Financial Sector (Collection of Data) (reporting standard) determination No. 19 of 2009 - GRS 131.0_G (2009) - Off Balance Sheet Exposure Risk Charge
Non market related itemsNon market related items
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Non market related items
This term ‘non market’ refers to items that are not transacted in financial markets.
Transactions relating specifically to financial market products such as derivative financial instruments are not to be included in these calculations. Information regarding exposures to derivative financial instruments is to be recorded in GRF 110.0_G Minimum Capital Requirement (Level 2 Insurance Group) under item 6 ‘Derivatives Activity and Risk Charge’.
Credit substitutes include: