|Label:||Internal Model Method - Comprehensive Risk Capital Charge - correlation Trading Portfolio|
This is the value, as at the relevant date, of the capital charge for the reporting entityâ€™s correlation trading portfolio as determined by the comprehensive approach, in accordance with relevant prudential standards. The comprehensive approach is an internal model approach that captures all price risks related to correlation trading portfolios.
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.