| | | Unsettled transactions at settlement price | Price difference exposure due to unsettled transactions | Own funds requirements | Total settlement risk exposure amount |
|---|
| Code | Label | 010 | 020 | 030 | 040 |
|---|
| 010 | Total unsettled transactions in the Non-trading Book | 66819 | 85058 | 66773 | 66807 |
| 020 | Transactions unsettled up to 4 days (Factor 0%) | 85104 | 85060 | 85037 | |
| 030 | Transactions unsettled between 5 and 15 days (Factor 8%) | 85107 | 85063 | 85040 | |
| 040 | Transactions unsettled between 16 and 30 days (Factor 50%) | 85105 | 85061 | 85038 | |
| 050 | Transactions unsettled between 31 and 45 days (Factor 75%) | 85106 | 85062 | 85039 | |
| 060 | Transactions unsettled for 46 days or more (Factor 100%) | 85103 | 85059 | 85036 | |
| 070 | Total unsettled transactions in the Trading Book | 66820 | 85064 | 66774 | 66808 |
| 080 | Transactions unsettled up to 4 days (Factor 0%) | 85109 | 85066 | 85042 | |
| 090 | Transactions unsettled between 5 and 15 days (Factor 8%) | 85112 | 85069 | 85045 | |
| 100 | Transactions unsettled between 16 and 30 days (Factor 50%) | 85110 | 85067 | 85043 | |
| 110 | Transactions unsettled between 31 and 45 days (Factor 75%) | 85111 | 85068 | 85044 | |
| 120 | Transactions unsettled for 46 days or more (Factor 100%) | 85108 | 85065 | 85041 | |
| Metric | Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item".
Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?).
It should be defined for each data point.
In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock"). |
| Metric - Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item".
Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?).
It should be defined for each data point.
In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock"). |
| Base | Defines the basic conceptual meaning of a data point.
Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio.
It determines whether the data point has a "debit" or a "credit" attribute. |
| Base items - Defines the basic conceptual meaning of a data point.
Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio.
It may determine whether the data point has a "debit" or a "credit" attribute. |
| 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). |
| Time past due | For debt instruments that are past due, time passed between the date on which the payment was due and the reference date. |
| Time interval - Time bands (e.g. > 60 days <= 90 days). |