C 14.00 - CR SEC Details - Detailed information on securitisations

		INTERNAL CODE	IDENTIFIER OF THE SECURITISATION	INTRA-GROUP, PRIVATE OR PUBLIC SECURITISATION?	ROLE OF THE INSTITUTION (ORIGINATOR / SPONSOR / ORIGINAL LENDER / INVESTOR)	IDENTIFIER OF THE ORIGINATOR	SECURITISATION TYPE	ACCOUNTING TREATMENT: SECURITISED ASSETS ARE KEPT OR REMOVED FROM THE BALANCE SHEET?	SOLVENCY TREATMENT: Securitisation positions subject to own funds requirements?	SIGNIFICANT RISK TRANSFER	SECURITISATION OR RE-SECURITISATION	STS SECURITISATION	SECURITISATION QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT?	TYPE OF EXCESS SPREAD	AMORTISATION SYSTEM	COLLATERALISATION OPTIONS	RETENTION			NON-ABCP PROGRAMMES			SECURITISED EXPOSURES																SECURITISATION STRUCTURE
																	TYPE OF RETENTION APPLIED	% OF RETENTION AT REPORTING DATE	COMPLIANCE WITH THE RETENTION REQUIREMENT?	ORIGINATION DATE	DATE OF LATEST ISSUANCE	TOTAL AMOUNT OF SECURITISED EXPOSURES AT ORIGINATION DATE	TOTAL AMOUNT	INSTITUTION'S SHARE (%)	TYPE	% of IRB IN APPROACH APPLIED	NUMBER OF EXPOSURES	EXPOSURES IN DEFAULT W (%)	COUNTRY	LGD (%)	EL (%)	UL (%)	EXPOSURE-WEIGHTED AVERAGE MATURITY OF ASSETS	(-) VALUE ADJUSTMENTS AND PROVISIONS	OWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) Kirb	% OF RETAIL EXPOSURES IN IRB POOLS	OWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) Ksa	MEMORANDUM ITEMS	ON-BALANCE SHEET ITEMS											OFF-BALANCE SHEET ITEMS AND DERIVATIVES							MATURITY			MEMORANDUM ITEMS
																																						CREDIT RISK ADJUSTMENTS DURING THE CURRENT PERIOD	SENIOR			MEZZANINE			FIRST LOSS			OVERCOLATERALISATION AND FUNDED RESERVE ACCOUNTS		SENIOR		MEZZANINE		FIRST LOSS		SYNTHETIC EXCESS SPREAD	FIRST FORESEEABLE TERMINATION DATE	ORIGINATOR'S CALL OPTIONS INCLUDED IN TRANSACTION	LEGAL FINAL MATURITY DATE	ATTACHMENT POINT OF RISK SOLD (%)	DETACHMENT POINT OF RISK SOLD (%)	RISK TRANSFER CLAIMED BY ORIGINATOR INSTITUTION (%)
																																							AMOUNT	ATTACHMENT POINT (%)	CQS	AMOUNT	NUMBER OF TRANCHES	CQS OF THE MOST SUBORDINATED TRANCHE	AMOUNT	DETACHMENT POINT (%)	CQS	AMOUNT	OF WHICH: NON-REFUNDABLE PURCHASE PRICE DISCOUNT	AMOUNT	ATTACHMENT POINT (%)	AMOUNT	NUMBER OF TRANCHES	AMOUNT	DETACHMENT POINT (%)
Code	Label	0010	0020	0021	0030	0040	0051	0060	0061	0070	0075	0076	0077	0078	0080	0090	0100	0110	0120	0121	0130	0140	0150	0160	0171	0180	0181	0190	0201	0202	0203	0204	0210	0221	0222	0223	0225	0230	0231	0232	0240	0241	0242	0250	0251	0252	0254	0255	0260	0265	0270	0275	0280	0285	0287	0290	0291	0300	0302	0303	0304	0446
999	Securitisation internal code		466220	469096	465468	469133	465258	465987	469134	465997	469030	469226	469227	469228	465995	456700	465469	465944	465843	469097	456736	456735	456699	465996	469098	456641	469118	465471	465755	469121	469122	469123	456764	465863	469127	469128	457211	456223	469119	469126	456222	469129	469125	456221	469131	469124	469230	469229	456226	469120	456225	469130	456224	469132	465631	456457	457214	456466	457215	457216	457217	469031

Dimensions

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.
Securitisation internal code
	Identification String - String used as an artificial identifier
Role in the securitisation process	Defines the role played by the reporting entity in the securitisation process.
	Role in the securitisation process - Defines the role played by the reporting entity in the securitisation process.
Securitisation structure	Defines the tranche of the exposure in the securitisation structure.
	Securitisation structure - Tranche of the exposure in the securitisation structure
Type of securitisation	Specifies the type of securitisation.
	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.
Instrument	Defines instrument or product type of the main category item
	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.