Financial Sector (Collection of Data) (reporting standard) determination No. 75 of 2006 - Reporting Standard GRS 160.0 (2007) 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. 75 of 2006 - Reporting Standard GRS 160.0 (2007) 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.
- Forwards, Swaps, Other