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New version applies from 21/02/2015 — introduced by Commission Implementing Regulation (EU) 2015/79, Commission Implementing Regulation (EU) 2015/227. 49 provisions change. Later versions: 01/06/2015, 25/03/2016, 20/04/2016, 10/09/2016, 01/12/2016, 01/01/2018, 01/03/2018, 01/12/2018, 01/06/2020, 28/06/2021. Annex XIV changes in this version: compare with the current text.

Annex XIV

Annex XIV

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

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