C 09.01.b - CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default





Defaulted exposuresObserved new defaults for the periodCredit risk adjustments/write-offs for observed new defaults
CodeLabel002000400070
0010Central governments or central banks235628235609235093
0020Regional governments or local authorities235633235614235098
0030Public sector entities235632235613235097
0040Multilateral Development Banks235631235612235096
0050International Organisations235630235611235095
0060Institutions235629235610235094
0070Corporates235637235618235102
0075Of which: SME235636235617235101
0080Retail235635235616235100
0085Of which: SME235634235615235099
0090Secured by mortgages on immovable property235642235623235107
0095Of which: SME235638235619235103
0110Items associated with particularly high risk235644235625235109
0120Covered bonds235640235621235105
0130Claims on institutions and corporate with a short-term credit assessment235643235624235108
0140Claims in the form of CIU235641235622235106
0141Look-through approach443647443644442384
0142Mandate-based approach443648443645442385
0143Fall-back approach443649443646442386
0150Equity exposures235639235620235104
0160Other exposures235645235626235110
0170Total exposures235647235627235113




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.
Approach for prudential purposesApproach used for the calculation of capital requirements.
Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
Counterparty sectorDefines 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.
Type of riskIndicates 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).
Country where the exposure is generatedDefines the country where the exposure is generated.
Geographical area - Geographical area
Exposure class before reassignmentDefines the Exposure class an exposure was assigned to before reassignment to the current exposure class. Applicable for the exposure classes "Exposures in default" and "Exposures secured by mortgages on immovable property" in the Standardised Approach.
Exposure classes - Defines the exposure class for capital requirement purposes
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)
Methods to determine risk weightsDefines 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 portfolioDefines 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 credit protectionSpecifies the type of credit protection
Credit protection - Concepts related with the application of Credit Risk Mitigation techniques.
Size of the counterpartySpecifies the size category of the counterpart
Counterparty - Party other than the reporting institution in a contract or transaction.