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Dimension



Currency conversion approach

Indicates how monetary values should be reported, i.e. if they should be converted to a single reporting currency or reported as-is in the underlying currency
Currency conversion approach - Indicates how monetary values should be reported i.e. if they should be converted to a single reporting currency, or reported as-is in the underlying currency


Members of this dimension

x1 - Expressed in currency of denomination (not converted to reporting currency) (Reports:C 106.00; C 107.02; C 108.00; C 109.03; C 110.03; C 51.00.w; C 51.00.x; C 52.00.w; C 52.00.x; C 52.00.y; C 52.00.z; C 53.00.w; )





Reports using this dimension


C 106.00Initial Market Valuation
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
C 51.00.wLC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies
C 51.00.xLC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies
C 52.00.wLC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies
C 52.00.xLC - Outflows - Liquidity Coverage. Outflows (II). Significant currencies
C 52.00.yLC - Outflows - Liquidity Coverage. Outflows (III). Significant currencies
C 52.00.zLC - Outflows - Liquidity Coverage. Outflows (IV). Significant currencies
C 53.00.wLC - Inflows - Liquidity Coverage. Inflows (I). Significant currencies
C 53.00.xLC - Inflows - Liquidity Coverage. Inflows (II). Significant currencies
C 53.00.yLC - Inflows - Liquidity Coverage. Inflows (III). Significant currencies
C 54.00.wLC - Collateral swaps - Liquidity Coverage. Collateral swaps. Significant currencies
C 60.00.wSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies
C 60.00.xSF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Significant currencies
C 61.00.wSF - Items providing stable funding - Stable funding. Items providing stable funding (I). Significant currencies
C 61.00.xSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies
C 66.00.wContractual template. Significant currencies
C 66.00.xContractual template. Significant currencies. Cumulated
C 67.00.wConcentration of funding by counterparty. Significant currencies
C 68.00.wConcentration of funding by product type. Significant currencies
C 69.00.wPrices for various lengths of funding. Significant currencies
C 70.00.wRoll-over of funding. Significant currencies
C 71.00.wConcentration of counterbalancing capacity by issuer/counterparty. Significant currencies
C 72.00.wLC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA)
C 73.00.wLC(DA - Liquidity Coverage. Outflows. Significant currencies (DA)
C 74.00.wLC(DA - Liquidity Coverage. Inflows. Significant currencies (DA)
C 75.00.wLC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA)
C 76.00.wLC(DA - Liquidity Coverage. Calculations. Significant currencies (DA)