Currency of the exposure | Defines the currency in which the item is denominated |
| Currency - Currency |
| x999 - |
| ALL - Lek (Reports:C 18.00; C 22.00; ) |
| ARS - Argentine Peso (Reports:C 22.00; ) |
| AUD - Australian Dollar (Reports:C 22.00; ) |
| BRL - Brazilian Real (Reports:C 22.00; ) |
| BGN - Bulgarian Lev (Reports:C 18.00; C 22.00; ) |
| CAD - Canadian Dollar (Reports:C 22.00; ) |
| x7 - Currencies closely correlated (Reports:C 22.00; ) |
| x8 - Currencies not closely correlated (Reports:C 22.00; ) |
| CZK - Czech Koruna (Reports:C 18.00; C 22.00; ) |
| DKK - Danish Krone (Reports:C 18.00; C 22.00; ) |
| EGP - Egyptian Pound (Reports:C 18.00; C 22.00; ) |
| EUR - Euro (Reports:C 18.00; C 22.00; ) |
| GBP - Pound Sterling (Reports:C 18.00; C 22.00; ) |
| HUF - Forint (Reports:C 18.00; C 22.00; ) |
| JPY - Yen (Reports:C 18.00; C 22.00; ) |
| LVL - Latvian Lats (Reports:) |
| LTL - Lithuanian Litas (Reports:C 22.00; ) |
| MKD - Denar (Reports:C 18.00; C 22.00; ) |
| MXN - Mexican Peso (Reports:C 22.00; ) |
| x21 - Other (interest rate) (Reports:C 18.00; ) |
| x22 - OTHER (foreign exchange, internal models) (Reports:C 22.00; ) |
| PLN - Zloty (Reports:C 18.00; C 22.00; ) |
| RON - New Romanian Leu (Reports:C 18.00; C 22.00; ) |
| RUB - Russian Ruble (Reports:C 18.00; C 22.00; ) |
| RSD - Serbian Dinar (Reports:C 18.00; C 22.00; ) |
| SEK - Swedish Krona (Reports:C 18.00; C 22.00; ) |
| CHF - Swiss Franc (Reports:C 18.00; C 22.00; ) |
| TRY - Turkish Lira (Reports:C 18.00; C 22.00; ) |
| UAH - Hryvnia (Reports:C 18.00; C 22.00; ) |
| USD - US Dollar (Reports:C 18.00; C 22.00; ) |
| ISK - Iceland Krona (Reports:C 18.00; C 22.00; ) |
| NOK - Norwegian Krone (Reports:C 18.00; C 22.00; ) |
| HKD - Hong Kong Dollar (Reports:C 22.00; ) |
| TWD - New Taiwan Dollar (Reports:C 22.00; ) |
| NZD - New Zealand Dollar (Reports:C 22.00; ) |
| SGD - Singapore Dollar (Reports:C 22.00; ) |
| KRW - Won (Reports:C 22.00; ) |
| CNY - Yuan Renminbi (Reports:C 22.00; ) |
| x42 - Currencies other than the reporting currency (Reports:C 22.00; ) |
| x43 - Currency of the Stock Exchange member state (Reports:C 51.00.b; C 51.00.x; ) |
| x44 - Domestic currency of the central bank and public sector entity (Reports:C 51.00.a; C 51.00.w; C 52.00.b; C 52.00.c; C 52.00.x; C 52.00.y; C 53.00.b; C 53.00.c; C 53.00.x; C 53.00.y; C 60.00.a; C 60.00.w; ) |
| x45 - Domestic currency or non-domestic (if used to match liquidity risk) (Reports:C 51.00.b; C 51.00.x; ) |
| HRK - Croatian Kuna (Reports:C 18.00; C 22.00; ) |
| x71 - Currencies closely correlated. Reporting currency (Reports:C 22.00; ) |
| C 18.00 | MKR SA TDI - Market risk: Standardised Approach for traded debt instruments |
| C 22.00 | MKR SA FX - Market risk: Standardised Approaches for foreign exchange risk |
| 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.b | LC - Outflows - Liquidity Coverage. Outflows (II). Total |
| C 52.00.c | LC - Outflows - Liquidity Coverage. Outflows (III). Total |
| 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 53.00.b | LC - Inflows - Liquidity Coverage. Inflows (II). Total |
| C 53.00.c | LC - Inflows - Liquidity Coverage. Inflows (III). Total |
| 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 60.00.a | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total |
| C 60.00.w | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies |
| P 02.06 | Structural currency mismatches |