C 08.06 - Credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6)

		Original exposure pre conversion factors	Exposure after CRM substitution effects pre conversion factors		Exposure value			Risk weight	Memorandum items:
				Of which: off balance sheet items		Of which: off balance sheet items	Of which: arising from counterparty credit risk	Risk weighted exposure amount after supporting factors	Expected loss amount	(-) Value adjustments and provisions
Code	Label	0010	0020	0030	0040	0050	0060	0080	0090	0100
	0009 - Category 1
0010	Less than 2.5 years	442181	442092	442104	442139	442151	442163	442277	442080	442193
0020	Equal to or more than 2.5 years	442175	442086	442098	442133	442145	442157	442271	442074	442187
	0029 - Category 2
0030	Less than 2.5 years	442182	442093	442105	442140	442152	442164	442278	442081	442194
0040	Equal to or more than 2.5 years	442176	442087	442099	442134	442146	442158	442272	442075	442188
	0049 - Category 3
0050	Less than 2.5 years	442183	442094	442106	442141	442153	442165	442279	442082	442195
0060	Equal to or more than 2.5 years	442177	442088	442100	442135	442147	442159	442273	442076	442189
	0069 - Category 4
0070	Less than 2.5 years	442184	442095	442107	442142	442154	442166	442280	442083	442196
0080	Equal to or more than 2.5 years	442178	442089	442101	442136	442148	442160	442274	442077	442190
	0089 - Category 5
0090	Less than 2.5 years	442180	442091	442103	442138	442150	442162	442276	442079	442192
0100	Equal to or more than 2.5 years	442174	442085	442097	442132	442144	442156	442270	442073	442186
	0109 - Total
0110	Less than 2.5 years	442185	442096	442108	442143	442155	442167	442281	442084	442197
0120	Equal to or more than 2.5 years	442179	442090	442102	442137	442149	442161	442275	442078	442191

Dimensions

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.
Main category	Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
	Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Approach for prudential purposes	Approach used for the calculation of capital requirements.
	Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
Type of specialised lending exposure
	Type of activity - Defines the type of activity reported (e.g. asset management or custody)
Type of risk	Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
	Type of risk - Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Methods to determine risk weights	Defines the relevant method used to determine the risk weights for capital requirements purposes.
	Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
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).
Residual maturity	Time remaining from the reporting date to the maturity date.
	Time interval - Time bands (e.g. > 60 days <= 90 days).
Risk weights	Specifies the value of the risk weights that are applied to an exposure for capital requirement purposes.
	Percentages - Percentages