PET - Plain English Taxonomy

Attribute: CS22378
Concept:
Label: Internal Model Method - Comprehensive Risk Capital Charge - correlation Trading Portfolio
Concept Guidance:
This is the value, as at the relevant date, of the capital charge for the reporting entity’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. 
Dimensions
Dimension Member Description
(CapitalCharge)
This dimension categorises the reported data according to the measurement scenario under which the reported value was calculated.
The value reported represents the capital charge, as determined 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.