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Dimension



Notional Event Date

Identifies the notional date associated with the information (for the Benchmarking exercise)
Date - Date


Members of this dimension

x999 - (Reports:C 107.02; C 108.00; C 109.03; C 110.03; )





Reports using this dimension


C 107.02VaR and SVaR non-CTP. Base currency results
C 108.00One year profit & loss VaR non-CTP
C 109.03IRC. Amount by portfolio/date
C 110.03CT. APR by portfolio/date