Exposures by Credit Quality steps at reporting date | Defines the credit quality of the securitisation exposure position to the Credit Quality Steps scale at the reporting date. |
| Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale |
| x1 - ALL OTHER CQS (Reports:) |
| x2 - CQS 1 (Reports:C 13.01; C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; C 72.00.a; C 72.00.w; ) |
| x3 - CQS 1 & S/T CQS 1 (Reports:) |
| x4 - CQS 10 (Reports:C 13.01; ) |
| x5 - CQS 11 (Reports:C 13.01; ) |
| x6 - CQS 2 (Reports:C 13.01; C 72.00.a; C 72.00.w; ) |
| x7 - CQS 3 (Reports:C 13.01; ) |
| x8 - CQS 4 (Reports:C 13.01; ) |
| x9 - CQS 4 & S/T CQS 2 (Reports:) |
| x10 - CQS 5 (Reports:C 13.01; ) |
| x11 - CQS 6 (Reports:C 13.01; ) |
| x12 - CQS 7 & S/T CQS 3 (Reports:) |
| x13 - CQS 8 (Reports:C 13.01; ) |
| x14 - CQS 9 (Reports:C 13.01; ) |
| x15 - CQS other (Reports:) |
| x16 - CQS 1-6 or RWA assigned based on senior unsecured exposures of the issuer (Reports:) |
| x17 - CQS 3-6 or unrated (Reports:) |
| x18 - Other than CQS 1-6 or RWA assigned based on senior unsecured exposures of the issuer (Reports:) |
| x19 - CQS 1-3 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; C 72.00.a; C 72.00.w; ) |
| x20 - CQS 7 (Reports:C 13.01; ) |
| x21 - CQS 2 / CQS 3 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; C 72.00.a; C 72.00.w; ) |
| x22 - CQS 3-5 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; C 72.00.a; C 72.00.w; ) |
| x23 - CQS 1-2 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |
| x25 - CQS 4-6 (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |
| x27 - CQS 1-6 or unrated (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |
| x51 - CQS 12 (Reports:C 13.01; ) |
| x52 - CQS 13 (Reports:C 13.01; ) |
| x53 - CQS 14 (Reports:C 13.01; ) |
| x57 - CQS 15 (Reports:C 13.01; ) |
| x58 - CQS 16 (Reports:C 13.01; ) |
| x59 - CQS 17 (Reports:C 13.01; ) |
| x61 - Other CQS than CQS1-CQS3 (Reports:C 13.01; ) |
| x62 - Other CQS than CQS1-CQS17 (Reports:C 13.01; ) |
| C 13.01 | CR SEC - (CR SEC) Credit risk: Securitisations |
| C 66.01.a | Maturity ladder. Total. Overnight and higher maturity. |
| C 66.01.b | Maturity ladder. Total. Initial stock. |
| C 66.01.w | Maturity ladder. Significant currencies. Overnight and higher maturity. |
| C 66.01.x | Maturity ladder. Significant currencies. Initial stock. |
| C 72.00.a | LC(DA - Liquidity Coverage . Liquid assets. Total (DA) |
| C 72.00.w | LC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA) |