PET - Plain English Taxonomy

ARF_116_0_8: Market risk table 8
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2
STANDARD METHOD
OPTIONS
Delta-plus method
Report the capital charge for each category.
Interest rates Equities Foreign exchange Commodities
(1) (2) (3) (4)
1. Position        
1.1. Gamma impact
1.2. Vega impact
1.3. Total capital charge
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