Financial Sector (Collection of Data) (reporting standard) determination No. 5 of 2010 - GRS 160.0 (2010) - Derivative Activity and Risk Charge
Total Derivative Exposure Classified intTotal Derivative Exposure Classified into the following:
Start here
Get a plain-English read of Total Derivative Exposure Classified int
Turn the raw legal text into a practical explanation grounded in Financial Sector (Collection of Data) (reporting standard) determination No. 5 of 2010 - GRS 160.0 (2010) - Derivative Activity and Risk Charge.
Total Derivative Exposure Classified into the following:
(Note: Capital charge is not calculated on these products, but the aggregate value is required for the first 2 columns of each type of derivative market/type).
Total 'Over the Counter' derivative financial instruments
These refer to derivative contracts that are not traded on a recognised exchange. Instead these contracts are transacted between individual counterparties (e.g. most commonly a bank). The details of a derivative contract can be negotiated between the contracting parties.
1.1 Forwards, Swaps, Other