| bilateralDebtAdjustment() |  | 0% | | 0% | 2 | 2 | 15 | 15 | 1 | 1 |
| bilateralFundingDebtAdjustment() | | 0% | | 0% | 2 | 2 | 15 | 15 | 1 | 1 |
| bilateralFundingValueSpread01() | | 0% | | 0% | 2 | 2 | 15 | 15 | 1 | 1 |
| periodUnilateralDebtAdjustment() | | 0% | | 0% | 2 | 2 | 13 | 13 | 1 | 1 |
| unilateralFundingDebtAdjustment() | | 0% | | 0% | 2 | 2 | 13 | 13 | 1 | 1 |
| unilateralFundingValueSpread01() | | 0% | | 0% | 2 | 2 | 13 | 13 | 1 | 1 |
| symmetricFundingValueSpread01() | | 0% | | 0% | 2 | 2 | 11 | 11 | 1 | 1 |
| periodCollateralSpread01() | | 0% | | 0% | 4 | 4 | 13 | 13 | 1 | 1 |
| vertexCollateralBalance() | | 0% | | 0% | 4 | 4 | 12 | 12 | 1 | 1 |
| vertexCollateralBalancePV() | | 0% | | 0% | 4 | 4 | 12 | 12 | 1 | 1 |
| unilateralCollateralAdjustment() | | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |
| CreditDebtGroupPath(CollateralGroupPath[], MarketPath) |  | 73% | | 60% | 4 | 6 | 3 | 13 | 0 | 1 |
| contraAssetDebtAdjustment() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| collateralGroupPaths() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marketPath() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| vertexCreditExposure() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| vertexDebtExposure() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| collateralValueAdjustment() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| periodBilateralCreditAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 15 | 0 | 1 |
| periodBilateralDebtAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 15 | 0 | 1 |
| periodBilateralFundingDebtAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 15 | 0 | 1 |
| periodBilateralFundingValueSpread01() | | 100% | | 100% | 0 | 2 | 0 | 15 | 0 | 1 |
| bilateralCreditAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 15 | 0 | 1 |
| periodUnilateralCreditAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
| periodUnilateralFundingDebtAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
| periodUnilateralFundingValueSpread01() | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
| unilateralCreditAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
| unilateralDebtAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
| periodCollateralValueAdjustment() | | 100% | | 100% | 0 | 4 | 0 | 13 | 0 | 1 |
| bilateralCollateralAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 11 | 0 | 1 |
| periodSymmetricFundingValueSpread01() | | 100% | | 100% | 0 | 2 | 0 | 9 | 0 | 1 |
| vertexCollateralizedExposure() | | 100% | | 100% | 0 | 4 | 0 | 12 | 0 | 1 |
| vertexCollateralizedExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 12 | 0 | 1 |
| vertexUncollateralizedExposure() | | 100% | | 100% | 0 | 4 | 0 | 12 | 0 | 1 |
| vertexUncollateralizedExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 12 | 0 | 1 |
| periodContraLiabilityCreditAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 7 | 0 | 1 |
| vertexCollateralizedPositiveExposure() | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| vertexCollateralizedPositiveExposurePV() | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| vertexCollateralizedNegativeExposure() | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| vertexCollateralizedNegativeExposurePV() | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| vertexUncollateralizedPositiveExposure() | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| vertexUncollateralizedPositiveExposurePV() | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| vertexUncollateralizedNegativeExposure() | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| vertexUncollateralizedNegativeExposurePV() | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| vertexDates() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| contraLiabilityCreditAdjustment() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| vertexCreditExposurePV() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| vertexDebtExposurePV() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| vertexFundingExposure() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| vertexFundingExposurePV() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |