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"). |
| A 00.01 | Nature of Report (AE) |
| C 00.01 | Nature of Report (COREP) |
| C 01.00 | CA 1 - Capital Adequacy - Own funds definition |
| C 02.00 | CA 2 - Capital Adequacy - Risk Exposure Amounts |
| C 03.00 | CA 3 - Capital Adequacy - Ratios |
| C 04.00 | CA 4 - Capital Adequacy - Memorandum Items |
| C 05.01 | CA 5.01 - Capital Adequacy - Transitional provisions: Summary |
| C 05.02 | CA 5.02 - Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid |
| C 06.01 | GS - Group Solvency - Total |
| C 06.02 | GS - Group Solvency |
| 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 09.03 | CR GB 3 - Breakdown of total own funds requirements for credit risk of relevant credit exposures by country |
| 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 10.02 | CR EQU IRB 2 - Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades |
| C 101.00 | Details on exposures in Low Default Portfolios by counterparty |
| C 102.00 | Details on exposures in Low Default Portfolios |
| C 103.00 | Details on exposures in High Default Portfolios |
| C 105.01 | Definition of internal models |
| C 105.02 | Mapping of internal models to portfolios |
| C 105.03 | Mapping of internal models to host supervisors |
| C 106.00 | Initial Market Valuation |
| C 107.01.a | VaR and SVaR non-CTP. Details |
| C 107.01.b | VaR and SVaR non-CTP. Details. Comments |
| C 107.02 | VaR and SVaR non-CTP. Base currency results |
| C 108.00 | One year profit & loss VaR non-CTP |
| C 109.01.a | IRC. Details of the model |
| C 109.01.b | IRC. Details of the model. Comments |
| C 109.02 | IRC. Details by portfolio |
| C 109.03 | IRC. Amount by portfolio/date |
| C 11.00 | CR SETT - Settlement/Delivery risk |
| C 110.01.a | CT. Details of the model |
| C 110.01.b | CT. Details of the model. Comments |
| C 110.02 | CT. Details by portfolio |
| C 110.03 | CT. APR by portfolio/date |
| C 12.00 | CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements |
| C 12.00.b | 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 13.00.b | 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 16.00.a | OPR - Operational risk - Excluding AMA |
| C 16.00.b | OPR - Operational risk - AMA |
| C 17.01.a | OPR Details - Operational risks: Gross losses by business lines and event types in the last year |
| C 17.01.b | OPR Details - Operational risks: Thresholds applied in data collections |
| C 17.02 | OPR Losses - (OPR Losses) Operational risks: Large loss events |
| 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 26.00 | LE limits - Large exposures limits |
| C 27.00 | LE 1 - Identification of the counterparty |
| 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 30.00 | LE 4 - Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities |
| C 31.00 | LE 5 - 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 32.01 | Prudent valuation. Fair-Valued assets and liabilities |
| C 32.02.a | Prudent valuation: Core approach – Pre and post diversification |
| C 32.02.b | Prudent valuation: Core approach - AVAs assessed to have zero value |
| C 32.02.c | Prudent valuation: Core approach – Other |
| C 32.03 | Prudent valuation. Model risk AVA |
| C 32.04 | Prudent valuation. Concentrated positions AVA |
| C 33.00.a | General governments exposures by country of the counterparty and regulatory approach (Gov) |
| C 33.00.b | General governments exposures by country of the counterparty and regulatory approach (Gov) |
| C 40.00 | LR1 - Alternative treatment of the Exposure Measure |
| C 41.00 | LR2 - On- and off-balance sheet items – additional breakdown of exposures |
| C 42.00 | LR3 - Alternative definition of capital |
| 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) |
| C 44.00 | LR5 - General Information |
| C 47.00 | LRCalc - Leverage ratio calculation |
| C 51.00.a | LC - Assets - Liquidity Coverage. Liquid assets (I). Total |
| C 51.00.b | LC - Assets - Liquidity Coverage. Liquid assets (II). Total |
| C 51.00.w | LC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies |
| C 51.00.x | LC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies |
| C 52.00.a | LC - Outflows - Liquidity Coverage. Outflows (I). Total |
| C 52.00.b | LC - Outflows - Liquidity Coverage. Outflows (II). Total |
| C 52.00.c | LC - Outflows - Liquidity Coverage. Outflows (III). Total |
| C 52.00.d | LC - Outflows - Liquidity Coverage. Outflows (IV). Total |
| C 52.00.w | LC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies |
| C 52.00.x | LC - Outflows - Liquidity Coverage. Outflows (II). Significant currencies |
| C 52.00.y | LC - Outflows - Liquidity Coverage. Outflows (III). Significant currencies |
| C 52.00.z | LC - Outflows - Liquidity Coverage. Outflows (IV). Significant currencies |
| C 53.00.a | LC - Inflows - Liquidity Coverage. Inflows (I). Total |
| C 53.00.b | LC - Inflows - Liquidity Coverage. Inflows (II). Total |
| C 53.00.c | LC - Inflows - Liquidity Coverage. Inflows (III). Total |
| C 53.00.w | LC - Inflows - Liquidity Coverage. Inflows (I). Significant currencies |
| C 53.00.x | LC - Inflows - Liquidity Coverage. Inflows (II). Significant currencies |
| C 53.00.y | LC - Inflows - Liquidity Coverage. Inflows (III). Significant currencies |
| C 54.00.a | LC - Collateral swaps - Liquidity Coverage. Collateral swaps. Total |
| C 54.00.w | LC - Collateral swaps - Liquidity Coverage. Collateral swaps. Significant currencies |
| C 60.00.a | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total |
| C 60.00.b | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Total |
| C 60.00.w | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies |
| C 60.00.x | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Significant currencies |
| C 61.00.a | SF - Items providing stable funding - Stable funding. Items providing stable funding (I). Total |
| C 61.00.b | SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total |
| C 61.00.w | SF - Items providing stable funding - Stable funding. Items providing stable funding (I). Significant currencies |
| C 61.00.x | SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies |
| C 66.01.a | Maturity ladder. Total. Overnight and higher maturity. |
| C 66.01.b | Maturity ladder. Total. Initial stock. |
| C 66.01.c | Maturity ladder. Total. Behavioural flows |
| C 66.01.w | Maturity ladder. Significant currencies. Overnight and higher maturity. |
| C 66.01.x | Maturity ladder. Significant currencies. Initial stock. |
| C 66.01.y | Maturity ladder. Significant currencies. Behavioural flows |
| C 67.00.a | Concentration of funding by counterparty. Total |
| C 67.00.w | Concentration of funding by counterparty. Significant currencies |
| C 68.00.a | Concentration of funding by product type. Total |
| C 68.00.w | Concentration of funding by product type. Significant currencies |
| C 69.00.a | Prices for various lengths of funding. Total |
| C 69.00.w | Prices for various lengths of funding. Significant currencies |
| C 70.00.a | Roll-over of funding. Total |
| C 70.00.w | Roll-over of funding. Significant currencies |
| C 71.00.a | Concentration of counterbalancing capacity by issuer/counterparty. Total |
| C 71.00.w | Concentration of counterbalancing capacity by issuer/counterparty. Significant currencies |
| C 72.00.a | LC(DA - Liquidity Coverage . Liquid assets. Total (DA) |
| C 72.00.w | LC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA) |
| C 73.00.a | LC(DA - Liquidity Coverage. Outflows. Total (DA) |
| C 73.00.w | LC(DA - Liquidity Coverage. Outflows. Significant currencies (DA) |
| C 74.00.a | LC(DA - Liquidity Coverage. Inflows. Total (DA) |
| C 74.00.w | LC(DA - Liquidity Coverage. Inflows. Significant currencies (DA) |
| C 75.00.a | LC(DA - Liquidity Coverage. Collateral swaps. Total (DA) |
| C 75.00.w | LC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA) |
| C 76.00.a | LC(DA - Liquidity Coverage. Calculations. Total (DA) |
| C 76.00.w | LC(DA - Liquidity Coverage. Calculations. Significant currencies (DA) |
| F 00.01 | Nature of Report (FINREP) |
| F 01.01 | Balance Sheet Statement [Statement of Financial Position]: Assets |
| F 01.02 | Balance Sheet Statement [Statement of Financial Position]: Liabilities |
| F 01.03 | Balance Sheet Statement [Statement of Financial Position]: Equity |
| F 02.00 | Statement of profit or loss |
| F 03.00 | Statement of comprehensive income |
| F 04.01 | Breakdown of financial assets by instrument and by counterparty sector: financial assets held for trading |
| F 04.02.1 | Breakdown of financial assets by instrument and by counterparty sector: non-trading financial assets mandatorily at fair value through profit or loss |
| F 04.02.2 | Breakdown of financial assets by instrument and by counterparty sector: financial assets designated at fair value through profit or loss |
| F 04.03.1 | Breakdown of financial assets by instrument and by counterparty sector: financial assets at fair value through other comprehensive income |
| F 04.04.1 | Breakdown of financial assets by instrument and by counterparty sector: financial assets at amortised cost |
| F 04.05 | Subordinated financial assets |
| F 04.06 | Breakdown of financial assets by instrument and by counterparty sector: trading financial assets |
| 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 |
| F 04.08 | Breakdown of financial assets by instrument and by counterparty sector: non-trading non-derivative financial assets measured at fair value to equity |
| F 04.09 | Breakdown of financial assets by instrument and by counterparty sector: non-trading debt instruments measured at a cost-based method |
| F 04.10 | Breakdown of financial assets by instrument and by counterparty sector: other non-trading non-derivative financial assets |
| F 05.01 | Breakdown of non-trading loans and advances by product |
| F 06.01 | Breakdown of non-trading loans and advances to non-financial corporations by NACE codes |
| F 07.01 | Financial assets subject to impairment that are past due |
| F 07.02 | Financial assets subject to impairment that are past due under national GAAP |
| F 08.01.a | Breakdown of financial liabilities by product and by counterparty (a) |
| F 08.01.b | Breakdown of financial liabilities by product and by counterparty (b) |
| F 08.02 | Subordinated liabilities |
| F 09.01 | Off-balance sheet items subject to credit risk: Loan commitments, financial guarantees and other commitments given |
| F 09.01.1 | Off-balance sheet exposures: loan commitments, financial guarantees and other commitments given |
| F 09.02 | Loan commitments, financial guarantees and other commitments received |
| F 10.00 | Derivatives: Trading |
| F 11.01 | Derivatives - Hedge accounting: Breakdown by type of risk and type of hedge |
| F 11.02 | Derivatives - Hedge accounting under National GAAP: Breakdown by type of risk |
| F 11.03 | Non-derivatives - Hedge accounting: Breakdown by accounting portfolio and type of hedge |
| F 11.03.1 | Non-derivative hedging instruments |
| F 11.04 | Hedged items in fair value hedges |
| F 12.00 | Movements in allowances for credit losses and impairment of equity instruments |
| F 12.01.a | Movements in allowances and provisions for credit losses (a) |
| F 12.01.b | Movements in allowances and provisions for credit losses (b) |
| F 12.02 | Transfers between impairment stages (gross basis presentation) |
| F 13.01 | Breakdown of loans and advances by collateral and guarantees |
| F 13.02 | Collateral obtained by taking possession during the period (held at the reporting date) |
| F 13.03 | Collateral obtained by taking possession [tangible assets] accumulated |
| F 14.00 | Fair value hierarchy: financial instruments at fair value |
| F 15.00.a | Financial assets pledged as collateral: derecognition and financial liabilities associated with transferred financial assets (a) |
| F 15.00.b | Financial assets pledged as collateral: derecognition and financial liabilities associated with transferred financial assets (b) |
| F 16.01 | Breakdown of selected statement of profit or loss items: Interest income and expenses by instrument and counterparty sector |
| F 16.02 | Realised gains and losses on financial assets and liabilities not measured at fair value through profit or loss by instrument |
| F 16.03 | Gains and losses on financial assets and liabilities held for trading by instrument |
| F 16.04 | Gains and losses on financial assets and liabilities held for trading by risk |
| F 16.04.1 | Gains or losses on non-trading financial assets mandatorily at fair value through profit or loss by instrument |
| F 16.05 | Gains and losses on financial assets and liabilities designated at fair value through profit or loss by instrument |
| F 16.06 | Gains and losses from hedge accounting |
| F 16.07.a | Impairment on financial and non-financial assets (a) |
| F 16.07.b | Impairment on financial and non-financial assets (b) |
| F 17.01 | Reconciliation between IFRS and CRR scope of consolidation: Assets |
| F 17.02 | Reconciliation between IFRS and CRR scope of consolidation: Off-balance sheet exposures - loan commitments, financial guarantees and other commitments given |
| F 17.03 | Reconciliation between IFRS and CRR scope of consolidation: Liabilities |
| F 18.00.a | NPE - Information on performing and non-performing exposures (I) |
| F 18.00.b | NPE - Information on performing and non-performing exposures (II) |
| F 18.00.c | NPE - Information on performing and non-performing exposures (III) |
| F 19.00.a | FBE - Information forborn exposures (I) |
| F 19.00.b | FBE - Information forborn exposures (II) |
| F 19.00.c | FBE - Information forborn exposures (III) |
| F 19.00.d | FBE - Information forborn exposures (IV) |
| F 20.01 | Geographical breakdown of assets by location of the activities |
| F 20.02 | Geographical breakdown of liabilities by location of the activities |
| F 20.03 | Geographical breakdown of main income statement items by location of the activities |
| F 20.04 | Geographical breakdown of assets by residence of the counterparty |
| F 20.05.a | Geographical breakdown of off-balance sheet items subject to credit risk by residence of the counterparty (a) |
| F 20.05.b | Geographical breakdown of off-balance sheet items subject to credit risk by residence of the counterparty (b) |
| F 20.06 | Geographical breakdown of liabilities by residence of the counterparty |
| F 20.07.1 | Geographical breakdown by residence of the counterparty of loans and advances other than held ofr trading to non-financial corporations by NACE codes |
| F 21.00 | Tangible and intangible assets: assets subject to operating lease |
| F 22.01 | Fee and commission income and expenses by activity |
| F 22.02 | Assets involved in the services provided |
| F 30.01 | Interests in unconsolidated structured entities |
| F 30.02 | Breakdown of interests in unconsolidated structured entities by nature of the activities |
| F 31.01 | Related parties: amounts payable to and amounts receivable from |
| F 31.02 | Related parties: expenses and income generated by transactions with |
| F 32.01 | AE-ASS - Asset encumbrance: Encumbrance overview - Assets |
| F 32.02.a | AE-COL - Asset encumbrance: Encumbrance overview - Collateral (a) |
| F 32.02.b | AE-COL - Asset encumbrance: Encumbrance overview - Collateral (b) |
| F 32.03.a | AE-NPL - Asset encumbrance: Not pledged. Own covered bonds and ABS issued and not yet pledged (a) |
| F 32.03.b | AE-NPL - Asset encumbrance: Not pledged. Own covered bonds and ABS issued and not yet pledged (b) |
| F 32.04.a | AE-SOU - Asset encumbrance: Sources of encumbrance (a) |
| F 32.04.b | AE-SOU - Asset encumbrance: Sources of encumbrance (b) |
| F 33.00.a | AE-MAT - Asset encumbrance: Maturity data (a) |
| F 33.00.b | AE-MAT - Asset encumbrance: Maturity data (b) |
| F 34.00.a | AE-CONT - Asset encumbrance: Contingent encumbrance (a) |
| F 34.00.b | AE-CONT - Asset encumbrance: Contingent encumbrance (b) |
| F 34.00.c | AE-CONT - Asset encumbrance: Contingent encumbrance (c) |
| F 35.00.a | AE-CB1 - Asset encumbrance: Covered bonds issuance (a) |
| F 35.00.b | AE-CB1 - Asset encumbrance: Covered bonds issuance (b) |
| F 35.00.c | AE-CB1 - Asset encumbrance: Covered bonds issuance (c) |
| F 35.00.d | AE-CB1 - Asset encumbrance: Covered bonds issuance (d) |
| F 36.01.a | AE-ADV1 - Asset encumbrance: Advance template for assets of the reporting institution (a) |
| F 36.01.b | AE-ADV1 - Asset encumbrance: Advance template for assets of the reporting institution (b) |
| F 36.01.c | AE-ADV1 - Asset encumbrance: Advance template for assets of the reporting institution (c) |
| F 36.02.a | AE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (a) |
| F 36.02.b | AE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (b) |
| F 36.02.c | AE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (c) |
| F 40.01 | Scope of the group: “entity-by-entity” |
| F 40.02 | Scope of the group: "instrument-by-instrument" |
| F 41.01 | Fair value hierarchy: financial instruments at amortised cost |
| F 41.02 | Use of the Fair Value Option |
| F 42.00 | Tangible and intangible assets: carrying amount |
| F 43.00 | Provisions |
| F 44.01 | Components of net defined benefit plan assets and liabilities |
| F 44.02 | Movements in defined benefit plans and employee benefits |
| F 44.03 | Memo items [related to staff expenses] |
| F 45.01 | Gains and losses on financial assets and liabilities designated at fair value through profit or loss by accounting portfolio |
| F 45.02 | Gains and losses on derecognition of non-financial assets other than held for sale |
| F 45.03 | Other operating income and expenses |