Source of valuation uncertainty (total portfolio level) | |
| Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point. |
| x655 - Unearned credit spreads (Reports:C 32.02.a; C 32.02.c; ) |
| x656 - Investing and funding costs (Reports:C 32.02.a; C 32.02.c; ) |
| C 32.02.a | Prudent valuation: Core approach – Pre and post diversification |
| C 32.02.c | Prudent valuation: Core approach – Other |