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The amount of the exposure to credit risk on loan commitments and financial guarantee contracts. [Refer: Loan commitments [member]; Financial guarantee contracts [member]; Credit risk [member]]

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Note Effective 2027-01-01
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Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Note Effective 2027-01-01
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Reference 3: http://www.xbrl.org/2003/role/disclosureRef
-Note Effective 2027-01-01
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Reference 4: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
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-URIDate 2025-03-27

Reference 5: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
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-URIDate 2025-03-27

Reference 6: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
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-URIDate 2025-03-27

Reference 7: http://www.xbrl.org/2003/role/disclosureRef
-Note Effective 2027-01-01
-Name IFRS
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-IssueDate 2025-01-01
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Reference 8: http://www.xbrl.org/2003/role/disclosureRef
-Note Effective 2027-01-01
-Name IFRS
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-Note Effective 2027-01-01
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-URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=19&code=ifrs-tx-2025-en-r&anchor=para_71&doctype=Standard
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The measure of a potential loss exposure as a result of future market movements, based on a specified confidence interval and measurement horizon.

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Name IFRS
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Sensitivity of expected credit losses by macroeconomic scenario in year one.

No definition available.

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Sensitivity of expected credit losses by macroeconomic scenario in year three.

No definition available.

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Sensitivity of expected credit losses by macroeconomic scenario in year two.

No definition available.

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The scenario probability weighting, expressed as a percentage and normalised to equate to 100%. The methodology works such that the baseline (reflecting current consensus outlook) has the highest weight and the weights of adverse and favourable scenarios depend on the deviation from the baseline; the further from the baseline, the smaller the weight. The

No definition available.

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