Factors considered in the valuation of derivatives | |
| Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point. |
| x766 - Contractual netting agreements, mark-to-market adjustments (Reports:T 01.00.a; T 07.00; Z 02.00; ) |
| x767 - Contractual netting agreements, mark-to-market adjustments, collateral offset (Reports:T 01.00.a; Z 02.00; ) |
| x768 - Contractual netting agreements, mark-to-market adjustments, collateral offset, estimated close-out amounts (Reports:T 01.00.a; T 07.00; Z 02.00; ) |
| x769 - Prudential netting rules (Reports:T 01.00.a; Z 02.00; ) |
| T 01.00.a | Liability structure - outstanding amount |
| T 07.00 | Derivatives |
| Z 02.00 | Liability structure (R-LIAB) |