Exposures by Credit Quality steps at reporting date | Defines the credit quality of the securitisation exposure position to the Credit Quality Steps scale at the reporting date. |
| Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale |
| x1 - ALL OTHER CQS (Reports:C 13.00; C 13.00.b; ) |
| x2 - CQS 1 (Reports:C 12.00; C 12.00.b; C 51.00.a; C 51.00.b; C 51.00.w; C 51.00.x; C 60.00.a; C 60.00.w; C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |
| x3 - CQS 1 & S/T CQS 1 (Reports:C 13.00; C 13.00.b; ) |
| x4 - CQS 10 (Reports:C 13.00; C 13.00.b; ) |
| x5 - CQS 11 (Reports:C 13.00; C 13.00.b; ) |
| x6 - CQS 2 (Reports:C 12.00; C 12.00.b; C 13.00; C 13.00.b; C 51.00.a; C 51.00.b; C 51.00.w; C 51.00.x; C 60.00.a; C 60.00.w; C 72.00.a; C 72.00.w; ) |
| x7 - CQS 3 (Reports:C 12.00; C 12.00.b; C 13.00; C 13.00.b; C 51.00.a; C 51.00.b; C 51.00.w; C 51.00.x; ) |
| x8 - CQS 4 (Reports:C 12.00; C 12.00.b; ) |
| x9 - CQS 4 & S/T CQS 2 (Reports:C 13.00; C 13.00.b; ) |
| x10 - CQS 5 (Reports:C 13.00; C 13.00.b; ) |
| x11 - CQS 6 (Reports:C 13.00; C 13.00.b; ) |
| x12 - CQS 7 & S/T CQS 3 (Reports:C 13.00; C 13.00.b; ) |
| x13 - CQS 8 (Reports:C 13.00; C 13.00.b; ) |
| x14 - CQS 9 (Reports:C 13.00; C 13.00.b; ) |
| x15 - CQS other (Reports:C 12.00; C 12.00.b; ) |
| x16 - CQS 1-6 or RWA assigned based on senior unsecured exposures of the issuer (Reports:C 60.00.a; C 60.00.w; C 61.00.b; C 61.00.x; ) |
| x17 - CQS 3-6 or unrated (Reports:C 60.00.a; C 60.00.w; ) |
| x18 - Other than CQS 1-6 or RWA assigned based on senior unsecured exposures of the issuer (Reports:C 60.00.a; C 60.00.w; ) |
| x19 - CQS 1-3 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; C 72.00.a; C 72.00.w; ) |
| x21 - CQS 2 / CQS 3 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; C 72.00.a; C 72.00.w; ) |
| x22 - CQS 3-5 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; C 72.00.a; C 72.00.w; ) |
| x23 - CQS 1-2 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |
| x25 - CQS 4-6 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |
| x27 - CQS 1-6 or unrated (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |
| 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 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 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 |
| C 61.00.b | SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total |
| 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.w | Maturity ladder. Significant currencies. Overnight and higher maturity. |
| C 66.01.x | Maturity ladder. Significant currencies. Initial stock. |
| 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) |