Market Risk Sub Portfolio Type This dimension categorises information reported based on the sub-portfolio and the presence of specific risk factors within the sub-portfolio, as determined in accordance with relevant prudential standards. Sub Portfolio Containing Specific Risk The information reported relates to the sub-portfolio of exposures which contain specific risk. This is applicable where the reporting party is calculating the specific risk modelling surcharge by identifying sub-portfolios that contain specific risk. Specific risk represents the risk that the value of a security, or instrument, will change due to issuer-specific factors. It applies to interest rate and equity positions related to a specific issuer. Sub Portfolio Not Containing Specific Risk The information reported relates to the sub-portfolio of exposures which do not contain specific risk. This is applicable where the reporting party is calculating the specific risk modelling surcharge by identifying sub-portfolios that contain specific risk. Specific risk represents the risk that the value of a security, or instrument, will change due to issuer-specific factors. It applies to interest rate and equity positions related to a specific issuer.