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Dimension


Reference portfolio/instrument for the Benchmarking exercise

Reference portfolio/instrument for the Benchmarking exercise
Identification String - String used as an artificial identifier

Members of this dimension

x999 - (Reports:C 102.00; C 103.00; C 105.02; C 106.00; C 107.02; C 108.00; C 109.02.a; C 109.02.b; C 109.03; C 110.02.a; C 110.02.b; C 110.03; )




Reports using this dimension


C 102.00Details on exposures in Low Default Portfolios
C 103.00Details on exposures in High Default Portfolios
C 105.02Mapping of internal models to portfolios
C 106.00Initial Market Valuation and exclusion justification
C 107.02VaR and SVaR non-CTP. Base currency results
C 108.00One year profit & loss VaR non-CTP
C 109.02.aIRC. Details by portfolio (I)
C 109.02.bIRC. Details by portfolio (II)
C 109.03IRC. Amount by portfolio/date
C 110.02.aCT. Details by portfolio (I)
C 110.02.bCT. Details by portfolio (II)
C 110.03CT. APR by portfolio/date
C 120.01SBM. Risk sensitivities by Instrument/Portfolio
C 120.02SBM. OFR Composition by Portfolio
C 120.03SBM. OFR