| | | Exposure value | Risk weighted exposure amounts |
|---|
| Code | Label | 0010 | 0020 |
|---|
| 0010 | Exposures to QCCPs (total) | | 457955 |
| 0020 | Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which | 456204 | 457951 |
| 0030 | (i) OTC derivatives | 456199 | 457947 |
| 0040 | (ii) Exchange-traded derivatives | 456201 | 457949 |
| 0050 | (iii) SFTs | 456200 | 457948 |
| 0060 | (iv) Netting sets where cross-product netting has been approved | 456205 | 457952 |
| 0070 | Segregated initial margin | 456202 | |
| 0080 | Non-segregated initial margin | 456203 | 457950 |
| 0090 | Prefunded default fund contributions | 456206 | 457953 |
| 0100 | Unfunded default fund contributions | 456207 | 457954 |
| 0110 | Exposures to non-QCCPs (total) | | 457946 |
| 0120 | Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which | 456195 | 457942 |
| 0130 | (i) OTC derivatives | 456185 | 457933 |
| 0140 | (ii) Exchange-traded derivatives | 456192 | 457940 |
| 0150 | (iii) SFTs | 456186 | 457934 |
| 0160 | (iv) Netting sets where cross-product netting has been approved | 456196 | 457943 |
| 0170 | Segregated initial margin | 456193 | |
| 0180 | Non-segregated initial margin | 456194 | 457941 |
| 0190 | Prefunded default fund contributions | 456197 | 457944 |
| 0200 | Unfunded default fund contributions | 456198 | 457945 |
| 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. |
| Counterparty sector | Defines the sector of the counterparty of financial instruments (e.g. Central banks or Credit institutions). |
| Counterparty - Party other than the reporting institution in a contract or transaction. |
| 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). |
| Type of account | |
| 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. |
| Type of credit protection | Specifies the type of credit protection |
| Credit protection - Concepts related with the application of Credit Risk Mitigation techniques. |