
(DeltaPlusMethod) 
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 deltaplus approach to measuring market risk, in accordance with relevant prudential standards.The deltaplus method uses the sensitivity parameters associated with options to measure their market risk capital requirements. Under this method, the deltaequivalent position of each option becomes part of the standard methodology, with the deltaequivalent amount subject to the applicable general market risk charges.Entities using this method must first calculate deltaequivalent position of each option by multiplying the market value of the underlying position by the absolute value of the delta calculated on that position.


(GT15YLTE20Y) 
This dimension is used to categorise information reported according to the remaining time in which the interest rates applying to portfolios (e.g. investments, loans, deposits & borrowings) are expected to reprice (i.e. term to next interest rate repricing/change). They do not indicate the residual term of the original maturity of the instrument itself, however the two may coincide (e.g. fixed rate items such as banks bills, term deposits, money market loans). The reported information relates to items that have a term to maturity of greater than 15 years , but no more than 20 years.
