| | | Internal MREL | Internal TLAC |
|---|
| Code | Label | 0010 | 0020 |
|---|
| 0010 | Level of application | 459295 | 459325 |
| 0099 - Total risk exposure amount and total exposure measure |
| 0100 | Total risk exposure amount | 459296 | 459326 |
| 0110 | Total exposure measure | 459285 | 459317 |
| 0199 - Eligible own funds and eligible liabilities |
| 0200 | Eligible own funds and eligible liabilities | 459287 | 459318 |
| 0210 | Eligible Own funds | 459291 | 459321 |
| 0220 | Common Equity Tier 1 capital (CET1) | 459289 | 459319 |
| 0230 | Eligible Additional Tier 1 | 459290 | 459320 |
| 0240 | Eligible T2 | 459292 | 459322 |
| 0250 | Eligible liabilities and guarantees | 459294 | 459324 |
| 0260 | Eligible liabilities (excluding guarantees) | 459293 | 459323 |
| 0270 | Guarantees provided by the resolution entity and permitted by the resolution authority | 459288 | |
| 0280 | Memorandum item: Collateralised part of the guarantee | 459302 | |
| 0290 | (-) Deductions or equivalent | 459286 | |
| 0399 - Ratios of eligible own funds and eligible liabilities |
| 0400 | Own funds and eligible liabilities as a percentage of the total risk exposure amount | 459301 | 459329 |
| 0410 | Of which permitted guarantees | 459299 | |
| 0420 | Own funds and eligible liabilities as a percentage of the total exposure measure | 459300 | 459328 |
| 0430 | Of which permitted guarantees | 459298 | |
| 0440 | CET1 (%) available after meeting the entity’s requirements | 459297 | 459327 |
| 0499 - Memorandum items |
| 0500 | Combined buffer requirement (%) | | 459331 |
| 0510 | Of which: capital conservation buffer requirement | | 459334 |
| 0520 | Of which: countercyclical buffer requirement | | 459332 |
| 0530 | Of which: systemic risk buffer requirement | | 459333 |
| 0540 | Of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer | | 459335 |
| 0550 | Other bailinable liabilities | 459305 | |
| 0560 | Of which governed by third country law | 459304 | |
| 0570 | Of which containing a write down and conversion clause as referred to in Article 55 of Directive 2014/59/EU | 459303 | |
| 0580 | Residual maturity of < 1 year | 459307 | |
| 0590 | Residual maturity of >= 1 year and < 2 years | 459308 | |
| 0600 | Residual maturity of >= 2 years | 459306 | |
| 0610 | Excluded liabilities | | 459330 |
| 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. |
| Main category of collateral or guarantee received | Defines the main category of collateral or guarantees received |
| 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. |
| Reference measure for ratio calculation | |
| 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. |
| Collateral status | Defines the terms and conditions of the collateral given |
| Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees |
| Applicable requirement | |
| Approach - Approach used for the calculation of capital requirements (or exposure value in LR) |
| Contract incl. write-down conversion clause (Art. 55 BRRD) | |
| Boolean total - Dimensions having only two values (usually denoted true and false) |
| Eligibility for MREL and/or TLAC | |
| Boolean total - Dimensions having only two values (usually denoted true and false) |
| Country the law of which governs recogn. of bail-in powers | |
| Geographical area - Geographical area |
| Own funds and eligible liabilities | |
| Own funds and elegible liabilities - Own funds and elegible liabilities |
| Residual maturity | Time remaining from the reporting date to the maturity date. |
| Time interval - Time bands (e.g. > 60 days <= 90 days). |
| Exclusion from Bail-in | |
| 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. |