE24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (GT24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5ToLTG6)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
Financial Risk Market Interest Rate Short Positions Amount BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (LTE6M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (GT6MLTE24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2ToLTG3)
ResidualTermToMaturityDimension (GT24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4ToLTG5)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG6)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Government)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (LTE6M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (GT6MLTE24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
ResidualTermToMaturityDimension (GT24M)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Qualifying)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5ToLTG6)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (NonSecuritisation)
SpecificRiskCategoryDimension (Other)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG1OrSTG1)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG2OrSTG2)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG3OrSTG3)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG4)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (LTG5OrLTG6OrSTG4)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (GradeUnrated)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (Securitisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (Resecuritisation)
BalanceTypeDimension (MarkToMarketOrMarkToModel)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
CreditRatingDimension (DoNotMeetDueDiligenceRequirements)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
Financial Risk Market Nth To Default Credit Derivatives Long Position Amount BalanceTypeDimension (MarkToMarketOrMarkToModel)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
Financial Risk Market Nth To Default Credit Derivatives Short Position Amount BalanceTypeDimension (MarkToMarketOrMarkToModel)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
Financial Risk Market Other Positions For Hedging The Correlation Trading Portfolio Long Position Amount BalanceTypeDimension (MarkToMarketOrMarkToModel)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
Financial Risk Market Other Positions For Hedging The Correlation Trading Portfolio Short Position Amount BalanceTypeDimension (MarkToMarketOrMarkToModel)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
BalanceTypeDimension (CapitalCharge)
SecuritisationRiskCategoriesDimension (CorrelationTrading)
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