Type of risk (Subtype) | |
| Type of risk - Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk). |
| x2 - Credit risk (Reports:C 34.03; C 34.04; C 34.05; ) |
| x9 - Interest rate risk (Reports:C 34.03; C 34.04; C 34.05; ) |
| x12 - Commodities risk (Reports:C 34.03; C 34.04; C 34.05; ) |
| x14 - Equity risk (Reports:C 34.03; C 34.04; C 34.05; ) |
| x16 - Foreign-exchange risk (Reports:C 34.03; C 34.04; C 34.05; ) |
| x28 - Risks other than Interest rate risk, Equity risk, Foreign exchange risk, Credit risk, Commodity risk (Reports:C 34.03; C 34.05; ) |
| C 34.03 | CCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (CCR 3) |
| C 34.04 | CCR exposures treated with the original exposure method (OEM) (CCR 4) |
| C 34.05 | CCR exposures treated with the internal model method (IMM) (CCR 5) |