ANNEX XIV
DATA POINT MODEL — DICTIONARY
Tables
Template | Table Code | Table Label
C 00.01 | C 00.01 | Nature of Report (COREP)
C 01.00 | C 01.00 | Capital Adequacy - Own funds definition
C 02.00 | C 02.00 | Capital Adequacy - Risk Exposure Amounts
C 03.00 | C 03.00 | Capital Adequacy - Ratios
C 04.00 | C 04.00 | Capital Adequacy - Memorandum Items
C 05.01 | C 05.01 | Capital Adequacy - Transitional provisions: Summary
C 05.02 | C 05.02 | Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid
C 06.00 | C 06.00 | Group Solvency
C 07.00 | C 07.00.a | Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
C 07.00 | C 07.00.b | Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk
C 07.00 | C 07.00.c | Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property
C 07.00 | C 07.00.d | Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 08.01 | C 08.01.a | Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL
C 08.01 | C 08.01.b | Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet
C 08.01 | C 08.01.c | Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor)
C 08.01 | C 08.01.d | Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor)
C 08.02 | C 08.02 | Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades
C 09.01 | C 09.01.a | Geographical breakdown of exposures by residence of the obligor (SA exposures)
C 09.01 | C 09.01.b | Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default
C 09.02 | C 09.02 | Geographical breakdown of exposures by residence of the obligor (IRB exposures)
C 09.03 | C 09.03 | Breakdown of total own funds requirements for credit risk of relevant credit exposures by country
C 10.01 | C 10.01 | Credit risk: Equity - IRB approaches to capital requirements - TOTAL
C 10.02 | C 10.02 | Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades
C 11.00 | C 11.00 | Settlement/Delivery risk
C 12.00 | C 12.00 | Credit risk: Securitisations - Standardised Approach to own funds requirements
C 13.00 | C 13.00 | Credit risk: Securitisations - IRB Approach to own funds requirements
C 14.00 | C 14.00 | Detailed information on securitisations
C 15.00 | C 15.00 | Exposures and losses from lending collateralised immovable property
C 16.00 | C 16.00.a | Operational risk - Excluding AMA
C 16.00 | C 16.00.b | Operational risk - AMA
C 17.00 | C 17.00.a | Operational risks: Gross losses by business lines and event types in the last year
C 17.00 | C 17.00.b | Operational risks: Thresholds applied in data collections
C 18.00 | C 18.00 | Market risk: Standardised Approach for traded debt instruments
C 19.00 | C 19.00 | Market risk: Standardised Approach for specific risk in securitisations
C 20.00 | C 20.00 | Market risk: Standardised Approach for specific risk in the correlation trading portfolio
C 21.00 | C 21.00 | Market risk: Standardised Approach for position risk in equities
C 22.00 | C 22.00 | Market risk: Standardised Approaches for foreign exchange risk
C 23.00 | C 23.00 | Market risk: Standardised Approach for position risk in commodities
C 24.00 | C 24.00 | Market risk: Internal models - Total
C 25.00 | C 25.00 | CVA RISK
C 26.00 | C 26.00 | Large exposures limits
C 27.00 | C 27.00 | Identification of the counterparty
C 28.00 | C 28.00 | Exposures in the non-trading and trading book
C 29.00 | C 29.00 | Detail of the exposures to individual clients within groups of connected clients
C 30.00 | C 30.00 | Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities
C 31.00 | C 31.00 | Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities: detail of the exposures to individual clients within groups of connected clients
C 40.00 | C 40.00 | Alternative treatment of the Exposure Measure
C 41.00 | C 41.00 | On- and off-balance sheet items – additional breakdown of exposures
C 42.00 | C 42.00 | Alternative definition of capital
C 43.00 | C 43.00.a | Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book
C 43.00 | C 43.00.b | Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)
C 43.00 | C 43.00.c | Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)
C 44.00 | C 44.00 | General Information
C 45.00 | C 45.00.a | Leverage ratio calculation
C 45.00 | C 45.00.b | Leverage ratio calculation - average
C 46.00 | C 46.00.a | Entities that are consolidated for accounting purposes but are not within the prudential scope of consolidation (I)
C 46.00 | C 46.00.b | Entities that are consolidated for accounting purposes but are not within the prudential scope of consolidation (II)
C 46.00 | C 46.00.c | Entities that are consolidated for accounting purposes but are not within the prudential scope of consolidation (III)
C 51.00 | C 51.00.a | Liquidity Coverage. Liquid assets (I). Total
C 51.00 | C 51.00.b | Liquidity Coverage. Liquid assets (II). Total
C 51.00 | C 51.00.w | Liquidity Coverage. Liquid assets (I). Significant currencies
C 51.00 | C 51.00.x | Liquidity Coverage. Liquid assets (II). Significant currencies
C 52.00 | C 52.00.a | Liquidity Coverage. Outflows (I). Total
C 52.00 | C 52.00.b | Liquidity Coverage. Outflows (II). Total
C 52.00 | C 52.00.c | Liquidity Coverage. Outflows (III). Total
C 52.00 | C 52.00.d | Liquidity Coverage. Outflows (IV). Total
C 52.00 | C 52.00.w | Liquidity Coverage. Outflows (I). Significant currencies
C 52.00 | C 52.00.x | Liquidity Coverage. Outflows (II). Significant currencies
C 52.00 | C 52.00.y | Liquidity Coverage. Outflows (III). Significant currencies
C 52.00 | C 52.00.z | Liquidity Coverage. Outflows (IV). Significant currencies
C 53.00 | C 53.00.a | Liquidity Coverage. Inflows (I). Total
C 53.00 | C 53.00.b | Liquidity Coverage. Inflows (II). Total
C 53.00 | C 53.00.c | Liquidity Coverage. Inflows (III). Total
C 53.00 | C 53.00.w | Liquidity Coverage. Inflows (I). Significant currencies
C 53.00 | C 53.00.x | Liquidity Coverage. Inflows (II). Significant currencies
C 53.00 | C 53.00.y | Liquidity Coverage. Inflows (III). Significant currencies
C 54.00 | C 54.00.a | Liquidity Coverage. Collateral swaps. Total
C 54.00 | C 54.00.w | Liquidity Coverage. Collateral swaps. Significant currencies
C 60.00 | C 60.00.a | Stable funding. Items requiring stable funding (I). Total
C 60.00 | C 60.00.b | Stable funding. Items requiring stable funding (II). Total
C 60.00 | C 60.00.w | Stable funding. Items requiring stable funding (I). Significant currencies
C 60.00 | C 60.00.x | Stable funding. Items requiring stable funding (II). Significant currencies
C 61.00 | C 61.00.a | Stable funding. Items providing stable funding (I). Total
C 61.00 | C 61.00.b | Stable funding. Items providing stable funding (II). Total
C 61.00 | C 61.00.w | Stable funding. Items providing stable funding (I). Significant currencies
C 61.00 | C 61.00.x | Stable funding. Items providing stable funding (II). Significant currencies
F 00.01 | F 00.01 | Nature of Report (FINREP)
F 01.01 | F 01.01 | Balance Sheet Statement [Statement of Financial Position]: Assets
F 01.02 | F 01.02 | Balance Sheet Statement [Statement of Financial Position]: Liabilities
F 01.03 | F 01.03 | Balance Sheet Statement [Statement of Financial Position]: Equity
F 02.00 | F 02.00 | Statement of profit or loss
F 03.00 | F 03.00 | Statement of comprehensive income
F 04.01 | F 04.01 | Breakdown of financial assets by instrument and by counterparty sector: financial assets held for trading
F 04.02 | F 04.02 | Breakdown of financial assets by instrument and by counterparty sector: financial assets designated at fair value through profit or loss
F 04.03 | F 04.03 | Breakdown of financial assets by instrument and by counterparty sector: available-for-sale financial assets
F 04.04 | F 04.04 | Breakdown of financial assets by instrument and by counterparty sector: loans and receivables and held-to-maturity investments
F 04.05 | F 04.05 | Subordinated financial assets
F 04.06 | F 04.06 | Breakdown of financial assets by instrument and by counterparty sector: trading financial assets
F 04.07 | F 04.07 | Breakdown of financial assets by instrument and by counterparty sector: non-trading non-derivative financial assets measured at fair value through profit or loss
Table Axes
Table Code | Axis Type | Ordinate Code | Ordinate Label
C 00.01 | Column | 010 | Nature of Report
C 00.01 | Row | 010 | Accounting framework
C 00.01 | Row | 020 | Reporting Level
C 01.00 | Column | 010 | Amount
C 01.00 | Row | 010 | OWN FUNDS
C 01.00 | Row | 015 | TIER 1 CAPITAL
C 01.00 | Row | 020 | COMMON EQUITY TIER 1 CAPITAL
C 01.00 | Row | 030 | Capital instruments eligible as CET1 Capital
C 01.00 | Row | 040 | Paid up capital instruments
C 01.00 | Row | 050 | Memorandum item: Capital instruments not eligible
C 01.00 | Row | 060 | Share premium
C 01.00 | Row | 070 | (-) Own CET1 instruments
C 01.00 | Row | 080 | (-) Direct holdings of CET1 instruments
C 01.00 | Row | 090 | (-) Indirect holdings of CET1 instruments
C 01.00 | Row | 091 | (-) Synthetic holdings of CET1 instruments
C 01.00 | Row | 092 | (-) Actual or contingent obligations to purchase own CET1 instruments
C 01.00 | Row | 130 | Retained earnings
C 01.00 | Row | 140 | Previous years retained earnings
C 01.00 | Row | 150 | Profit or loss eligible
C 01.00 | Row | 160 | Profit or loss attributable to owners of the parent
C 01.00 | Row | 170 | (-) Part of interim or year-end profit not eligible
C 01.00 | Row | 180 | Accumulated other comprehensive income
C 01.00 | Row | 200 | Other reserves
C 01.00 | Row | 210 | Funds for general banking risk
C 01.00 | Row | 220 | Transitional adjustments due to grandfathered CET1 Capital instruments
C 01.00 | Row | 230 | Minority interest given recognition in CET1 capital
C 01.00 | Row | 240 | Transitional adjustments due to additional minority interests
C 01.00 | Row | 250 | Adjustments to CET1 due to prudential filters
C 01.00 | Row | 260 | (-) Increases in equity resulting from securitised assets
C 01.00 | Row | 270 | Cash flow hedge reserve
C 01.00 | Row | 280 | Cumulative gains and losses due to changes in own credit risk on fair valued liabilities
C 01.00 | Row | 285 | Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities
C 01.00 | Row | 290 | (-) Value adjustments due to the requirements for prudent valuation
C 01.00 | Row | 300 | (-) Goodwill
C 01.00 | Row | 310 | (-) Goodwill accounted for as intangible asset
C 01.00 | Row | 320 | (-) Goodwill included in the valuation of significant investments
C 01.00 | Row | 330 | Deferred tax liabilities associated to goodwill
C 01.00 | Row | 340 | (-) Other intangible assets
C 01.00 | Row | 350 | (-) Other intangible assets gross amount
C 01.00 | Row | 360 | Deferred tax liabilities associated to other intangible assets
C 01.00 | Row | 370 | (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities
C 01.00 | Row | 380 | (-) IRB shortfall of credit risk adjustments to expected losses
C 01.00 | Row | 390 | (-)Defined benefit pension fund assets
C 01.00 | Row | 400 | (-)Defined benefit pension fund assets gross amount
C 01.00 | Row | 410 | Deferred tax liabilities associated to defined benefit pension fund assets
C 01.00 | Row | 420 | Defined benefit pension fund assets which the institution has an unrestricted ability to use
C 01.00 | Row | 430 | (-) Reciprocal cross holdings in CET1 Capital
C 01.00 | Row | 440 | (-) Excess of deduction from AT1 items over AT1 Capital (see 1.2.10)
C 01.00 | Row | 450 | (-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight
C 01.00 | Row | 460 | (-) Securitisation positions which can alternatively be subject to a 1.250% risk weight
C 01.00 | Row | 470 | (-) Free deliveries which can alternatively be subject to a 1.250% risk weight
C 01.00 | Row | 471 | (-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight
C 01.00 | Row | 472 | (-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight
C 01.00 | Row | 480 | (-) CET1 instruments of financial sector entities where the institution does not have a significant investment
C 01.00 | Row | 490 | (-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences
C 01.00 | Row | 500 | (-) CET1 instruments of financial sector entities where the institution has a significant investment
C 01.00 | Row | 510 | (-) Amount exceeding the 17.65% threshold
C 01.00 | Row | 520 | Other transitional adjustments to CET1 Capital
C 01.00 | Row | 524 | (-) Additional deductions of CET1 Capital due to Article 3 CRR
C 01.00 | Row | 529 | CET1 capital elements or deductions - other
C 01.00 | Row | 530 | ADDITIONAL TIER 1 CAPITAL
C 01.00 | Row | 540 | Capital instruments eligible as AT1 Capital
C 01.00 | Row | 550 | Paid up capital instruments
C 01.00 | Row | 560 | Memorandum item: Capital instruments not eligible
C 01.00 | Row | 570 | Share premium
C 01.00 | Row | 580 | (-) Own AT1 instruments
C 01.00 | Row | 590 | (-) Direct holdings of AT1 instruments
C 01.00 | Row | 620 | (-) Indirect holdings of AT1 instruments
C 01.00 | Row | 621 | (-) Synthetic holdings of AT1 instruments
C 01.00 | Row | 622 | (-) Actual or contingent obligations to purchase own AT1 instruments
C 01.00 | Row | 660 | Transitional adjustments due to grandfathered AT1 Capital instruments
C 01.00 | Row | 670 | Instruments issued by subsidiaries that are given recognition in AT1 Capital
C 01.00 | Row | 680 | Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries
C 01.00 | Row | 690 | (-) Reciprocal cross holdings in AT1 Capital
C 01.00 | Row | 700 | (-) AT1 instruments of financial sector entities where the institution does not have a significant investment
C 01.00 | Row | 710 | (-) AT1 instruments of financial sector entities where the institution has a significant investment
C 01.00 | Row | 720 | (-) Excess of deduction from T2 items over T2 Capital
C 01.00 | Row | 730 | Other transitional adjustments to AT1 Capital
C 01.00 | Row | 740 | Excess of deduction from AT1 items over AT1 Capital (deducted in CET1)
C 01.00 | Row | 744 | (-) Additional deductions of AT1 Capital due to Article 3 CRR
C 01.00 | Row | 748 | AT1 capital elements or deductions - other
C 01.00 | Row | 750 | TIER 2 CAPITAL
C 01.00 | Row | 760 | Capital instruments and subordinated loans eligible as T2 Capital
C 01.00 | Row | 770 | Paid up capital instruments and subordinated loans
C 01.00 | Row | 780 | Memorandum item: Capital instruments and subordinated loans not eligible
C 01.00 | Row | 790 | Share premium
C 01.00 | Row | 800 | (-) Own T2 instruments
C 01.00 | Row | 810 | (-) Direct holdings of T2 instruments
C 01.00 | Row | 840 | (-) Indirect holdings of T2 instruments
C 01.00 | Row | 841 | (-) Synthetic holdings of T2 instruments
C 01.00 | Row | 842 | (-) Actual or contingent obligations to purchase own T2 instruments
C 01.00 | Row | 880 | Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans
C 01.00 | Row | 890 | Instruments issued by subsidiaries that are given recognition in T2 Capital
C 01.00 | Row | 900 | Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries
C 01.00 | Row | 910 | IRB Excess of provisions over expected losses eligible
C 01.00 | Row | 920 | SA General credit risk adjustments
C 01.00 | Row | 930 | (-) Reciprocal cross holdings in T2 Capital
C 01.00 | Row | 940 | (-) T2 instruments of financial sector entities where the institution does not have a significant investment
C 01.00 | Row | 950 | (-) T2 instruments of financial sector entities where the institution has a significant investment
Named Table Axes
Table Code | Axis | Axis Label
C 09.01.a | Sheets | Country
C 09.01.b | Sheets | Country
C 09.02 | Sheets | Country
C 09.03 | Sheets | Country
C 15.00 | Sheets | Country
C 51.00.w | Sheets | Significant currency
C 51.00.x | Sheets | Significant currency
C 52.00.w | Sheets | Significant currency
C 52.00.x | Sheets | Significant currency
C 52.00.y | Sheets | Significant currency
C 52.00.z | Sheets | Significant currency
C 53.00.w | Sheets | Significant currency
C 53.00.x | Sheets | Significant currency
C 53.00.y | Sheets | Significant currency
C 54.00.w | Sheets | Significant currency
C 60.00.w | Sheets | Significant currency
C 60.00.x | Sheets | Significant currency
C 61.00.w | Sheets | Significant currency
C 61.00.x | Sheets | Significant currency
F 20.04 | Sheets | Country of residence of the counterparty
F 20.05.a | Sheets | Country of residence of the counterparty
F 20.05.b | Sheets | Country of residence of the counterparty
F 20.06 | Sheets | Country of residence of the counterparty
F 20.07 | Sheets | Country of residence of the counterparty
Domains
Domain Code | Domain Label
AP | Approach
AS | Accounting standard
AT | Metric
BA | Base items
BT | Boolean total
CC | Clients code
CG | Collateral/Guarantees
CI | Callability of the instruments
CP | Credit protection
CQ | Credit quality
CS | Contingent scenario
CT | Counterparty
CU | Currency
EC | Exposure classes
ER | External ratings
ET | Event type
GA | Geographical area
ID | Integers
IM | Impairment
LE | Legal entity
LQ | Liquidity
MA | Type of market
MC | Main category
NC | NACE code
OF | Computability in own funds
PC | Percentages
PI | Positions in the instrument
PL | Portfolio
PU | Purpose
RF | Reference period
RP | Related parties/Relationships
RS | Role in the securitisation process
RT | Risk transfer treatment
SC | Scope of consolidation
ST | Securitisation structure
SY | Security
TA | Type of activity
TI | Time interval
TP | Correlation Trading Portfolio
TR | Type of risk
UE | Underlying exposures in securitisations
ZZ | Code Lists
Dimensions
Dimension Code | Dimension Label
ACT | Accounting treatment
ALM | Use of allocation mechanism
ALO | Type of allowance
APL | Accounting portfolio
APR | Approach for prudential purposes
AST | Accounting standard
ATY | Metric
BAS | Base
BLI | Business line
CCC | Main category of the collateral of the collateral
CEG | Country where the exposure is generated
CFO | Conversion factors for off-balance sheet items
CLC | Collateral status of the collateral
CLS | Collateral status
CMA | Country of the market
CNO | Controlling and non-controlling owners
COF | Eligibility for own funds for transitional period
COI | Callability of the instruments
CPC | Counterparty sector of the collateral
CPE | Counterparty sector of the source of encumbrance
CPS | Counterparty sector
CPY | Counterparty
CPZ | Size of the counterparty
CQC | Exposures by Credit Quality steps at reporting date of the collateral
CQI | Exposures by Credit Quality steps at inception
CQS | Exposures by Credit Quality steps at reporting date
CRM | CRM Effects/Collateral
CSC | Contingent scenario
CUC | Currency of the collateral
CUE | Currency of the exposure
CUS | Currency with significant liabilities
DOF | Deducted from own funds
DPS | Derivatives Purchased/Sold
DST | Time from the due time for settlement
ECB | Exposure class before reassignment
ECC | Exposure class of the collateral received
ECG | Exposure class of the collateral given
ECW | Exposure classes used for weighting purposes
ENC | Encumbrance
ETY | Event Type
EUT | Time of encumbrance
EXC | Exposure class
EXT | Use of external ratings
FVH | Fair value hierarchy
GCC | Group of connected clients
GTC | Guarantor of the collateral
GTR | Guarantor
HFI | Hybrid instruments
IMS | Impairment status
INC | Individual clients
INV | Significant investments
LAC | Location of the activities
LEC | Legal entity
LIQ | General liquidity requirements
LQA | Liquidity quality of assets
LQC | Liquidity quality of collateral received
LQG | Liquidity quality of collateral given
LTV | Loan to value
MCC | Main category of collateral or guarantee given
MCD | Main category of the Defined benefit plan assets
MCE | Main category that generates income or expenses
MCG | Main category of collateral or guarantee received
MCI | Main category provided of Investee
MCL | Main category that generates the deferred tax liability
MCP | Main category of the off-balance sheet item that generates the provision
MCS | Main category of the source of encumbrance
MCT | Main category of the transferred financial asset to which the liability is associated to
MCU | Main category of the underlying
MCY | Main category
MRW | Methods to determine risk weights
NAC | NACE code counterparty
OFS | Own funds
OGR | Obligor grade
PAU | Partial use
PIN | Positions in the instrument
PLT | Accounting portfolio of the transferred financial asset to which the liability is associated to
PRP | Prudential portfolio
PUR | Purpose
RCP | Residence of counterparty
REC | To be reclassified to profit or loss
REF | Reference date or period
RES | Residual maturity
RPC | Related parties/Relationship of the collateral
RPR | Related parties/Relationships
RSP | Role in the securitisation process
RWC | Risk weights of the collateral
RWS | Risk weights
SCC | Specific contract clauses or netting agreements
SCO | Scope of consolidation
SLQ | Specific liquidity requirements
SOL | Subject to operating lease (reporting entity lessor)
SRN | Securitisation Row Number
SST | Securitisation structure
STC | Security
SUB | Subordinated
TAC | Type of assets with collateral received
TCP | Type of credit protection
TIF | Type of investment firm
TMA | Type of market
Members
Member ID | Member Code | Member Label
1000 | AP:x1 | 1250% for positions not subject to any method
1006 | AP:x2 | Advanced Measurement Approach
1007 | AP:x3 | Advanced method
1008 | AP:x4 | Alternative Standardised Approach
1009 | AP:x5 | Approach for general risk for equities
1010 | AP:x6 | Approach for specific risk for correlation trading portfolio
1011 | AP:x7 | Approach for specific risk for equities
1012 | AP:x8 | Approach for specific risk for non securitisation debt instruments
1013 | AP:x9 | Approach for specific risk for securitisation instruments
1014 | AP:x10 | Approaches for general risk for debt instruments
1015 | AP:x11 | Approaches for options
1016 | AP:x12 | Basic Indicator Approach
1020 | AP:x15 | Risk weighted exposure amounts calculated using PD, LGD and M
1022 | AP:x16 | Alternative treatment for exposures secured by real estate
1024 | AP:x17 | Risk weighted exposure amounts calculated using RW, other
1027 | AP:x18 | Ratings Based Method
1028 | AP:x19 | Supervisory formula method
1029 | AP:x20 | Specialized lending slotting criteria
1036 | AP:x22 | Duration-based approach
1037 | AP:x23 | Extended maturity ladder approach
1038 | AP:x24 | External rating not available
1040 | AP:x25 | Internal Assessment Approach
1041 | AP:x26 | Internal models approach for market risk
1042 | AP:x27 | IRB Approach
1044 | AP:x28 | IRB approach - Securitisation exposures
1045 | AP:x29 | Risk weighted exposure amounts calculated using RW
1046 | AP:x30 | Look-Through-Approach
1050 | AP:x31 | Maturity ladder approach
1051 | AP:x32 | Maturity-based approach
1052 | AP:x33 | Internal models approach
1053 | AP:x34 | PD/LGD approach
1054 | AP:x35 | Simple Risk Weight approach
1055 | AP:x36 | Methods to calculate risk weights do not apply
1056 | AP:x37 | Methods using external ratings
1061 | AP:x38 | Original Exposure Method
1062 | AP:x39 | Particular approach for CIUs reported as debt instruments
1063 | AP:x40 | Particular approach for CIUs reported as equity
1066 | AP:x41 | Simplified approach
1068 | AP:x42 | Standardised Approach
1071 | AP:x43 | Standardised approach for equity risk
1072 | AP:x44 | Standardised approach for foreign-exchange risk
1073 | AP:x45 | Standardised Approach, IRB Approach
1074 | AP:x46 | Standardised approaches for commodities risk
1075 | AP:x47 | Standardised approaches for interest rate risk
1076 | AP:x48 | Standardised approaches for market risk
1078 | AP:x49 | Standardised Method
1084 | AT:mi1 | 10% CET1 threshold
1086 | AT:mi2 | 17.65% CET1 threshold
1088 | AT:si3 | Accounting consolidation
1089 | AT:ei4 | Accounting standard
1090 | AT:ei5 | Accounting treatment of the securitisation
1092 | AT:mi7 | Accumulated impairment
1093 | AT:mi8 | Accumulated write-offs
1094 | AT:mi9 | Acquisition cost
1096 | AT:md11 | Actuarial gains or losses from changes in demographic assumptions (flow)
1097 | AT:md12 | Actuarial gains or losses from changes in financial assumptions (flow)
1099 | AT:md13 | Additions (flow)
1100 | AT:md14 | Additions, including increases in existing provisions (flow)
1101 | AT:mi15 | Adjusted stressed VaR
1102 | AT:mi16 | Adjusted VaR
1105 | AT:mi17 | Adjustment to the risk-weighted exposure amount due to maturity mismatches
1106 | AT:mi18 | Adjustment to Value used for market risk, net, weighted after cap due to infringement of the due diligence provisions
1108 | AT:mi19 | After transitional provisions
1109 | AT:md20 | All changes in Defined benefit obligations (flow)
1111 | AT:md21 | All changes in Provisions (flow)
1112 | AT:mi22 | All price risk capital charge for CTP
1113 | AT:mi23 | All price risk capital charge for CTP Floor
1114 | AT:mi24 | All price risk charge for CTP 12 weeks average
1115 | AT:mi25 | All price risk charge for CTP last measure
1116 | AT:md26 | All Reclassifications (flow)
1118 | AT:mi27 | Alleviation of own funds requirements due to diversification
1119 | AT:mi28 | Alleviation of own funds requirements due to risk mitigation techniques
1120 | AT:mi29 | Alleviation of own funds requirements due to the expected loss captured in business practices
1121 | AT:mi30 | Amount assigned to direct credit substitutes
1122 | AT:mi31 | Amount assigned to eligible liquidity facilities
1123 | AT:mi32 | Amount assigned to IRS / CRS
1124 | AT:mi33 | Amount assigned to other off-balance sheet items
1126 | AT:mi34 | Amount contractually required to pay at maturity
1127 | AT:mi35 | Amount of Assets involved in the services provided by the institution
1130 | AT:mi37 | Amount of cumulative change in fair values attributable to changes in credit risk
1140 | AT:mi40 | Amount that exceeds the limit for grandfathering of instruments not constituting State aid
1141 | AT:mi41 | Amount that exceeds the limits for grandfathering
1152 | AT:mi42 | Amount used for LGD adjustment
1153 | AT:mi43 | Amounts derecognised for capital purposes
1154 | AT:mi44 | Amounts exempted from the LE regime
1155 | AT:mi45 | Amounts not recognised as an asset, due to limits of paragraph 58 (b)
1156 | AT:md46 | Amounts used (flow)
1158 | AT:mi47 | Applicable limit for institutions
1159 | AT:pi48 | Applicable percentage limit for institutions
1160 | AT:mi49 | Applicable limit for non institutions
1161 | AT:ei50 | Approach used for the securitised exposures
1163 | AT:mi52 | Assumed charge for CTP floor - weighted positions after cap
1164 | AT:mi63 | Average incremental default and migration risk capital charge
1165 | AT:pi54 | Average risk weight
1166 | AT:mi159 | Amount of accumulated impairment
1167 | AT:mi56 | Base amount for calculating the limit
1168 | AT:mi57 | Base for calculating the limit for grandfathering of instruments not constituting State aid
1169 | AT:mi58 | Amount before transitional provisions
1170 | AT:md59 | Benefits paid (flow)
C 00.01 | c010 r010 | ATY_1089 / BAS_1515
C 00.01 | c010 r020 | ATY_1399 / BAS_1515
C 01.00 | c010 r010 | ATY_1202 / BAS_1517 / MCY_2312 / OFS_1561
C 01.00 | c010 r015 | ATY_1202 / BAS_1517 / MCY_2312 / OFS_1559
C 01.00 | c010 r020 | ATY_1202 / BAS_1517 / MCY_2312 / OFS_1542
C 01.00 | c010 r030 | ATY_1196 / BAS_1517 / CNO_1521 / MCY_2044 / OFS_1542
C 01.00 | c010 r040 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2050 / OFS_1542
C 01.00 | c010 r050 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2050 / OFS_1555
C 01.00 | c010 r060 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2392 / OFS_1542
C 01.00 | c010 r070 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2949 / OFS_1542
C 01.00 | c010 r080 | ATY_1177 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2947 / OFS_1542
C 01.00 | c010 r090 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2139 / OFS_1542
C 01.00 | c010 r091 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2400 / OFS_1542
C 01.00 | c010 r092 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2957 / OFS_1542
C 01.00 | c010 r130 | ATY_1196 / BAS_1517 / CNO_1521 / MCY_2944 / OFS_1542
C 01.00 | c010 r140 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2360 / OFS_1542
C 01.00 | c010 r150 | ATY_1196 / BAS_1517 / CNO_1521 / MCY_2317 / OFS_1542
C 01.00 | c010 r160 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2317 / OFS_1542
C 01.00 | c010 r170 | ATY_1196 / BAS_1517 / CNO_1521 / MCY_2317 / OFS_1553
C 01.00 | c010 r180 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_1830 / OFS_1542
C 01.00 | c010 r200 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2297 / OFS_1542
C 01.00 | c010 r210 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2120 / OFS_1542
C 01.00 | c010 r220 | ATY_1459 / BAS_1517 / CNO_1521 / MCY_2952 / TOF_1542
C 01.00 | c010 r230 | ATY_1196 / BAS_1517 / CNO_1520 / MCY_2054 / OFS_1542
C 01.00 | c010 r240 | ATY_1459 / BAS_1517 / CNO_1520 / MCY_2442 / TOF_1542
C 01.00 | c010 r250 | ATY_1196 / BAS_1517 / MCY_1386 / OFS_1542
C 01.00 | c010 r260 | ATY_1196 / BAS_1517 / MCY_2958 / OFS_1542
C 01.00 | c010 r270 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2959 / OFS_1542
C 01.00 | c010 r280 | ATY_1196 / BAS_1517 / MCY_2960 / OFS_1542
C 01.00 | c010 r285 | ATY_1196 / BAS_1517 / MCY_3403 / OFS_1542
C 01.00 | c010 r290 | ATY_1196 / BAS_1517 / MCY_2961 / OFS_1542
C 01.00 | c010 r300 | ATY_1196 / BAS_1517 / MCY_2131 / OFS_1542
C 01.00 | c010 r310 | ATY_1177 / BAS_1517 / MCY_2131 / OFS_1542
C 01.00 | c010 r320 | ATY_1196 / BAS_1517 / INV_2643 / MCY_2038 / OFS_1542
C 01.00 | c010 r330 | ATY_1177 / BAS_1517 / MCL_2131 / MCY_1967 / OFS_1542
C 01.00 | c010 r340 | ATY_1196 / BAS_1517 / MCY_2168 / OFS_1542
C 01.00 | c010 r350 | ATY_1177 / BAS_1517 / MCY_2167 / OFS_1542
C 01.00 | c010 r360 | ATY_1177 / BAS_1517 / MCL_2167 / MCY_1970 / OFS_1542
C 01.00 | c010 r370 | ATY_1196 / BAS_1517 / MCY_1963 / OFS_1542
C 01.00 | c010 r380 | ATY_1196 / BAS_1517 / MCY_2179 / OFS_1542
C 01.00 | c010 r390 | ATY_1196 / BAS_1517 / MCY_3976 / OFS_1542
C 01.00 | c010 r400 | ATY_1177 / BAS_1517 / MCY_3975 / OFS_1542
C 01.00 | c010 r410 | ATY_1177 / BAS_1517 / MCY_1968 / OFS_1542
C 01.00 | c010 r420 | ATY_1177 / BAS_1517 / MCY_1978 / OFS_1542
C 01.00 | c010 r430 | ATY_1196 / BAS_1517 / MCU_2038 / MCY_2339 / OFS_1542 / RPR_2668
C 01.00 | c010 r440 | ATY_1202 / BAS_1517 / MCY_2070 / OFS_1542
C 01.00 | c010 r450 | ATY_1196 / BAS_1517 / MCY_1952 / OFS_1542 / RPR_2675
C 01.00 | c010 r460 | APR_2963 / ATY_1196 / BAS_1517 / MCY_1952 / OFS_1542
C 01.00 | c010 r470 | ATY_1196 / BAS_1517 / MCY_1952 / OFS_1542 / TRI_2693
C 01.00 | c010 r471 | APR_1042 / ATY_1196 / BAS_1517 / MCY_1952 / OFS_1542
C 01.00 | c010 r472 | APR_1052 / ATY_1196 / BAS_1517 / MCY_1952 / OFS_1542
C 01.00 | c010 r480 | ATY_1196 / BAS_1517 / INV_2618 / MCU_2038 / MCY_2949 / OFS_1542 / RPR_2668
C 01.00 | c010 r490 | ATY_1196 / BAS_1517 / MCY_1942 / OFS_1542
C 01.00 | c010 r500 | ATY_1196 / BAS_1517 / INV_2643 / MCU_2038 / MCY_2949 / OFS_1542 / RPR_2668
C 01.00 | c010 r510 | ATY_1196 / BAS_1517 / MCY_1944 / OFS_1542
C 01.00 | c010 r520 | ATY_1459 / BAS_1517 / MCY_2443 / TOF_1542
C 01.00 | c010 r524 | ATY_1196 / BAS_1517 / MCY_3409 / OFS_1542
C 01.00 | c010 r529 | ATY_1196 / BAS_1517 / MCY_3030 / OFS_1542
C 01.00 | c010 r530 | ATY_1202 / BAS_1517 / MCY_2312 / OFS_1541
C 01.00 | c010 r540 | ATY_1196 / BAS_1517 / CNO_1521 / MCY_2044 / OFS_1541
C 01.00 | c010 r550 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2050 / OFS_1541
C 01.00 | c010 r560 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2050 / OFS_1554
C 01.00 | c010 r570 | ATY_1177 / BAS_1517 / CNO_1521 / MCY_2392 / OFS_1541
C 01.00 | c010 r580 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2949 / OFS_1541
C 01.00 | c010 r590 | ATY_1177 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2947 / OFS_1541
C 01.00 | c010 r620 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2139 / OFS_1541
C 01.00 | c010 r621 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2400 / OFS_1541
C 01.00 | c010 r622 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2306 / MCY_2957 / OFS_1541
C 01.00 | c010 r660 | ATY_1459 / BAS_1517 / CNO_1521 / MCY_2952 / TOF_1541
C 01.00 | c010 r670 | ATY_1196 / BAS_1517 / CNO_1520 / MCY_2053 / OFS_1541
C 01.00 | c010 r680 | ATY_1459 / BAS_1517 / CNO_1520 / MCY_2442 / TOF_1541
C 01.00 | c010 r690 | ATY_1177 / BAS_1517 / MCU_2038 / MCY_2339 / OFS_1541 / RPR_2668
C 01.00 | c010 r700 | ATY_1196 / BAS_1517 / INV_2618 / MCU_2038 / MCY_2949 / OFS_1541 / RPR_2668
C 01.00 | c010 r710 | ATY_1196 / BAS_1517 / INV_2643 / MCU_2038 / MCY_2949 / OFS_1541 / RPR_2668
C 01.00 | c010 r720 | ATY_1202 / BAS_1517 / MCY_2070 / OFS_1541
C 01.00 | c010 r730 | ATY_1459 / BAS_1517 / MCY_2443 / TOF_1541
C 01.00 | c010 r740 | ATY_1202 / BAS_1517 / MCY_2071 / OFS_1541
C 01.00 | c010 r744 | ATY_1196 / BAS_1517 / MCY_3409 / OFS_1541
C 01.00 | c010 r748 | ATY_1196 / BAS_1517 / MCY_3030 / OFS_1541
C 01.00 | c010 r750 | ATY_1202 / BAS_1517 / MCY_2312 / OFS_1560
C 01.00 | c010 r760 | ATY_1196 / BAS_1517 / MCY_2962 / OFS_1560
C 01.00 | c010 r770 | ATY_1177 / BAS_1517 / MCY_2051 / OFS_1560
C 01.00 | c010 r780 | ATY_1177 / BAS_1517 / MCY_2051 / OFS_1556
C 01.00 | c010 r790 | ATY_1177 / BAS_1517 / MCY_2392 / OFS_1560
C 01.00 | c010 r800 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2308 / MCY_2949 / OFS_1560
C 01.00 | c010 r810 | ATY_1177 / BAS_1517 / CNO_1521 / MCU_2308 / MCY_2947 / OFS_1560
C 01.00 | c010 r840 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2308 / MCY_2139 / OFS_1560
C 01.00 | c010 r841 | ATY_1196 / BAS_1517 / CNO_1521 / MCU_2308 / MCY_2400 / OFS_1560
C 01.00 | c010 r842 | ATY_1196 / BAS_1517 / MCU_2308 / MCY_2957 / OFS_1560
C 01.00 | c010 r880 | ATY_1459 / BAS_1517 / CNO_1521 / MCY_2952 / TOF_1560
C 01.00 | c010 r890 | ATY_1196 / BAS_1517 / CNO_1520 / MCY_2052 / OFS_1560
C 01.00 | c010 r900 | ATY_1459 / BAS_1517 / CNO_1520 / MCY_2442 / TOF_1560
C 01.00 | c010 r910 | ATY_1196 / BAS_1517 / MCY_2177 / OFS_1560
C 01.00 | c010 r920 | APR_1068 / ATY_1196 / BAS_1517 / MCY_3008 / OFS_1560 / TRI_2692
C 01.00 | c010 r930 | ATY_1177 / BAS_1517 / MCU_2041 / MCY_2339 / OFS_1560 / RPR_2668
C 01.00 | c010 r940 | ATY_1196 / BAS_1517 / INV_2618 / MCU_2041 / MCY_2949 / OFS_1560 / RPR_2668
C 01.00 | c010 r950 | ATY_1196 / BAS_1517 / INV_2643 / MCU_2041 / MCY_2949 / OFS_1560 / RPR_2668
C 01.00 | c010 r960 | ATY_1459 / BAS_1517 / MCY_2443 / TOF_1560
C 01.00 | c010 r970 | ATY_1202 / BAS_1517 / MCY_2071 / OFS_1560
Single Data Point Model
All data items set out in Annexes I, III, IV, VI, VIII, X, XII and XVI shall be transformed into a single data point model which is the basis for uniform IT systems of institutions and competent authorities.
The single data point model shall meet the following criteria:
(a) provide a structured representation of all data items set out in Annexes I, III, IV, VI, VIII, X, XII and XVI;
(b) identify all the business concepts set out in Annexes I to XIII, XVI and XVII;
(c) provide a data dictionary identifying table labels, ordinate labels, axis labels, domain labels, dimension labels and member labels;
(d) provide metrics which define the property or amount of data points;
Table(e) |provide Cell | Datadata point definitiondefinitions that are expressed as combinationsa composition of pairscharacteristics ofthat DimensionCode_MemberIDunivocally identify the financial concept;
(f) contain all the relevant technical specifications necessary for developing IT reporting solutions producing uniform supervisory data.