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) |
Table | Cell | Data point definition expressed as combinations of pairs of DimensionCode_MemberID |
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 |