|Label:||Internal Model Method - Incremental Risk Capital Charge|
This is the value, as at the relevant date, of the regulatory capital default and migration risk on trading book positions that is incremental to the risk captured by the Value at Risk (VaR) based calculation of the reporting party. This item is to be reported where the VaR measures include an estimation of the specific risk charge, and is to be determined in accordance with relevant prudential standards
This dimension categorises the reported data according to the measurement scenario under which the reported value was calculated.
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.