C 103.00 - Details on exposures in High Default Portfolios





Portfolio IDNumber of obligorsPDPD without supervisory measuresPD without MoC and supervisory measuresOriginal exposure pre conversion factorsExposure after CRM substitution effects pre conversion factorsCCFEADCollateral valueLGDLGD without supervisory measuresLGD without MoC and without supervisory measuresLGD without MoC, supervisory measures and downturn componentMaturityExpected Loss AmountProvisions defaulted exposuresRWARWA StandardisedDefault rate latest yearDefault rate past 5 yearsLoss rate latest yearLoss rate past 5 yearsRWA-RWA+RWA--RWA++
CodeLabel001000400060006100620080009001000110012001300131013201330140015001600170018001900200021002200250026002700280
999 Exposure by Portfolio434156434157460393460985434158434159434160434161434162434163460312460998461000434164434165155649434166434167434168434169434170434171434172434173434174434175




Dimensions
MetricDetails 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").
BaseDefines 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 categorySpecifies 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.
Parameter value includes effect of supervisory measures
Boolean total - Dimensions having only two values (usually denoted true and false)
Impairment statusStatus for monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted).
Impairment - Concepts related with monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted)
Reference date or periodSpecifies the date or the period to which the data is referred
Reference period - Defines a relative time point (reference date or period) to which the data refers.
Contingent scenario/Assumptions usedContingent scenario whose impact is reported
Contingent scenario - Defines the contingent scenarios whose impact is reported
Reference portfolio/instrument for the Benchmarking exerciseReference portfolio/instrument for the Benchmarking exercise
Identification String - String used as an artificial identifier
Hypothetical value under specific assumptionsHypothetical value under specific assumptions
Boolean total - Dimensions having only two values (usually denoted true and false)