| | | Factor amount | K-factor requirement |
|---|
| Code | Label | 0010 | 0020 |
|---|
| 0010 | Total K-Factor requirement | | 459973 |
| 0020 | Risk to client | | 459978 |
| 0030 | Assets under management | 460094 | 459976 |
| 0040 | Client money held - Segregated | 460092 | 459974 |
| 0050 | Client money held - Non-segregated | 460093 | 459975 |
| 0060 | Assets safeguarded and administered | 460096 | 459977 |
| 0070 | Client orders handled - Cash trades | 460043 | 459967 |
| 0080 | Client orders handled - Derivatives trades | 460058 | 459969 |
| 0090 | Risk to market | | 459980 |
| 0100 | K-Net positions risk requirement | | 459981 |
| 0110 | Clearing margin given | 460097 | 459979 |
| 0120 | Risk to firm | | 459984 |
| 0130 | Trading counterparty default | | 459982 |
| 0140 | Daily trading flow - Cash trades | 460047 | 459968 |
| 0150 | Daily trading flow - Derivative trades | 460062 | 459970 |
| 0160 | K-Concentration risk requirement | | 459983 |
| 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. |
| Type of risk | Indicates 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). |
| Main category of item that is the object of the transaction / contract | |
| 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 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. |