PET - Plain English Taxonomy

Form Dimension Source Dimension
ARF_116_0_13 Consolidation (LEVEL1) ReportConsolidationBasisDimension (Level1ADI)
Form Dimension MarketRiskMeasureMethodDimension (ValueAtRiskMethod)
MarketRiskMethodDimension (InternalModelMethod)
Consolidation (LEVEL2) ReportConsolidationBasisDimension (Level2ADI)

Concept Variants Forms
Financial Risk Market Average Stressed VaR Past 60 Trading Days Amount
Financial Risk Market Average Stressed VaR Past 60 Trading Days Commodity Positions Amount
Financial Risk Market Average Stressed VaR Past 60 Trading Days Equity Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Average Stressed VaR Past 60 Trading Days Foreign Exchange Positions Amount
Financial Risk Market Average Stressed VaR Past 60 Trading Days Interest Rate Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Average VaR Past 60 Trading Days Amount
Financial Risk Market Average VaR Past 60 Trading Days Commodity Positions Amount
Financial Risk Market Average VaR Past 60 Trading Days Equity Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Average VaR Past 60 Trading Days Foreign Exchange Positions Amount
Financial Risk Market Average VaR Past 60 Trading Days Interest Rate Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Comprehensive Risk Charge Correlation Trading Portfolio Amount
Financial Risk Market End Of Period VaR Commodities Positions Amount
Financial Risk Market Incremental Risk Charge Amount
Financial Risk Market Scaled Average Stressed VaR Commodity Excluding Gold Position Amount
Financial Risk Market Scaled Average Stressed VaR Foreign Exchange Positions Amount
Financial Risk Market Scaled Average Stressed VaR Past 60 Trading Days Equity Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Scaled Average Stressed VaR Past 60 Trading Days Interest Rate Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Scaled Average VaR Commodity Excluding Gold Positions Amount
Financial Risk Market Scaled Average VaR Past 60 Trading Days Equity Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Scaled Average VaR Past 60 Trading Days Foreign Exchange Positions Amount
Financial Risk Market Scaled Average VaR Past 60 Trading Days Interest Rate Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Scaling Factor Foreign Exchange VaR Positions Number
Financial Risk Market Scaling Factor Stressed VaR Commodity Positions Number
Financial Risk Market Scaling Factor Stressed VaR Equity Positions Number MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Scaling Factor Stressed VaR Foreign Exchange Positions Number
Financial Risk Market Scaling Factor Stressed VaR Interest Rate Positions Number MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Scaling Factor Stressed VaR Number
Financial Risk Market Scaling Factor VaR Commodity Positions Number
Financial Risk Market Scaling Factor VaR Equity Positions Number MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Scaling Factor VaR Interest Rate Positions Number MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Scaling Factor VaR Number
Financial Risk Market Stressed VaR Amount
Financial Risk Market Stressed VaR Commodities Positions Amount
Financial Risk Market Stressed VaR Equity Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market Stressed VaR Foreign Exchange Positions Amount
Financial Risk Market Stressed VaR Interest Rate Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market VaR Amount
Financial Risk Market VaR Back Testing Exceptions Commodity Positions Count BacktestingBasisDimension (Actual)
BacktestingBasisDimension (Hypothetical)
Financial Risk Market VaR Back Testing Exceptions Count BacktestingBasisDimension (Actual)
BacktestingBasisDimension (Hypothetical)
Financial Risk Market VaR Back Testing Exceptions Equity Positions Count BacktestingBasisDimension (Actual)
MarketRiskTypeDimension (GeneralMarketRisk)
BacktestingBasisDimension (Actual)
MarketRiskTypeDimension (SpecificRisk)
BacktestingBasisDimension (Actual)
BacktestingBasisDimension (Actual)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
BacktestingBasisDimension (Actual)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
BacktestingBasisDimension (Hypothetical)
MarketRiskTypeDimension (GeneralMarketRisk)
BacktestingBasisDimension (Hypothetical)
MarketRiskTypeDimension (SpecificRisk)
BacktestingBasisDimension (Hypothetical)
BacktestingBasisDimension (Hypothetical)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
BacktestingBasisDimension (Hypothetical)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market VaR Back Testing Exceptions Foreign Exchange Positions Count BacktestingBasisDimension (Actual)
BacktestingBasisDimension (Hypothetical)
Financial Risk Market VaR Back Testing Exceptions Interest Rate Positions Count BacktestingBasisDimension (Actual)
MarketRiskTypeDimension (GeneralMarketRisk)
BacktestingBasisDimension (Actual)
MarketRiskTypeDimension (SpecificRisk)
BacktestingBasisDimension (Actual)
BacktestingBasisDimension (Actual)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
BacktestingBasisDimension (Actual)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
BacktestingBasisDimension (Hypothetical)
MarketRiskTypeDimension (GeneralMarketRisk)
BacktestingBasisDimension (Hypothetical)
MarketRiskTypeDimension (SpecificRisk)
BacktestingBasisDimension (Hypothetical)
BacktestingBasisDimension (Hypothetical)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
BacktestingBasisDimension (Hypothetical)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market VaR Equity Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
Financial Risk Market VaR Foreign Exchange Positions Amount
Financial Risk Market VaR Interest Rate Positions Amount MarketRiskTypeDimension (GeneralMarketRisk)
MarketRiskTypeDimension (SpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioContainingSpecificRisk)
MarketRiskSubPortfolioTypeDimension (SubPortfolioNotContainingSpecificRisk)
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