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Dimension


Risk weights

Specifies the value of the risk weights that are applied to an exposure for capital requirement purposes.
Percentages - Percentages

Members of this dimension

x1 - 0% (Reports:C 04.00; C 07.00.a; C 07.00.b; C 08.01.a; C 08.01.b; C 18.00; C 41.00; C 51.00.b; C 51.00.x; )
x2 - 1% (Reports:C 18.00; )
x3 - 2% (Reports:C 07.00.a; C 07.00.b; )
x4 - 6% (Reports:C 18.00; )
x5 - 8% (Reports:C 18.00; )
x6 - 10% (Reports:C 07.00.a; C 07.00.b; )
x7 - 12% (Reports:C 18.00; )
x8 - 20% (Reports:C 07.00.a; C 07.00.b; C 51.00.b; C 51.00.x; C 72.00.a; C 72.00.w; )
x9 - 35% (Reports:C 07.00.a; C 07.00.b; C 72.00.a; C 72.00.w; )
x10 - 50% (Reports:C 07.00.a; C 07.00.b; C 08.01.a; C 08.01.b; )
x11 - 70% (Reports:C 07.00.a; C 07.00.b; C 08.01.a; C 08.01.b; )
x12 - 75% (Reports:C 07.00.a; C 07.00.b; )
x13 - 90% (Reports:C 08.01.a; C 08.01.b; )
x14 - 100% (Reports:C 07.00.a; C 07.00.b; C 07.00.d; C 19.00; C 20.00; )
x15 - 115% (Reports:C 08.01.a; C 08.01.b; )
x16 - 150% (Reports:C 07.00.a; C 07.00.b; C 07.00.d; C 19.00; )
x17 - 190% (Reports:C 10.01; )
x18 - 200% (Reports:C 19.00; )
x19 - 225% (Reports:C 19.00; )
x20 - 250% (Reports:C 04.00; C 07.00.a; C 07.00.b; C 08.01.a; C 08.01.b; C 10.01; C 19.00; C 20.00; )
x21 - 290% (Reports:C 10.01; )
x22 - 300% (Reports:C 19.00; )
x23 - 350% (Reports:C 19.00; C 20.00; )
x24 - 370% (Reports:C 07.00.a; C 07.00.b; C 10.01; )
x25 - 425% (Reports:C 19.00; C 20.00; )
x26 - 500% (Reports:C 19.00; )
x27 - 650% (Reports:C 19.00; C 20.00; )
x28 - 750% (Reports:C 19.00; )
x29 - 850% (Reports:C 19.00; )
x30 - 1250% (Reports:C 07.00.a; C 07.00.b; C 12.00; C 12.00.b; C 13.00; C 13.00.b; C 19.00; C 20.00; )
x32 - >20% and <=50% (Reports:C 41.00; )
x34 - 0,2% (Reports:C 18.00; )
x35 - 0,25% (Reports:C 18.00; )
x36 - 0,4% (Reports:C 18.00; )
x37 - 0,7% (Reports:C 18.00; )
x38 - 1,25% (Reports:C 18.00; )
x39 - 1,6% (Reports:C 18.00; )
x40 - 1,75% (Reports:C 18.00; )
x41 - 12 - 18% (Reports:C 19.00; C 20.00; )
x42 - 12,5% (Reports:C 18.00; )
x43 - 2,25% (Reports:C 18.00; )
x44 - 2,75% (Reports:C 18.00; )
x45 - 20 - 35% (Reports:C 19.00; C 20.00; )
x46 - 3,25% (Reports:C 18.00; )
x47 - 3,75% (Reports:C 18.00; )
x48 - 4,5% (Reports:C 18.00; )
x49 - 40 - 75% (Reports:C 19.00; C 20.00; )
x50 - 5,25% (Reports:C 18.00; )
x51 - 7 - 10% (Reports:C 19.00; C 20.00; )
x52 - 0,25%,1%,1,6% (Reports:C 18.00; )
x55 - Risk weights other for CR SA (Reports:C 07.00.a; C 07.00.b; )
x56 - Risk weights other for MKR SA CTP (Reports:C 20.00; )
x57 - >0% and <= 12% (Reports:C 41.00; )
x58 - >100% and <=425% (Reports:C 41.00; )
x59 - >12% and <=20% (Reports:C 41.00; )
x60 - RW_> 20 and <= 50% (Reports:)
x61 - >425% and <=1250% (Reports:C 41.00; )
x62 - >50% and <=75% (Reports:C 41.00; )
x63 - >75% and <=100% (Reports:C 41.00; )
x64 - Computable risk weights Zone 1 (Reports:C 18.00; )
x65 - Computable risk weights Zone 2 (Reports:C 18.00; )
x66 - 1,25%,1,75%,2,25% (Reports:C 18.00; )
x67 - Computable risk weights Zone 3 (Reports:C 18.00; )
x68 - 2,75%,3,25%,3,75%,4,5%,5,25%,6%,8%,12,5% (Reports:C 18.00; )
x69 - 0%,0.2%,0.4%,0.7% (Reports:C 18.00; )
x70 - 4% (Reports:C 07.00.a; C 07.00.b; )
x72 - <=35% (Reports:C 51.00.b; C 51.00.x; )
x73 - <=50% (Reports:C 51.00.b; C 51.00.x; )
x74 - >0% (Reports:C 51.00.b; C 51.00.x; )




Reports using this dimension


C 04.00CA 4 - Capital Adequacy - Memorandum Items
C 07.00.aCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
C 07.00.bCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk
C 07.00.dCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 08.01.aCR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL
C 08.01.bCR 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 10.01CR EQU IRB 1 - Credit risk: Equity - IRB approaches to capital requirements - TOTAL
C 12.00CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements
C 12.00.bCR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements
C 13.00CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements
C 13.00.bCR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements
C 18.00MKR SA TDI - Market risk: Standardised Approach for traded debt instruments
C 19.00MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations
C 20.00MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio
C 41.00LR2 - On- and off-balance sheet items – additional breakdown of exposures
C 51.00.bLC - Assets - Liquidity Coverage. Liquid assets (II). Total
C 51.00.xLC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies
C 72.00.aLC(DA - Liquidity Coverage . Liquid assets. Total (DA)
C 72.00.wLC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA)