Prudential portfolio | Defines whether it is reported the trading book business, the "banking" book business, or both of them. |
| Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book). |
| x10 - Banking and trading book (Reports:C 02.00; C 07.00.a; C 07.00.b; C 07.00.d; C 08.01.a; C 08.01.b; C 08.02; C 09.01.a; C 09.01.b; C 09.02; C 09.04; C 22.00; ) |
| x11 - Banking book (Reports:C 02.00; C 07.00.a; C 07.00.b; C 07.00.c; C 09.04; C 10.01; C 11.00; C 12.00; C 13.00; C 15.00; C 28.00; C 29.00; ) |
| x51 - Trading book (Reports:C 02.00; C 09.04; C 11.00; C 14.00; C 18.00; C 19.00; C 20.00; C 21.00; C 24.00; C 43.00.a; ) |
| C 02.00 | CA 2 - Capital Adequacy - Risk Exposure Amounts |
| C 07.00.a | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements |
| C 07.00.b | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk |
| C 07.00.c | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property |
| C 07.00.d | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default |
| C 08.01.a | CR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL |
| C 08.01.b | CR IRB 1 - 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 08.02 | CR IRB 2 - 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.a | CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) |
| C 09.01.b | CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default |
| C 09.02 | CR GB 2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures) |
| C 09.04 | CCB - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate |
| C 10.01 | CR EQU IRB 1 - Credit risk: Equity - IRB approaches to capital requirements - TOTAL |
| C 11.00 | CR SETT - Settlement/Delivery risk |
| C 12.00 | CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements |
| C 13.00 | CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements |
| C 14.00 | CR SEC Details - Detailed information on securitisations |
| C 15.00 | CR IP Losses - Exposures and losses from lending collateralised immovable property |
| C 18.00 | MKR SA TDI - Market risk: Standardised Approach for traded debt instruments |
| C 19.00 | MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations |
| C 20.00 | MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio |
| C 21.00 | MKR SA EQU - Market risk: Standardised Approach for position risk in equities |
| C 22.00 | MKR SA FX - Market risk: Standardised Approaches for foreign exchange risk |
| C 23.00 | MKR SA COM - Market risk: Standardised Approach for position risk in commodities |
| C 24.00 | MKR IM 1 - Market risk: Internal models - Total |
| C 25.00 | CVA - CVA RISK |
| C 28.00 | LE 2 - Exposures in the non-trading and trading book |
| C 29.00 | LE 3 - Detail of the exposures to individual clients within groups of connected clients |
| C 41.00 | LR2 - On- and off-balance sheet items – additional breakdown of exposures |
| C 43.00.a | LR4 - Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book |
| C 43.00.b | LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA) |
| C 43.00.c | LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB) |