Basel II Data to be captured

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The following level of data is captured for each segmentation group for Basel II:

o Principal (in currency);
o Start and End Dates;
o Counterparty;
o Product type;
o Deal Number;
o Limit (in currency)
o Committed flag
o Current Utilisation (in currency)
o Collateral Type; and
o Collateral Cover (%).

In addition to this data, all the contextual data will be captured by the Financial Model for Basel II.

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Basel II Glossary
section page.

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