Hypothetical value under specific assumptions | Hypothetical value under specific assumptions |
| Boolean total - Dimensions having only two values (usually denoted true and false) |
| x5 - True (Reports:C 91.00; ) |
| x10 - Hypothetical value (Reports:C 101.00; C 102.00; C 103.00; C 106.00; C 106.01; C 107.01.a; C 107.01.b; C 107.02; C 108.00; C 109.03; C 110.03; C 111.00; ) |
| C 101.00 | Details on exposures in Low Default Portfolios by counterparty |
| C 102.00 | Details on exposures in Low Default Portfolios |
| C 103.00 | Details on exposures in High Default Portfolios |
| C 106.00 | Initial Market Valuation and exclusion justification |
| C 106.01 | Risk sensitivities by Instrument |
| C 107.01.a | VaR, SVaR and PV. Details |
| C 107.01.b | VaR, SVaR and PV. Details.Comments |
| C 107.02 | VaR and SVaR non-CTP. Base currency results |
| C 108.00 | One year profit & loss VaR non-CTP |
| C 109.03 | IRC. Amount by portfolio/date |
| C 110.03 | CT. APR by portfolio/date |
| C 111.00 | Details on exposures in Low Default Portfolios by counterparty |
| C 120.01 | SBM. Risk sensitivities by Instrument/Portfolio |
| C 120.02 | SBM. OFR Composition by Portfolio |
| C 120.03 | SBM. OFR |
| C 91.00 | Alternative Standardised Approach: Summary (MKR ASA SUM) |