PET - Plain English Taxonomy

Attribute: CS17742
Concept:
Label: Traded Market Risk, Foreign Exchange and Commodities
Concept Guidance:
This is the value, as at the relevant date, of the traded market risk, as determined in accordance with relevant prudential standards. 
Dimensions
Dimension Member Description
(RWA)
This dimension identifies the measurement scenario under which the reported value was calculated.
The value reported is the risk-weighted asset amount, as determined in accordance with relevant prudential standards.
(ValueAtRiskMethod)
This dimension categorises information reported based on the market risk measurement method used to calculate capital charge for capital adequacy purposes, as determined in accordance with relevant prudential standards.
The information reported has been determined using the value at risk approach to measuring market risk, in accordance with relevant prudential standards.
(InternalModelMethod)
This dimension categorises information reported based on the market risk method used to calculate capital charge for capital adequacy purposes, as determined in accordance with relevant prudential standards.
The information reported has been determined using the internal model method of calculating market risks, in accordance with relevant prudential standards.