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Dimension



Diversification

Diversification (PruVal)
Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book).


Members of this dimension

x693 - Post-diversification (Reports:C 32.02.a; )
x694 - Pre-diversification (Reports:C 32.02.a; C 32.03; )
x695 - Diversification benefit (Reports:C 32.02.a; )
x696 - Diversification benefit.Method 1 (Reports:C 32.02.a; )
x697 - Diversification benefit.Method 2 (Reports:C 32.02.a; )
x101 - Pre-diversification.Diversification method 2 (Reports:C 32.02.a; C 32.03; )
x102 - Post-diversification.Diversification method 2 (Reports:C 32.03; )





Reports using this dimension


C 32.02.aPrudent valuation: Core approach – Pre and post diversification
C 32.03Prudent valuation. Model risk AVA