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Dimension


Risk categories mapped

Type of risk - Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).

Members of this dimension

x57 - Mapped to 2 risk categories (Reports:C 34.03; )
x58 - Mapped to 3 risk categories (Reports:C 34.03; )
x59 - Mapped to more than 3 risk categories (Reports:C 34.03; )
x60 - Mapped exclusively to Interest rate risk category (Reports:C 34.03; )
x61 - Mapped exclusively to Foreign Exchange risk category (Reports:C 34.03; )
x62 - Mapped exclusively to Credit risk category (Reports:C 34.03; )
x63 - Mapped exclusively to Equity risk category (Reports:C 34.03; )
x64 - Mapped exclusively to Commodity risk category (Reports:C 34.03; )




Reports using this dimension


C 34.03CCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (CCR 3)