PET - Plain English Taxonomy

ARF_116_0_7: Market risk table 7
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2
STANDARD METHOD
OPTIONS
Simplified method
Report the capital charge for each category.
Interest rates Equities Foreign exchange Commodities
(1) (2) (3) (4)
1. Position        
1.1. Purchased put & long underlying
1.2. Purchased call & short underlying
1.3. Purchased put
1.4. Purchased call
1.5. Total capital charge
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