5.21 Material Currency Identifier

As per the standardized approach of IRRBB, the loss in economic value of an equity is calculated for each currency with material exposures. Material exposure is defined as those accounting for more than 5% of either banking book assets or liabilities. Utility moves data from FSI_D_<INSTRUMENT TABLE> to FCT_ALM_SIGNIFICANT_CURRENCY.

For more information, see the ALM User Guide.