| | | Matching liabilities, contingent liabilities or securities lent |
|---|
| | | | Of which: from other entities of the group |
|---|
| Code | Label | 0010 | 0020 |
|---|
| 0010 | Carrying amount of selected financial liabilities | 42154 | 42155 |
| 0020 | Derivatives | 42166 | 42167 |
| 0030 | of which: Over-The-Counter | 42169 | 42168 |
| 0040 | Deposits | 42162 | 42163 |
| 0050 | Repurchase agreements | 42164 | 42165 |
| 0060 | Of which: central banks | 41953 | |
| 0070 | Collateralised deposits other than repurchase agreements | 42170 | 42171 |
| 0080 | Of which: central banks | 41954 | |
| 0090 | Debt securities issued | 42156 | 42157 |
| 0100 | Of which: covered bonds issued | 42160 | 42161 |
| 0110 | Of which: securitisations issued | 455012 | 455013 |
| 0120 | Other sources of encumbrance | 42935 | 42936 |
| 0130 | Nominal of loan commitments received | 42810 | 42811 |
| 0140 | Nominal of financial guarantees received | 42808 | 42809 |
| 0150 | Fair value of securities borrowed with non cash-collateral | 42522 | 42523 |
| 0160 | Other | 42940 | 42941 |
| 0170 | TOTAL SOURCES OF ENCUMBRANCE | 111004 | 111005 |
| 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. |
| Counterparty sector | Defines 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. |
| Related parties/Relationships | Defines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party. |
| Related parties/Relationships - Defines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party. |
| Type of market | Defines the type of market on which reported instruments are traded. |
| Type of market - Defines the type of market on which reported instruments are traded. It includes the fair value hierarchy. |
| Main category of the source of encumbrance | For encumbered assets, defines the main category of the transaction that entails encumbrance; for liabilities/contingent liabilities, identifies those who are a source of encumbrance |
| 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. |
| Counterparty sector of the source of encumbrance | Defines the counterparty sector of the transactions that pose a source of encumbrance |
| Counterparty - Party other than the reporting institution in a contract or transaction. |