|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-ba-2006-07-01
|
||
| NAME | ID | LABEL |
| BankActivityDimension | d-ba_BankActivityDimension | Bank Activity (Dimension) |
| BankingActivitiesDomain | d-ba_BankingActivitiesDomain | Banking Activities (Domain) |
| TotalBankingActivities | d-ba_TotalBankingActivities | Total Banking Activities |
| TotalBankingActivitiesSubjectAMA | d-ba_TotalBankingActivitiesSubjectAMA | Total Banking Activities Subject to Advanced Measurement Approaches (AMA) |
| TotalBankingActivitiesSubjectASA | d-ba_TotalBankingActivitiesSubjectASA | Subject to ASA |
| TotalBankingActivitiesSubjectBIA | d-ba_TotalBankingActivitiesSubjectBIA | Total Banking Activities Subject to Basic Indicator Approach (BIA) |
| TotalBankingActivitiesSubjectSTA | d-ba_TotalBankingActivitiesSubjectSTA | Subject to STA |
| TotalBankingActivitiesSubjectSTAAlternative | d-ba_TotalBankingActivitiesSubjectSTAAlternative | Total Banking Activities Subject to Standardised (STA)/Alternative Standardised (ASA) Approaches |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-bl-2006-07-01
|
||
| NAME | ID | LABEL |
| AgencyServices | d-bl_AgencyServices | Agency Services [AS] |
| AssetManagement | d-bl_AssetManagement | Asset Management [AM] |
| BusinessLinesDimension | d-bl_BusinessLinesDimension | Business Lines (Dimension) |
| BusinessLinesDomain | d-bl_BusinessLinesDomain | Business Lines (Domain) |
| CommercialBanking | d-bl_CommercialBanking | Commercial Banking [CB] |
| CorporateFinance | d-bl_CorporateFinance | Corporate Finance [CF] |
| PaymentSettlement | d-bl_PaymentSettlement | Payment and Settlement [PS] |
| RetailBanking | d-bl_RetailBanking | Retail Banking [RB] |
| RetailBrokerage | d-bl_RetailBrokerage | Retail Brokerage [RBr] |
| TotalBusinessLines | d-bl_TotalBusinessLines | Total Business Lines |
| TradingSales | d-bl_TradingSales | Trading and Sales [TS] |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-cr-2006-07-01
|
||
| NAME | ID | LABEL |
| CreditRiskDimension | d-cr_CreditRiskDimension | Credit Risk (Dimension) |
| CreditRiskDomain | d-cr_CreditRiskDomain | Credit Risk (Domain) |
| CreditRiskIRB | d-cr_CreditRiskIRB | Internal Ratings Based Approach (IRB) |
| CreditRiskIRBCreditCounterpartyCreditDelivery | d-cr_CreditRiskIRBCreditCounterpartyCreditDelivery | IRB approaches |
| CreditRiskIRBCreditCounterpartyCreditDeliveryAlternativeTreatmentSecuredRealEstate | d-cr_CreditRiskIRBCreditCounterpartyCreditDeliveryAlternativeTreatmentSecuredRealEstate | Alternative Treatment: Secured by Real Estate |
| CreditRiskIRBCreditCounterpartyCreditDeliveryAssignedToObligorGrades | d-cr_CreditRiskIRBCreditCounterpartyCreditDeliveryAssignedToObligorGrades | Exposures Assigned to Obligor Grades: Total |
| CreditRiskIRBCreditCounterpartyCreditDeliveryDilutionRiskTotalPurchasedReceivables | d-cr_CreditRiskIRBCreditCounterpartyCreditDeliveryDilutionRiskTotalPurchasedReceivables | Dilution Risk: Total Purchased Receivables |
| CreditRiskIRBCreditCounterpartyCreditDeliveryFreeDeliveriesApplyingRiskWeights | d-cr_CreditRiskIRBCreditCounterpartyCreditDeliveryFreeDeliveriesApplyingRiskWeights | Exposures from Free Deliveries Applying Risk Weights under the Alternative Treatment or 100% |
| CreditRiskIRBCreditCounterpartyCreditDeliverySpecializedLendingSlottingCriteria | d-cr_CreditRiskIRBCreditCounterpartyCreditDeliverySpecializedLendingSlottingCriteria | Specialized Lending Slotting Criteria (b): Total |
| CreditRiskIRBEquity | d-cr_CreditRiskIRBEquity | Equity IRB |
| CreditRiskIRBEquityInternalModelsApproach | d-cr_CreditRiskIRBEquityInternalModelsApproach | Internal Models Approach |
| CreditRiskIRBEquityPD-LGDApproach | d-cr_CreditRiskIRBEquityPD-LGDApproach | PD/LGD Approach: Total |
| CreditRiskIRBEquitySimpleRiskWeightApproach | d-cr_CreditRiskIRBEquitySimpleRiskWeightApproach | Simple Risk Weight Approach: Total |
| CreditRiskIRBOtherNonCreditObligationAssets | d-cr_CreditRiskIRBOtherNonCreditObligationAssets | Other Non Credit-Obligation Assets |
| CreditRiskIRBSecuritization | d-cr_CreditRiskIRBSecuritization | Securitization Positions IRB |
| CreditRiskIRBSecuritizationInvestor | d-cr_CreditRiskIRBSecuritizationInvestor | Investor: Total Exposures |
| CreditRiskIRBSecuritizationOriginator | d-cr_CreditRiskIRBSecuritizationOriginator | Originator: Total Exposures |
| CreditRiskIRBSecuritizationSponsor | d-cr_CreditRiskIRBSecuritizationSponsor | Sponsor: Total Exposures |
| CreditRiskSA | d-cr_CreditRiskSA | Standardised approach (SA) |
| CreditRiskSACreditCounterpartyCreditDelivery | d-cr_CreditRiskSACreditCounterpartyCreditDelivery | SA Credit Risks Excluding Securitization positions |
| CreditRiskSASecuritization | d-cr_CreditRiskSASecuritization | Securitization Positions SA |
| CreditRiskSASecutizationInvestor | d-cr_CreditRiskSASecutizationInvestor | Investor: Total Exposures |
| CreditRiskSASecutizationOriginator | d-cr_CreditRiskSASecutizationOriginator | Originator: Total Exposures |
| CreditRiskSASecutizationSponsor | d-cr_CreditRiskSASecutizationSponsor | Sponsor: Total Exposures |
| CreditRiskTotal | d-cr_CreditRiskTotal | Total Capital Requirements For Credit, Counterparty Credit, Dilution and Delivery Risks |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-cu-2006-07-01
|
||
| NAME | ID | LABEL |
| AED | d-cu_AED | United Arab Emirates, Dirhams |
| AFN | d-cu_AFN | Afghanistan, Afghanis |
| ALL | d-cu_ALL | Albania, Leke |
| AMD | d-cu_AMD | Armenia, Drams |
| ANG | d-cu_ANG | Netherlands Antilles, Guilders (also called Florins) |
| AOA | d-cu_AOA | Angola, Kwanza |
| ARS | d-cu_ARS | Argentina, Pesos |
| AUD | d-cu_AUD | Australia, Dollars |
| AWG | d-cu_AWG | Aruba, Guilders (also called Florins) |
| AZM | d-cu_AZM | Azerbaijan, Manats [being phased out] |
| AZN | d-cu_AZN | Azerbaijan, New Manats |
| BAM | d-cu_BAM | Bosnia and Herzegovina, Convertible Marka |
| BBD | d-cu_BBD | Barbados, Dollars |
| BDT | d-cu_BDT | Bangladesh, Taka |
| BGN | d-cu_BGN | Bulgaria, Leva |
| BHD | d-cu_BHD | Bahrain, Dinars |
| BIF | d-cu_BIF | Burundi, Francs |
| BMD | d-cu_BMD | Bermuda, Dollars |
| BND | d-cu_BND | Brunei Darussalam, Dollars |
| BOB | d-cu_BOB | Bolivia, Bolivianos |
| BRL | d-cu_BRL | Brazil, Brazil Real |
| BSD | d-cu_BSD | Bahamas, Dollars |
| BTN | d-cu_BTN | Bhutan, Ngultrum |
| BWP | d-cu_BWP | Botswana, Pulas |
| BYR | d-cu_BYR | Belarus, Rubles |
| BZD | d-cu_BZD | Belize, Dollars |
| CAD | d-cu_CAD | Canada, Dollars |
| CDF | d-cu_CDF | Congo/Kinshasa, Congolese Francs |
| CHF | d-cu_CHF | Switzerland, Francs |
| CLP | d-cu_CLP | Chile, Pesos |
| CNY | d-cu_CNY | China, Yuan Renminbi |
| COP | d-cu_COP | Colombia, Pesos |
| CRC | d-cu_CRC | Costa Rica, Colones |
| CSD | d-cu_CSD | Serbia, Dinars |
| CUP | d-cu_CUP | Cuba, Pesos |
| CVE | d-cu_CVE | Cape Verde, Escudos |
| CYP | d-cu_CYP | Cyprus, Pounds |
| CZK | d-cu_CZK | Czech Republic, Koruny |
| CurrencyCodeDomain | d-cu_CurrencyCodeDomain | Currency (Domain) |
| CurrencyDimension | d-cu_CurrencyDimension | Currency (Dimension) |
| DJF | d-cu_DJF | Djibouti, Francs |
| DKK | d-cu_DKK | Denmark, Kroner |
| DOP | d-cu_DOP | Dominican Republic, Pesos |
| DZD | d-cu_DZD | Algeria, Algeria Dinars |
| EEK | d-cu_EEK | Estonia, Krooni |
| EGP | d-cu_EGP | Egypt, Pounds |
| ERN | d-cu_ERN | Eritrea, Nakfa |
| ETB | d-cu_ETB | Ethiopia, Birr |
| EUR | d-cu_EUR | Euro Member Countries, Euro |
| FJD | d-cu_FJD | Fiji, Dollars |
| FKP | d-cu_FKP | Falkland Islands (Malvinas), Pounds |
| GBP | d-cu_GBP | United Kingdom, Pounds |
| GEL | d-cu_GEL | Georgia, Lari |
| GGP | d-cu_GGP | Guernsey, Pounds |
| GHC | d-cu_GHC | Ghana, Cedis |
| GIP | d-cu_GIP | Gibraltar, Pounds |
| GMD | d-cu_GMD | Gambia, Dalasi |
| GNF | d-cu_GNF | Guinea, Francs |
| GTQ | d-cu_GTQ | Guatemala, Quetzales |
| GYD | d-cu_GYD | Guyana, Dollars |
| HKD | d-cu_HKD | Hong Kong, Dollars |
| HNL | d-cu_HNL | Honduras, Lempiras |
| HRK | d-cu_HRK | Croatia, Kuna |
| HTG | d-cu_HTG | Haiti, Gourdes |
| HUF | d-cu_HUF | Hungary, Forint |
| IDR | d-cu_IDR | Indonesia, Rupiahs |
| ILS | d-cu_ILS | Israel, New Shekels |
| IMP | d-cu_IMP | Isle of Man, Pounds |
| INR | d-cu_INR | India, Rupees |
| IQD | d-cu_IQD | Iraq, Dinars |
| IRR | d-cu_IRR | Iran, Rials |
| ISK | d-cu_ISK | Iceland, Kronur |
| JEP | d-cu_JEP | Jersey, Pounds |
| JMD | d-cu_JMD | Jamaica, Dollars |
| JOD | d-cu_JOD | Jordan, Dinars |
| JPY | d-cu_JPY | Japan, Yen |
| KES | d-cu_KES | Kenya, Shillings |
| KGS | d-cu_KGS | Kyrgyzstan, Soms |
| KHR | d-cu_KHR | Cambodia, Riels |
| KMF | d-cu_KMF | Comoros, Francs |
| KPW | d-cu_KPW | Korea (North), Won |
| KRW | d-cu_KRW | Korea (South), Won |
| KWD | d-cu_KWD | Kuwait, Dinars |
| KYD | d-cu_KYD | Cayman Islands, Dollars |
| KZT | d-cu_KZT | Kazakhstan, Tenge |
| LAK | d-cu_LAK | Laos, Kips |
| LBP | d-cu_LBP | Lebanon, Pounds |
| LKR | d-cu_LKR | Sri Lanka, Rupees |
| LRD | d-cu_LRD | Liberia, Dollars |
| LSL | d-cu_LSL | Lesotho, Maloti |
| LTL | d-cu_LTL | Lithuania, Litai |
| LVL | d-cu_LVL | Latvia, Lati |
| LYD | d-cu_LYD | Libya, Dinars |
| MAD | d-cu_MAD | Morocco, Dirhams |
| MDL | d-cu_MDL | Moldova, Lei |
| MGA | d-cu_MGA | Madagascar, Ariary |
| MKD | d-cu_MKD | Macedonia, Denars |
| MMK | d-cu_MMK | Myanmar (Burma), Kyats |
| MNT | d-cu_MNT | Mongolia, Tugriks |
| MOP | d-cu_MOP | Macau, Patacas |
| MRO | d-cu_MRO | Mauritania, Ouguiyas |
| MTL | d-cu_MTL | Malta, Liri |
| MUR | d-cu_MUR | Mauritius, Rupees |
| MVR | d-cu_MVR | Maldives (Maldive Islands), Rufiyaa |
| MWK | d-cu_MWK | Malawi, Kwachas |
| MXN | d-cu_MXN | Mexico, Pesos |
| MYR | d-cu_MYR | Malaysia, Ringgits |
| MZM | d-cu_MZM | Mozambique, Meticais |
| NAD | d-cu_NAD | Namibia, Dollars |
| NGN | d-cu_NGN | Nigeria, Nairas |
| NIO | d-cu_NIO | Nicaragua, Cordobas |
| NOK | d-cu_NOK | Norway, Krone |
| NPR | d-cu_NPR | Nepal, Nepal Rupees |
| NZD | d-cu_NZD | New Zealand, Dollars |
| OMR | d-cu_OMR | Oman, Rials |
| PAB | d-cu_PAB | Panama, Balboa |
| PEN | d-cu_PEN | Peru, Nuevos Soles |
| PGK | d-cu_PGK | Papua New Guinea, Kina |
| PHP | d-cu_PHP | Philippines, Pesos |
| PKR | d-cu_PKR | Pakistan, Rupees |
| PLN | d-cu_PLN | Poland, Zlotych |
| PYG | d-cu_PYG | Paraguay, Guarani |
| QAR | d-cu_QAR | Qatar, Rials |
| ROL | d-cu_ROL | Romania, Lei [being phased out] |
| RON | d-cu_RON | Romania, New Lei |
| RUB | d-cu_RUB | Russia, Rubles |
| RWF | d-cu_RWF | Rwanda, Rwanda Francs |
| SAR | d-cu_SAR | Saudi Arabia, Riyals |
| SBD | d-cu_SBD | Solomon Islands, Dollars |
| SCR | d-cu_SCR | Seychelles, Rupees |
| SDD | d-cu_SDD | Sudan, Dinars |
| SEK | d-cu_SEK | Sweden, Kronor |
| SGD | d-cu_SGD | Singapore, Dollars |
| SHP | d-cu_SHP | Saint Helena, Pounds |
| SIT | d-cu_SIT | Slovenia, Tolars |
| SKK | d-cu_SKK | Slovakia, Koruny |
| SLL | d-cu_SLL | Sierra Leone, Leones |
| SOS | d-cu_SOS | Somalia, Shillings |
| SPL | d-cu_SPL | Seborga, Luigini |
| SRD | d-cu_SRD | Suriname, Dollars |
| STD | d-cu_STD | São Tome and Principe, Dobras |
| SVC | d-cu_SVC | El Salvador, Colones |
| SYP | d-cu_SYP | Syria, Pounds |
| SZL | d-cu_SZL | Swaziland, Emalangeni |
| THB | d-cu_THB | Thailand, Baht |
| TJS | d-cu_TJS | Tajikistan, Somoni |
| TMM | d-cu_TMM | Turkmenistan, Manats |
| TND | d-cu_TND | Tunisia, Dinars |
| TOP | d-cu_TOP | Tonga, Pa'anga |
| TRY | d-cu_TRY | Turkey, New Lira |
| TTD | d-cu_TTD | Trinidad and Tobago, Dollars |
| TVD | d-cu_TVD | Tuvalu, Tuvalu Dollars |
| TWD | d-cu_TWD | Taiwan, New Dollars |
| TZS | d-cu_TZS | Tanzania, Shillings |
| Total | d-cu_Total | Total |
| UAH | d-cu_UAH | Ukraine, Hryvnia |
| UGX | d-cu_UGX | Uganda, Shillings |
| USD | d-cu_USD | United States of America, Dollars |
| UYU | d-cu_UYU | Uruguay, Pesos |
| UZS | d-cu_UZS | Uzbekistan, Sums |
| VEB | d-cu_VEB | Venezuela, Bolivares |
| VND | d-cu_VND | Viet Nam, Dong |
| VUV | d-cu_VUV | Vanuatu, Vatu |
| WST | d-cu_WST | Samoa, Tala |
| XAF | d-cu_XAF | Communauté Financière Africaine BEAC, Francs |
| XAG | d-cu_XAG | Silver, Ounces |
| XAU | d-cu_XAU | Gold, Ounces |
| XCD | d-cu_XCD | East Caribbean Dollars |
| XDR | d-cu_XDR | International Monetary Fund (IMF) Special Drawing Rights |
| XOF | d-cu_XOF | Communauté Financière Africaine BCEAO, Francs |
| XPD | d-cu_XPD | Palladium Ounces |
| XPF | d-cu_XPF | Comptoirs Français du Pacifique Francs |
| XPT | d-cu_XPT | Platinum, Ounces |
| YER | d-cu_YER | Yemen, Rials |
| ZAR | d-cu_ZAR | South Africa, Rand |
| ZMK | d-cu_ZMK | Zambia, Kwacha |
| ZWD | d-cu_ZWD | Zimbabwe, Zimbabwe Dollars |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-ec-2006-07-01
|
||
| NAME | ID | LABEL |
| ExposureClassDimension | d-ec_ExposureClassDimension | Exposure Class (Dimension) |
| ExposureClassesDomain | d-ec_ExposureClassesDomain | Exposure Classes (Domain) |
| IRBECCentralGovernmentsAndCentralBanks | d-ic_IRBECCentralGovernmentsAndCentralBanks | Central Governments and Central Banks |
| IRBECCorporates | d-ic_IRBECCorporates | Corporates |
| IRBECCorporatesOfWhichSME | d-ic_IRBECCorporatesOfWhichSME | Of Which: SME |
| IRBECEquity | d-ic_IRBECEquity | Equity |
| IRBECInstitutions | d-ic_IRBECInstitutions | Institutions |
| IRBECOfWhichCreditInstitutionsAndInvestmentFirms | d-ic_IRBECOfWhichCreditInstitutionsAndInvestmentFirms | Of Which: Credit Institutions and Investment Firms |
| IRBECOfWhichSpecialisedLending | d-ic_IRBECOfWhichSpecialisedLending | Of Which: Specialised Lending |
| IRBECOtherRetail | d-ic_IRBECOtherRetail | Other Retail |
| IRBECQualifyingRevolving | d-ic_IRBECQualifyingRevolving | Qualifying Revolving |
| IRBECRetail | d-ic_IRBECRetail | Retail |
| IRBECRetailOfWhichSME | d-ic_IRBECRetailOfWhichSME | Of Which: SME |
| IRBECSecuredByRealEstate | d-ic_IRBECSecuredByRealEstate | Secured by Real Estate |
| SAECAdministrativeBodiesNonCommercialUndertakings | d-sc_SAECAdministrativeBodiesNonCommercialUndertakings | Administrative bodies and non-comercial undertakings |
| SAECCentralGovernmentsCentralBanks | d-sc_SAECCentralGovernmentsCentralBanks | Central governments or central banks |
| SAECCollectiveInvestmentsUndertakingsCIU | d-sc_SAECCollectiveInvestmentsUndertakingsCIU | Collective investments undertakings (CIU) |
| SAECCorporates | d-sc_SAECCorporates | Corporates |
| SAECCoveredBonds | d-sc_SAECCoveredBonds | Covered bonds |
| SAECInstitutions | d-sc_SAECInstitutions | Institutions |
| SAECInternationalOrganisations | d-sc_SAECInternationalOrganisations | International Organisations |
| SAECItemsBelongingRegulatoryHighRiskCategories | d-sc_SAECItemsBelongingRegulatoryHighRiskCategories | Items belonging to regulatory high-risk categories |
| SAECMultilateralDevelopmentBanks | d-sc_SAECMultilateralDevelopmentBanks | Multilateral Development Banks |
| SAECOtherItems | d-sc_SAECOtherItems | Other items |
| SAECPastDueItems | d-sc_SAECPastDueItems | Past due items |
| SAECRegionalGovernmentsLocalAuthorities | d-sc_SAECRegionalGovernmentsLocalAuthorities | Regional governments or local authorities |
| SAECRetail | d-sc_SAECRetail | Retail |
| SAECSecuredOnRealEstateProperty | d-sc_SAECSecuredOnRealEstateProperty | Secured on real estate property |
| SAECShortTermClaimsInstitutionsCorporate | d-sc_SAECShortTermClaimsInstitutionsCorporate | Short-term claims on institutions and corporate |
| TotalIRBExposureClass | d-ic_TotalIRBExposureClass | Total IRB Exposure Class |
| TotalSAExposureClass | d-sc_TotalSAExposureClass | Total SA Exposure Class |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-et-2006-07-01
|
||
| NAME | ID | LABEL |
| Derivatives | d-et_Derivatives | Derivatives |
| EarlyAmortization | d-et_EarlyAmortization | Early Amortization |
| ExposureTypeDimension | d-et_ExposureTypeDimension | Exposure Type (Dimension) |
| ExposureTypeDomain | d-et_ExposureTypeDomain | Exposure Type (Domain) |
| FromContractualCrossProductNetting | d-et_FromContractualCrossProductNetting | From Contractual Cross Product Netting |
| OffBalanceSheetItems | d-et_OffBalanceSheetItems | Off Balance Sheet Items |
| OffBalanceSheetItemsDerivatives | d-et_OffBalanceSheetItemsDerivatives | Off Balance Sheet Items and Derivatives |
| OnBalanceSheetItems | d-et_OnBalanceSheetItems | On Balance Sheet Items |
| OnBalanceSheetItemsFirstLoss | d-et_OnBalanceSheetItemsFirstLoss | First Loss |
| OnBalanceSheetItemsMezzanine | d-et_OnBalanceSheetItemsMezzanine | Mezzanine |
| OnBalanceSheetItemsMostSenior | d-et_OnBalanceSheetItemsMostSenior | Most Senior |
| SecurisationTranchesDomain | d-et_SecurisationTranchesDomain | Securisation Tranches (domain) |
| SecuritiesFinancingTransactionsLongSettlementTransactions | d-et_SecuritiesFinancingTransactionsLongSettlementTransactions | Securities Financing Transactions & Long Settlement Transactions |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-ev-2006-07-01
|
||
| NAME | ID | LABEL |
| BusinessDisruptionAndSystemFailures | d-ev_BusinessDisruptionAndSystemFailures | Business Disruption And System Failures |
| ClientsProductsBusinessPractices | d-ev_ClientsProductsBusinessPractices | Clients, Products & Business Practices |
| DamageToPhysicalAssets | d-ev_DamageToPhysicalAssets | Damage To Physical Assets |
| EmploymentPracticesAndWorkplaceSafety | d-ev_EmploymentPracticesAndWorkplaceSafety | Employment Practices And Workplace Safety |
| EventTypesDimension | d-ev_EventTypesDimension | Event Types (Dimension) |
| EventTypesDomain | d-ev_EventTypesDomain | Event Types (Domain) |
| ExecutionDeliveryProcessManagement | d-ev_ExecutionDeliveryProcessManagement | Execution, Delivery & Process Management |
| ExternalFraud | d-ev_ExternalFraud | External Fraud |
| InternalFraud | d-ev_InternalFraud | Internal Fraud |
| TotalEventTypes | d-ev_TotalEventTypes | Total Event Types |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-hh-2006-07-01
|
||
| NAME | ID | LABEL |
| AdimensionalItemsPlaceholder | hyp-cm_AdimensionalItemsPlaceholder | Helper Adimensional Items Placeholder |
| EmptyHypercube | hyp-cm_EmptyHypercube | Helper Empty (Hypercube) |
| NullDimension | hyp-cm_NullDimension | Helper Null (Dimension) |
| ProhibitedItemsPlaceholder | hyp-cm_ProhibitedItemsPlaceholder | Helper Prohibited Items Placeholder |
| ProhibitingHypercube | hyp-cm_ProhibitingHypercube | Helper Prohibiting (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-mr-2006-07-01
|
||
| NAME | ID | LABEL |
| MRiskDomain | d-mr_MRiskDomain | Market Risk (Domain) |
| MRiskIMCommodityRisk | d-mr_MRiskIMCommodityRisk | Commodity Risk |
| MRiskIMEquities | d-mr_MRiskIMEquities | Equities |
| MRiskIMEquitiesGeneralRisk | d-mr_MRiskIMEquitiesGeneralRisk | Equities - General Risk |
| MRiskIMEquitiesSpecificRisk | d-mr_MRiskIMEquitiesSpecificRisk | Equities - Specific Risk |
| MRiskIMForeignExchangeRisk | d-mr_MRiskIMForeignExchangeRisk | Foreign Exchange Risk |
| MRiskIMMemorandumItemsBreakdownOfMarketRisk | d-mr_MRiskIMMemorandumItemsBreakdownOfMarketRisk | Memorandum Items: Breakdown Of Market Risk |
| MRiskIMPositionsInternalModelsDomain | d-mr_MRiskIMPositionsInternalModelsDomain | Positions Internal Models (Domain) |
| MRiskIMTDIGeneralRisk | d-mr_MRiskIMTDIGeneralRisk | TDI - General Risk |
| MRiskIMTDISpecificRisk | d-mr_MRiskIMTDISpecificRisk | TDI - Specific Risk |
| MRiskIMTotalAmountForGeneralRisk | d-mr_MRiskIMTotalAmountForGeneralRisk | Total Amount For General Risk |
| MRiskIMTotalAmountForSpecificRisk | d-mr_MRiskIMTotalAmountForSpecificRisk | Total Amount For Specific Risk |
| MRiskIMTotalPositions | d-mr_MRiskIMTotalPositions | Position, Foreign Exchange And Commodity Risks Under Internal Models (IM) |
| MRiskIMTradedDebtInstruments | d-mr_MRiskIMTradedDebtInstruments | Traded Debt Instruments |
| MRiskSA | d-mr_MRiskSA | Position, Foreign Exchange And Commodity Risks Under Standardised Approaches (SA) |
| MRiskSACOMExtendedMatchedLongAndShortPositionsWithinMaturityBand | d-mr_MRiskSACOMExtendedMatchedLongAndShortPositionsWithinMaturityBand | Matched Long and Short Positions within Each Maturity Band |
| MRiskSACOMExtendedMatchedPositionsBetweenTwoMaturityBands | d-mr_MRiskSACOMExtendedMatchedPositionsBetweenTwoMaturityBands | Matched Positions between Two Maturity Bands |
| MRiskSACOMExtendedMaturityLadderApproach | d-mr_MRiskSACOMExtendedMaturityLadderApproach | Extended Maturity Ladder Approach |
| MRiskSACOMExtendedResidualUnmatchedPositions | d-mr_MRiskSACOMExtendedResidualUnmatchedPositions | Residual Unmatched Positions |
| MRiskSACOMExtendedZoneBetween0And1Month | d-mr_MRiskSACOMExtendedZoneBetween0And1Month | > 0 _ 1 Month |
| MRiskSACOMExtendedZoneBetween1And2Years | d-mr_MRiskSACOMExtendedZoneBetween1And2Years | > 1 _ 2 Years |
| MRiskSACOMExtendedZoneBetween1And3Months | d-mr_MRiskSACOMExtendedZoneBetween1And3Months | > 1 _ 3 Months |
| MRiskSACOMExtendedZoneBetween1and3Years | d-mr_MRiskSACOMExtendedZoneBetween1and3Years | Maturity Zone > 1 Year and _ 3 Years |
| MRiskSACOMExtendedZoneBetween2And3Years | d-mr_MRiskSACOMExtendedZoneBetween2And3Years | > 2 _ 3 Years |
| MRiskSACOMExtendedZoneBetween3And6Months | d-mr_MRiskSACOMExtendedZoneBetween3And6Months | > 3 _ 6 Months |
| MRiskSACOMExtendedZoneBetween6And12Months | d-mr_MRiskSACOMExtendedZoneBetween6And12Months | > 6 _ 12 Months |
| MRiskSACOMExtendedZoneGreaterThan3Years | d-mr_MRiskSACOMExtendedZoneGreaterThan3Years | Maturity Zone > 3 Years |
| MRiskSACOMExtendedZoneLessEqual1Year | d-mr_MRiskSACOMExtendedZoneLessEqual1Year | Maturity Zone _ 1 Year |
| MRiskSACOMMarginBasedApproachForExchangeTradedFuturesAndOptions | d-mr_MRiskSACOMMarginBasedApproachForExchangeTradedFuturesAndOptions | Margin Based Approach for Exchange Traded Futures and Options |
| MRiskSACOMMarginBasedApproachForOTCFuturesAndOptions | d-mr_MRiskSACOMMarginBasedApproachForOTCFuturesAndOptions | Margin Based Approach for OTC Futures and Options |
| MRiskSACOMMatchedLongAndShortPositionsWithinMaturityBand | d-mr_MRiskSACOMMatchedLongAndShortPositionsWithinMaturityBand | Matched Long and Short Positions within Each Maturity Band |
| MRiskSACOMMatchedPositionsBetweenTwoMaturityBands | d-mr_MRiskSACOMMatchedPositionsBetweenTwoMaturityBands | Matched Positions between Two Maturity Bands |
| MRiskSACOMMaturityLadderApproach | d-mr_MRiskSACOMMaturityLadderApproach | Maturity Ladder Approach |
| MRiskSACOMOtherNonDeltaRisksForCommodityOptions | d-mr_MRiskSACOMOtherNonDeltaRisksForCommodityOptions | Other Non-Delta Risks for Commodity Options |
| MRiskSACOMResidualUnmatchedPositions | d-mr_MRiskSACOMResidualUnmatchedPositions | Residual Unmatched Positions |
| MRiskSACOMRiskOfShortageOfLiquidity | d-mr_MRiskSACOMRiskOfShortageOfLiquidity | Risk of Shortage of Liquidity |
| MRiskSACOMSimplifiedApproachAllPositions | d-mr_MRiskSACOMSimplifiedApproachAllPositions | Simplified Approach: All Positions |
| MRiskSACOMSimplifiedApproachGrossPositions | d-mr_MRiskSACOMSimplifiedApproachGrossPositions | Gross Positions |
| MRiskSACOMSimplifiedApproachNetPositions | d-mr_MRiskSACOMSimplifiedApproachNetPositions | Net Positions |
| MRiskSACOMTotal | d-mr_MRiskSACOMTotal | Commodities |
| MRiskSACOMZoneBetween0And1Month | d-mr_MRiskSACOMZoneBetween0And1Month | > 0 _ 1 Month |
| MRiskSACOMZoneBetween1And2Years | d-mr_MRiskSACOMZoneBetween1And2Years | > 1 _ 2 Years |
| MRiskSACOMZoneBetween1And3Months | d-mr_MRiskSACOMZoneBetween1And3Months | > 1 _ 3 Months |
| MRiskSACOMZoneBetween1and3Years | d-mr_MRiskSACOMZoneBetween1and3Years | Maturity Zone > 1 Year and _ 3 Years |
| MRiskSACOMZoneBetween2And3Years | d-mr_MRiskSACOMZoneBetween2And3Years | > 2 _ 3 Years |
| MRiskSACOMZoneBetween3And6Months | d-mr_MRiskSACOMZoneBetween3And6Months | > 3 _ 6 Months |
| MRiskSACOMZoneBetween6And12Months | d-mr_MRiskSACOMZoneBetween6And12Months | > 6 _ 12 Months |
| MRiskSACOMZoneGreaterThan3Years | d-mr_MRiskSACOMZoneGreaterThan3Years | Maturity Zone > 3 Years |
| MRiskSACOMZoneLessEqual1Year | d-mr_MRiskSACOMZoneLessEqual1Year | Maturity Zone _ 1 Year |
| MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach | d-mr_MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach | Exchange Traded Stock-Index Futures Broadly Diversified Subject To Particular Approach |
| MRiskSAEQUGeneralRisk | d-mr_MRiskSAEQUGeneralRisk | General Risk |
| MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements | d-mr_MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements | High Quality, Liquid And Diversified Portfolios Subject To Lower Capital Requirements |
| MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions | d-mr_MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions | Margin-based Approach For Exchange-traded Futures And Options |
| MRiskSAEQUMarginBasedApproachOTCFuturesOptions | d-mr_MRiskSAEQUMarginBasedApproachOTCFuturesOptions | Margin-based Approach For OTC Futures And Options |
| MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified | d-mr_MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified | Other Equities Than Exchange Traded Stock-Index Futures Broadly Diversified |
| MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios | d-mr_MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios | Other Equities Than High Quality, Liquid And Diversified Portfolios |
| MRiskSAEQUOtherNonDeltaRisksOptions | d-mr_MRiskSAEQUOtherNonDeltaRisksOptions | Other Non-delta Risks For Options |
| MRiskSAEQUParticularApproachPositionRiskInCIUs | d-mr_MRiskSAEQUParticularApproachPositionRiskInCIUs | Particular Approach For Position Risk In CIUs |
| MRiskSAEQUSpecificRisk | d-mr_MRiskSAEQUSpecificRisk | Specific Risk |
| MRiskSAEQUTotal | d-mr_MRiskSAEQUTotal | Equities |
| MRiskSAFXAUD | d-mr_MRiskSAFXAUD | AUD |
| MRiskSAFXAllOtherCurrenciesIncCIUsTratedDifferentCurrencies | d-mr_MRiskSAFXAllOtherCurrenciesIncCIUsTratedDifferentCurrencies | All Other Currencies (Including CIUs Treated As Different Currencies) |
| MRiskSAFXCAD | d-mr_MRiskSAFXCAD | CAD |
| MRiskSAFXCHF | d-mr_MRiskSAFXCHF | CHF |
| MRiskSAFXCIUsTratedSeparateCurrencies | d-mr_MRiskSAFXCIUsTratedSeparateCurrencies | CIUs Treated As Separate Currencies |
| MRiskSAFXCYP | d-mr_MRiskSAFXCYP | CYP |
| MRiskSAFXCurrenciesCloselyCorrelated | d-mr_MRiskSAFXCurrenciesCloselyCorrelated | Currencies Closely Correlated |
| MRiskSAFXCurrenciesSecondStageEMU | d-mr_MRiskSAFXCurrenciesSecondStageEMU | Currencies In Second Stage Of EMU |
| MRiskSAFXCurrenciesSubjectIntergovernmentalAgreements | d-mr_MRiskSAFXCurrenciesSubjectIntergovernmentalAgreements | Currencies Subject To Intergovernmental Agreements |
| MRiskSAFXDKK | d-mr_MRiskSAFXDKK | DKK |
| MRiskSAFXEEK | d-mr_MRiskSAFXEEK | EEK |
| MRiskSAFXERM2Currencies | d-mr_MRiskSAFXERM2Currencies | ERM2 Currencies |
| MRiskSAFXEuro | d-mr_MRiskSAFXEuro | Euro |
| MRiskSAFXGBP | d-mr_MRiskSAFXGBP | GBP |
| MRiskSAFXGold | d-mr_MRiskSAFXGold | Gold |
| MRiskSAFXJPY | d-mr_MRiskSAFXJPY | JPY |
| MRiskSAFXLTL | d-mr_MRiskSAFXLTL | LTL |
| MRiskSAFXLVL | d-mr_MRiskSAFXLVL | LVL |
| MRiskSAFXMTL | d-mr_MRiskSAFXMTL | MTL |
| MRiskSAFXMemorandumItemsCurrencyPositions | d-mr_MRiskSAFXMemorandumItemsCurrencyPositions | Memorandum Items: Currency Positions |
| MRiskSAFXOtherEEECurrencies | d-mr_MRiskSAFXOtherEEECurrencies | Other EEE Currencies |
| MRiskSAFXOtherNonDeltaRisksCurrencyOptions | d-mr_MRiskSAFXOtherNonDeltaRisksCurrencyOptions | Other Non-Delta Risks For Currency Options |
| MRiskSAFXOtherNonEEECurrencies | d-mr_MRiskSAFXOtherNonEEECurrencies | Other Non-EEE Currencies |
| MRiskSAFXSEK | d-mr_MRiskSAFXSEK | SEK |
| MRiskSAFXSIT | d-mr_MRiskSAFXSIT | SIT |
| MRiskSAFXSKK | d-mr_MRiskSAFXSKK | SKK |
| MRiskSAFXTotalPositionsNonReportingCurrencies | d-mr_MRiskSAFXTotalPositionsNonReportingCurrencies | Foreign Exchange |
| MRiskSAFXUSD | d-mr_MRiskSAFXUSD | USD |
| MRiskSATDIDebtSecuritiesUnderFirstCategoryTable1 | d-mr_MRiskSATDIDebtSecuritiesUnderFirstCategoryTable1 | Debt Securities Under The First Category In Table 1 |
| MRiskSATDIDebtSecuritiesUnderFourthCategoryTable1 | d-mr_MRiskSATDIDebtSecuritiesUnderFourthCategoryTable1 | Debt Securities Under The Fourth Category In Table 1 |
| MRiskSATDIDebtSecuritiesUnderSecondCategoryTable1 | d-mr_MRiskSATDIDebtSecuritiesUnderSecondCategoryTable1 | Debt Securities Under The Second Category In Table 1 |
| MRiskSATDIDebtSecuritiesUnderThirdCategoryTable1 | d-mr_MRiskSATDIDebtSecuritiesUnderThirdCategoryTable1 | Debt Securities Under The Third Category In Table 1 |
| MRiskSATDIGeneralRiskDurationBasedApproach | d-mr_MRiskSATDIGeneralRiskDurationBasedApproach | General Risk. Duration-based Approach |
| MRiskSATDIGeneralRiskMaturityBasedApproach | d-mr_MRiskSATDIGeneralRiskMaturityBasedApproach | General Risk. Maturity-based Approach |
| MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions | d-mr_MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions | Margin-Based Approach For Exchange Traded Futures And Options |
| MRiskSATDIMarginBasedApproachOTCFuturesOptions | d-mr_MRiskSATDIMarginBasedApproachOTCFuturesOptions | Margin-Based Approach For OTC Futures And Options |
| MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2 | d-mr_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2 | Matched Duration-Weighted Position Between Zone 1 And 2 |
| MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3 | d-mr_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3 | Matched Duration-Weighted Position Between Zone 1 And 3 |
| MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3 | d-mr_MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3 | Matched Duration-Weighted Position Between Zone 2 And 3 |
| MRiskSATDIMatchedDurationWeightedPositionInAllZones | d-mr_MRiskSATDIMatchedDurationWeightedPositionInAllZones | Matched Duration-Weighted Position In All Zones |
| MRiskSATDIMatchedWeightedPositionBetweenZone1And2 | d-mr_MRiskSATDIMatchedWeightedPositionBetweenZone1And2 | Matched Weighted Position Between Zone 1 And 2 |
| MRiskSATDIMatchedWeightedPositionBetweenZone1And3 | d-mr_MRiskSATDIMatchedWeightedPositionBetweenZone1And3 | Matched Weighted Position Between Zone 1 And 3 |
| MRiskSATDIMatchedWeightedPositionBetweenZone2And3 | d-mr_MRiskSATDIMatchedWeightedPositionBetweenZone2And3 | Matched Weighted Position Between Zone 2 And 3 |
| MRiskSATDIMatchedWeightedPositionInAllMaturityBands | d-mr_MRiskSATDIMatchedWeightedPositionInAllMaturityBands | Matched Weighted Position In All Maturity Bands |
| MRiskSATDIMatchedWeightedPositionInZone1 | d-mr_MRiskSATDIMatchedWeightedPositionInZone1 | Matched Weighted Position In Zone 1 |
| MRiskSATDIMatchedWeightedPositionInZone2 | d-mr_MRiskSATDIMatchedWeightedPositionInZone2 | Matched Weighted Position In Zone 2 |
| MRiskSATDIMatchedWeightedPositionInZone3 | d-mr_MRiskSATDIMatchedWeightedPositionInZone3 | Matched Weighted Position In Zone 3 |
| MRiskSATDIOtherNonDeltaRisksOptions | d-mr_MRiskSATDIOtherNonDeltaRisksOptions | Other Non-Delta Risks For Options |
| MRiskSATDIParticularApproachPositionRiskInCIUs | d-mr_MRiskSATDIParticularApproachPositionRiskInCIUs | Particular Approach For Position Risk In CIUs |
| MRiskSATDIResidualUnmatchedDurationWeightedPositions | d-mr_MRiskSATDIResidualUnmatchedDurationWeightedPositions | Residual Unmatched Duration-Weighted Positions |
| MRiskSATDIResidualUnmatchedWeightedPositions | d-mr_MRiskSATDIResidualUnmatchedWeightedPositions | Residual Unmatched Weighted Positions |
| MRiskSATDISecuritisationExposuresSubject1250PercentRiskWeightingOrDeductionUnratedLiquidityFacilities | d-mr_MRiskSATDISecuritisationExposuresSubject1250PercentRiskWeightingOrDeductionUnratedLiquidityFacilities | Securitisation Exposures Subject To 1250% Risk Weighting Or Deduction And Unrated Liquidity Facilities |
| MRiskSATDISpecificRisk | d-mr_MRiskSATDISpecificRisk | Specific Risk |
| MRiskSATDITotal | d-mr_MRiskSATDITotal | Traded Debt Instruments |
| MRiskSATDIWithResidualTermLessThan6Months | d-mr_MRiskSATDIWithResidualTermLessThan6Months | With Residual Term _ 6 months |
| MRiskSATDIWithResidualTermMoreThan24Months | d-mr_MRiskSATDIWithResidualTermMoreThan24Months | With a Residual Term > 24 months |
| MRiskSATDIWithResidualTermMoreThan6MonthsLessThan24Months | d-mr_MRiskSATDIWithResidualTermMoreThan6MonthsLessThan24Months | With a Residual Term > 6 months and _ 24 months |
| MRiskSATDIZone1Between0And1Month | d-mr_MRiskSATDIZone1Between0And1Month | 0 _ 1 Month |
| MRiskSATDIZone1Between1And3Months | d-mr_MRiskSATDIZone1Between1And3Months | > 1 _ 3 Months |
| MRiskSATDIZone1Between3And6Months | d-mr_MRiskSATDIZone1Between3And6Months | > 3 _ 6 Months |
| MRiskSATDIZone1Between6And12Months | d-mr_MRiskSATDIZone1Between6And12Months | > 6 _ 12 Months |
| MRiskSATDIZone1GeneralRiskDurationBased | d-mr_MRiskSATDIZone1GeneralRiskDurationBased | Zone 1 |
| MRiskSATDIZone1GeneralRiskMaturityBased | d-mr_MRiskSATDIZone1GeneralRiskMaturityBased | Zone 1 |
| MRiskSATDIZone2Between1And2Years | d-mr_MRiskSATDIZone2Between1And2Years | > 1 _ 2 (1.9 for cupon of less than 3%) Years |
| MRiskSATDIZone2Between2And3Years | d-mr_MRiskSATDIZone2Between2And3Years | > 2 _ 3 (> 1.9 _ 2.8 for cupon of less than 3%) Years |
| MRiskSATDIZone2Between3And4Years | d-mr_MRiskSATDIZone2Between3And4Years | > 3 _ 4 (> 2.8 _ 3.6 for cupon of less than 3%) Years |
| MRiskSATDIZone2GeneralRiskDurationBased | d-mr_MRiskSATDIZone2GeneralRiskDurationBased | Zone 2 |
| MRiskSATDIZone2GeneralRiskMaturityBased | d-mr_MRiskSATDIZone2GeneralRiskMaturityBased | Zone 2 |
| MRiskSATDIZone3Between10And15Years | d-mr_MRiskSATDIZone3Between10And15Years | > 10 _ 15 (> 7.3 _ 9.3 for cupon of less than 3%) Years |
| MRiskSATDIZone3Between15And20Years | d-mr_MRiskSATDIZone3Between15And20Years | > 15 _ 20 (> 9.3 _ 10.6 for cupon of less than 3%) Years |
| MRiskSATDIZone3Between4And5Years | d-mr_MRiskSATDIZone3Between4And5Years | > 4 _ 5 (> 3.6 _ 4.3 for cupon of less than 3%) Years |
| MRiskSATDIZone3Between5And7Years | d-mr_MRiskSATDIZone3Between5And7Years | > 5 _ 7 (> 4.3 _ 5.7 for cupon of less than 3%) Years |
| MRiskSATDIZone3Between7And10Years | d-mr_MRiskSATDIZone3Between7And10Years | > 7 _ 10 (> 5.7 _ 7.3 for cupon of less than 3%) Years |
| MRiskSATDIZone3GeneralRiskDurationBased | d-mr_MRiskSATDIZone3GeneralRiskDurationBased | Zone 3 |
| MRiskSATDIZone3GeneralRiskMaturityBased | d-mr_MRiskSATDIZone3GeneralRiskMaturityBased | Zone 3 |
| MRiskSATDIZone3Greater20YearsGreater20ForCuponLess3Percent | d-mr_MRiskSATDIZone3Greater20YearsGreater20ForCuponLess3Percent | (> 20 years for cupon of less than 3%) |
| MRiskSATDIZone3Greater20YearsLess12ForCuponLess3Percent | d-mr_MRiskSATDIZone3Greater20YearsLess12ForCuponLess3Percent | > 20 (> 10.6 _ 12.0 for cupon of less than 3%) Years |
| MRiskSATDIZone3Greater20YearsLess20ForCuponLess3Percent | d-mr_MRiskSATDIZone3Greater20YearsLess20ForCuponLess3Percent | (> 12.0 _ 20.0 years for cupon of less than 3%) |
| MRiskTotal | d-mr_MRiskTotal | Total Capital Requirements For Position, Foreign Exchange And Commodity Risks |
| MarketRiskDimension | d-mr_MarketRiskDimension | Market Risk (Dimension) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-oe-2006-07-01
|
||
| NAME | ID | LABEL |
| NotOwnEstimatesLGDConversionFactors | d-oe_NotOwnEstimatesLGDConversionFactors | No |
| OwnEstimatesLGDConversionFactors | d-oe_OwnEstimatesLGDConversionFactors | Yes |
| OwnEstimatesLGDConversionFactorsDomain | d-oe_OwnEstimatesLGDConversionFactorsDomain | Own estimates of LGD And/Or Conversion factors (domain) |
| OwnEstimatesofLGDAndOrConversionFactorsDimension | d-oe_OwnEstimatesofLGDAndOrConversionFactorsDimension | Own Estimates of LGD And/Or Conversion Factors (Dimension) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-rw-2006-07-01
|
||
| NAME | ID | LABEL |
| OtherRiskWeights | d-rw_OtherRiskWeights | Other Risk Weights |
| RiskWeight0Percent | d-rw_RiskWeight0Percent | 0% |
| RiskWeight100Percent | d-rw_RiskWeight100Percent | 100% |
| RiskWeight100PercentOfWhichPastDue | d-rw_OfWhichRiskWeight100PercentOfWhichPastDue | Of Which: Past due |
| RiskWeight100PercentOfWhichSecuredByCommercialRealEstate | d-rw_RiskWeight100PercentOfWhichSecuredByCommercialRealEstate | Of Which: secured by real estate |
| RiskWeight100PercentOfWhichWithoutCreditAssessment | d-rw_RiskWeight100PercentOfWhichWithoutCreditAssessment | Of Which: Without credit assessment by a nominated ECAI |
| RiskWeight10Percent | d-rw_RiskWeight10Percent | 10% |
| RiskWeight115Percent | d-rw_RiskWeight115Percent | 115% |
| RiskWeight150Percent | d-rw_RiskWeight150Percent | 150% |
| RiskWeight150PercentOfWhichPastDue | d-rw_RiskWeight150PercentOfWhichPastDue | Of Which: Past due |
| RiskWeight190Percent | d-rw_RiskWeight190Percent | 190% |
| RiskWeight200Percent | d-rw_RiskWeight200Percent | 200% |
| RiskWeight20Percent | d-rw_RiskWeight20Percent | 20% |
| RiskWeight250Percent | d-rw_RiskWeight250Percent | 250% |
| RiskWeight290Percent | d-rw_RiskWeight290Percent | 290% |
| RiskWeight35Percent | d-rw_RiskWeight35Percent | 35% |
| RiskWeight370Percent | d-rw_RiskWeight370Percent | 370% |
| RiskWeight50Percent | d-rw_RiskWeight50Percent | 50% |
| RiskWeight50PercentOfWhichPastDue | d-rw_RiskWeight50PercentOfWhichPastDue | Of Which: Past due |
| RiskWeight50PercentOfWhichSecuredByCommercialRealEstate | d-rw_RiskWeight50PercentOfWhichSecuredByCommercialRealEstate | Of Which: secured by commercial real estate |
| RiskWeight50PercentOfWhichWithoutCreditAssessment | d-rw_RiskWeight50PercentOfWhichWithoutCreditAssessment | Of Which: Without credit assessment by a nominated ECAI |
| RiskWeight70Percent | d-rw_RiskWeight70Percent | 70% |
| RiskWeight70PercentOfWhichCategory1 | d-rw_RiskWeight70PercentOfWhichCategory1 | Of Which In Category 1 |
| RiskWeight75Percent | d-rw_RiskWeight75Percent | 75% |
| RiskWeight90Percent | d-rw_RiskWeight90Percent | 90% |
| RiskWeightBreakdownDomain | d-rw_RiskWeightBreakdownDomain | Risk Weight Breakdown (Domain) |
| RiskWeightDimension | d-rw_RiskWeightDimension | Risk Weight (Dimension) |
| RiskWeightDomain | d-rw_RiskWeightDomain | Risk Weight (Domain) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-st-2006-07-01
|
||
| NAME | ID | LABEL |
| SecuritisationTypeDomain | d-st_SecuritisationTypeDomain | Securitisation Type (domain) |
| SecuritizationTypeDimension | d-st_SecuritizationTypeDimension | Securitization Type (Dimension) |
| SyntheticSecuritisation | d-st_SyntheticSecuritisation | Synthetic Securitisation |
| TotalSecuritisation | d-st_TotalSecuritisation | Total Securitisation |
| TraditionalSecuritisation | d-st_TraditionalSecuritisation | Traditional Securitisation |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-ty-2006-07-01
|
||
| NAME | ID | LABEL |
| BasicInformation | d-ty_BasicInformation | |
| BasicInformationDimension | d-ty_BasicInformationDimension | Basic Information (Dimension) |
| Commodity | d-ty_Commodity | |
| CommodityDimension | d-ty_CommodityDimension | Commodity (Dimension) |
| ConfidenceIntervalInternalVaR | d-ty_ConfidenceIntervalInternalVaR | |
| Day | d-ty_Day | |
| DayDimension | d-ty_DayDimension | Day (Dimension) |
| HoldingPeriodInternalVaR | d-ty_HoldingPeriodInternalVaR | |
| InstrumentCodeRegulatoryModel | d-ty_InstrumentCodeRegulatoryModel | |
| InternalReferenceNumber | d-ty_InternalReferenceNumber | |
| InternalReferenceNumberDimension | d-ty_InternalReferenceNumberDimension | Internal Reference Number (Dimension) |
| NationalMarket | d-ty_NationalMarket | |
| NationalMarketDimension | d-ty_NationalMarketDimension | National Market (Dimension) |
| ObligorGrade | d-ty_ObligorGrade | |
| ObligorGradeDimension | d-ty_ObligorGradeDimension | Obligor Grade (Dimension) |
| ObligorGradeOrPool | d-ty_ObligorGradeOrPool | |
| ObligorGradeOrPoolDimension | d-ty_ObligorGradeOrPoolDimension | Obligor Grade or Pool (Dimension) |
| PLCodeUsedForCalculationNumberOvershootings | d-ty_PLCodeUsedForCalculationNumberOvershootings | |
| SecuritizationInternalCode | d-ty_SecuritizationInternalCode | |
| SecuritizationInternalCodeDimension | d-ty_SecuritizationInternalCodeDimension | Securitization Internal Code (Dimension) |
| SpecificRiskDebtInstrumentsCalculationCode | d-ty_SpecificRiskDebtInstrumentsCalculationCode | |
| SpecificRiskEquitiesCalculationCode | d-ty_SpecificRiskEquitiesCalculationCode | |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/d-ut-2006-07-01
|
||
| NAME | ID | LABEL |
| TotalUnsettledTransactionsInTheTradingBook | d-ut_TotalUnsettledTransactionsInTheTradingBook | Total unsettled transactions in the Trading Book |
| TransactionsUnsettledBetween16And30Days | d-ut_TransactionsUnsettledBetween16And30Days | Transactions unsettled between 16 and 30 days |
| TransactionsUnsettledBetween31And45Days | d-ut_TransactionsUnsettledBetween31And45Days | Transactions unsettled between 31 and 45 days |
| TransactionsUnsettledBetween5And15Days | d-ut_TransactionsUnsettledBetween5And15Days | Transactions unsettled between 5 and 15 days |
| TransactionsUnsettledFor46DaysOrMore | d-ut_TransactionsUnsettledFor46DaysOrMore | Transactions unsettled for 46 days or more |
| TransactionsUnsettledUpTo4Days | d-ut_TransactionsUnsettledUpTo4Days | Transactions unsettled up to 4 days |
| UnsettledTransactionsDimension | d-ut_UnsettledTransactionsDimension | Unsettled Transactions (Dimension) |
| UnsettledTransactionsDomain | d-ut_UnsettledTransactionsDomain | Unsettled Transactions (Domain) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-ca-2006-07-01
|
||
| NAME | ID | LABEL |
| AdditionalOwnFunds | p-ca_AdditionalOwnFunds | Additional Own Funds |
| AdjustmentOtherValuationDifferencesAffectingEligibleReserves | p-ca_AdjustmentOtherValuationDifferencesAffectingEligibleReserves | Adjustment To Other Valuation Differences Affecting The Eligible Reserves |
| AdjustmentValuationDifferencesAFSAssets | p-ca_AdjustmentValuationDifferencesAFSAssets | Adjustment To Valuation Differences In Other AFS Assets |
| AdjustmentValuationDifferencesAFSEquities | p-ca_AdjustmentValuationDifferencesAFSEquities | Adjustment To Valuation Differences In AFS Equities |
| AdjustmentValuationDifferencesAFSEquitiesTransferredCoreAdditionalOwnFunds | p-ca_AdjustmentValuationDifferencesAFSEquitiesTransferredCoreAdditionalOwnFunds | Adjustment To Valuation Differences In AFS Equities Transferred To Core Additional Own Funds |
| AdjustmentValuationDifferencesAFSLoansReceivables | p-ca_AdjustmentValuationDifferencesAFSLoansReceivables | Adjustment To Valuation Differences In AFS Loans And Receivables |
| AdjustmentValuationDifferencesCashFlowHedges | p-ca_AdjustmentValuationDifferencesCashFlowHedges | Adjustment To Valuation Differences In Cash Flow Hedges |
| AdjustmentValuationDifferencesFVOFinanciaLiabilitiesOwnCreditRisk | p-ca_AdjustmentValuationDifferencesFVOFinanciaLiabilitiesOwnCreditRisk | Adjustment To Valuation Differences In FVO Financial Liabilities (Own Credit Risk) |
| AdjustmentValuationDifferencesInvestmentProperty | p-ca_AdjustmentValuationDifferencesInvestmentProperty | Adjustment To Valuation Differences In Investment Property |
| AdjustmentValuationDifferencesInvestmentPropertyTransferredAdditionalOwnFunds | p-ca_AdjustmentValuationDifferencesInvestmentPropertyTransferredAdditionalOwnFunds | Adjustment To Valuation Differences In Investment Property Transferred To Additional Own Funds |
| AdjustmentValuationDifferencesOtherAFSAssetsTransferredCoreAdditionalOwnFunds | p-ca_AdjustmentValuationDifferencesOtherAFSAssetsTransferredCoreAdditionalOwnFunds | Adjustment To Valuation Differences In Other AFS Assets Transferred To Core Additional Own Funds |
| AdjustmentValuationDifferencesPropertyPlantEquipment | p-ca_AdjustmentValuationDifferencesPropertyPlantEquipment | Adjustment To Valuation Differences In Property, Plant And Equipment |
| AdjustmentValuationDifferencesPropertyPlantEquipmentTransferredAdditionalOwnFunds | p-ca_AdjustmentValuationDifferencesPropertyPlantEquipmentTransferredAdditionalOwnFunds | Adjustment To Valuation Differences In Property, Plant And Equipment Transferred To Additional Own Funds |
| AdjustmentsMadeValuationDifferencesOriginalOwnFundsTransferredCoreAdditionalOwnFunds | p-ca_AdjustmentsMadeValuationDifferencesOriginalOwnFundsTransferredCoreAdditionalOwnFunds | Adjustments Made To Valuation Differences In Original Own Funds Transferred To Core Additional Own Funds |
| AmountProvisionsIRB | p-ca_AmountProvisionsIRB | Amount Of Provisions For IRB |
| CADomain | p-ca_CADomain | CA (Domain) |
| CapitalRequirementsOfWhichInvestmentFirmsArticle20And24 | p-ca_CapitalRequirementsOfWhichInvestmentFirmsArticle20And24 | Of Which: Investment Firms Under Article 20(2) And 24 |
| CapitalRequirementsOfWhichInvestmentFirmsArticle20And25 | p-ca_CapitalRequirementsOfWhichInvestmentFirmsArticle20And25 | Of Which: Investment Firms Under Article 20(3) And 25 |
| CapitalRequirementsOfWhichInvestmentFirmsArticle45b | p-ca_CapitalRequirementsOfWhichInvestmentFirmsArticle45b | Of Which: Investment Firms Under Article 45b |
| CertainSecuritisationExposuresNotIncludedRiskWeightedAssets | p-ca_CertainSecuritisationExposuresNotIncludedRiskWeightedAssets | (-) Certain Securitisation Exposures Not Included In Risk-Weighted Assets |
| CommitmentsMembersCreditInstitutionsSetUpCooperativeSocieties | p-ca_CommitmentsMembersCreditInstitutionsSetUpCooperativeSocieties | Commitments Of The Members Of Credit Institutions Set Up As Co-operative Societies |
| ComplementCapitalRequirementsInvestmentFirmsArticle45b | p-ca_ComplementCapitalRequirementsInvestmentFirmsArticle45b | Complement To Capital Requirements For Investment Firms Under Article 45(b) |
| ComplementsOverallFloorCapitalRequirements | p-ca_ComplementsOverallFloorCapitalRequirements | Complements To Overall Floor For Capital Requirements |
| CoreAdditionalOwnFunds | p-ca_CoreAdditionalOwnFunds | Core Additional Own Funds |
| CoreAdditionalOwnFundsOtherItems | p-ca_CoreAdditionalOwnFundsOtherItems | Other Items |
| CountrySpecificCoreAdditionalOwnFunds | p-ca_CountrySpecificCoreAdditionalOwnFunds | Country Specific Core Additional Own Funds |
| CountrySpecificDeductionsOriginalAdditionalOwnFunds | p-ca_CountrySpecificDeductionsOriginalAdditionalOwnFunds | (-) Country-Specific Deductions From Original And Additional Own Funds |
| CountrySpecificDeductionsOwnFundsSpecificCoverMarketRisks | p-ca_CountrySpecificDeductionsOwnFundsSpecificCoverMarketRisks | (-) Country Specific Deductions From Own Funds Specific To Cover Market Risks |
| CountrySpecificDeductionsTotalOwnFunds | p-ca_CountrySpecificDeductionsTotalOwnFunds | Country Specific Deductions From Total Own Funds |
| CountrySpecificSupplementaryAdditionalOwnFunds | p-ca_CountrySpecificSupplementaryAdditionalOwnFunds | Country Specific Supplementary Additional Own Funds |
| CreditRevaluationReserves | p-ca_CreditRevaluationReserves | Of Which: Credit Revaluation Reserves |
| DeductionsAdditionalOwnFunds | p-ca_DeductionsAdditionalOwnFunds | (-) Deductions From Additional Own Funds |
| DeductionsOriginalAdditionalOwnFunds | p-ca_DeductionsOriginalAdditionalOwnFunds | (-) Deductions From Original And Additional Own Funds |
| DeductionsTotalOwnFunds | p-ca_DeductionsTotalOwnFunds | (-) Deductions From Total Own Funds |
| EligibleCapital | p-ca_EligibleCapital | Eligible Capital |
| EligibleCapitalOfWhichInnovativeInstrumentsSubjectLimit | p-ca_EligibleCapitalOfWhichInnovativeInstrumentsSubjectLimit | Of Which: Innovative Instruments Subject To Limit |
| EligibleCapitalOfWhichNonInnovativeInstrumentsSubjectLimit | p-ca_EligibleCapitalOfWhichNonInnovativeInstrumentsSubjectLimit | Of Which: Non-Innovative Instruments Subject To Limit |
| EligibleReserves | p-ca_EligibleReserves | Eligible Reserves |
| ExcessLimitHoldingsSubordinatedClaimsOtherItemsCreditFinancialInstitutionsHoldings10PercentCapital | p-ca_ExcessLimitHoldingsSubordinatedClaimsOtherItemsCreditFinancialInstitutionsHoldings10PercentCapital | (-) Excess On Limit For Holdings, Subordinated Claims And Other Items In Credit And Financial Institutions In Which Holdings Are Up To 10% Of Their Capital |
| ExcessLimitOwnFundsSpecificCoverMarketRisks | p-ca_ExcessLimitOwnFundsSpecificCoverMarketRisks | (-) Excess On Limit For Own Funds Specific To Cover Market Risks |
| ExcessLimitsAdditionalOwnFunds | p-ca_ExcessLimitsAdditionalOwnFunds | (-) Excess On Limits For Additional Own Funds |
| ExcessLimitsAdditionalOwnFundsTransferredAdditionalOwnFundsSpecificCoverMarketRisks | p-ca_ExcessLimitsAdditionalOwnFundsTransferredAdditionalOwnFundsSpecificCoverMarketRisks | Excess On Limits For Additional Own Funds Transferred To Additional Own Funds Specific To Cover Market Risks |
| ExcessLimitsInnovativeInstruments | p-ca_ExcessLimitsInnovativeInstruments | (-) Excess On Limits For Innovative Instruments |
| ExcessLimitsNonInnovativeInstruments | p-ca_ExcessLimitsNonInnovativeInstruments | (-) Excess On Limits For Non-Innovative Instruments |
| ExcessLimitsOriginalOwnFundsTransferredCoreAdditionalOwnFunds | p-ca_ExcessLimitsOriginalOwnFundsTransferredCoreAdditionalOwnFunds | Excess On Limits For Original Own Funds Transferred To Core Additional Own Funds |
| ExcessLimitsSupplementaryAdditionalOwnFunds | p-ca_ExcessLimitsSupplementaryAdditionalOwnFunds | (-) Excess On Limits For Supplementary Additional Own Funds |
| FixedTermCumulativePreferentialShares | p-ca_FixedTermCumulativePreferentialShares | Fixed-Term Cumulative Preferential Shares |
| FreeDeliveriesFiveBusinessDaysPostSecondContractualPaymentDeliveryLegUntilExtinctionTransaction | p-ca_FreeDeliveriesFiveBusinessDaysPostSecondContractualPaymentDeliveryLegUntilExtinctionTransaction | (-) Free Deliveries From 5 Business Days Post Second Contractual Payment Or Delivery Leg Until Extinction Of The Transaction |
| FundsGeneralBankingRisks | p-ca_FundsGeneralBankingRisks | Funds For General Banking Risks |
| GrossAmountSubordinatedLoanCapital | p-ca_GrossAmountSubordinatedLoanCapital | Gross Amount Of Subordinated Loan Capital |
| HoldingsOtherCreditFinancialInstitutionsAmountingMore10PercentCapital | p-ca_HoldingsOtherCreditFinancialInstitutionsAmountingMore10PercentCapital | (-) Holdings In Other Credit And Financial Institutions Amounting To More Than 10% Of Their Capital |
| IRBMeasurementExpectedLosses | p-ca_IRBMeasurementExpectedLosses | (-) IRB Measurement Of Expected Losses |
| IRBProvisionExcess | p-ca_IRBProvisionExcess | IRB Provision Excess |
| IRBProvisionExcessShortfall | p-ca_IRBProvisionExcessShortfall | IRB Provision Excess (+) / Shortfall (-) |
| IRBProvisionShortfall | p-ca_IRBProvisionShortfall | (-) IRB Provision Shortfall |
| IlliquidAssets | p-ca_IlliquidAssets | (-) Illiquid Assets |
| IncomeCurrentYearUnaudited | p-ca_IncomeCurrentYearUnaudited | Income From Current Year When It Is Unaudited |
| IncomeNegativeCurrentYear | p-ca_IncomeNegativeCurrentYear | (-) Income (Negative) From Current Year |
| IncomePositiveCurrentYear | p-ca_IncomePositiveCurrentYear | Income (Positive) From Current Year |
| InnovativeInstrumentsSubjectLimit | p-ca_InnovativeInstrumentsSubjectLimit | Innovative Instruments Subject To Limit |
| IntangibleAssets | p-ca_IntangibleAssets | (-) Intangible Assets |
| InterimProfits | p-ca_InterimProfits | Interim Profits |
| InterimProfitsMaterialLossesCurrentFinancialYear | p-ca_InterimProfitsMaterialLossesCurrentFinancialYear | Interim Profits Or Material Losses Of The Current Financial Year |
| InternalAssessmentCapital | p-ca_InternalAssessmentCapital | Internal Assessment Of Capital |
| InternalAssessmentCapitalNeeds | p-ca_InternalAssessmentCapitalNeeds | Internal Assessment Of Capital Needs |
| InternalAssessmentSurplusDeficitCapital | p-ca_InternalAssessmentSurplusDeficitCapital | Internal Assessment Surplus (+) / Deficit (-) Of Capital |
| MaterialLossesCurrentFinancialYear | p-ca_MaterialLossesCurrentFinancialYear | (-) Material Losses Of The Current Financial Year |
| MemorandumItemOwnFundsRelevantLimitsLargeExposuresAdditionalCapitalCoverMarketRisksIsNotUsedLimitsQualifyingParticipatingInterests | p-ca_MemorandumItemOwnFundsRelevantLimitsLargeExposuresAdditionalCapitalCoverMarketRisksIsNotUsedLimitsQualifyingParticipatingInterests | Memorandum Item: Own Funds Relevant For Limits To Large Exposures When Additional Capital To Cover Market Risks Is Not Used And For Limits To Qualifying Participating Interests |
| MemorandumItemTotalOwnFundsRelevantLimitsLargeExposuresAdditionalCapitalCoverMarketRisksIsUsed | p-ca_MemorandumItemTotalOwnFundsRelevantLimitsLargeExposuresAdditionalCapitalCoverMarketRisksIsUsed | Memorandum Item: Total Own Funds Relevant For The Limits Of Large Exposures When Additional Capital To Cover Market Risks Is Used |
| MemorandumItems | p-ca_MemorandumItems | Memorandum Items: |
| MemorandumItemsIRBProvisionExcessShortfall | p-ca_MemorandumItemsIRBProvisionExcessShortfall | Memorandum Items: |
| MinimumInitialCapitalRequired | p-ca_MinimumInitialCapitalRequired | Minimum Initial Capital Required |
| MinorityInterest | p-ca_MinorityInterest | Minority Interest |
| MinorityInterestOfWhichInnovativeInstrumentsSubjectLimit | p-ca_MinorityInterestOfWhichInnovativeInstrumentsSubjectLimit | Of Which: Innovative Instruments Subject To Limit |
| MinorityInterestOfWhichNonInnovativeInstrumentsSubjectLimit | p-ca_MinorityInterestOfWhichNonInnovativeInstrumentsSubjectLimit | Of Which: Non-Innovative Instruments Subject To Limit |
| NegativeFilterFirstTimeAdoptionIASTypeAccountingRules | p-ca_NegativeFilterFirstTimeAdoptionIASTypeAccountingRules | (-) Negative Filter Of First Time Adoption Of IAS-Type Accounting Rules |
| NetGainsCapitalisationFutureMarginIncomeSecuritisations | p-ca_NetGainsCapitalisationFutureMarginIncomeSecuritisations | (-) Net Gains From Capitalisation Of Future Margin Income From Securitisations |
| NetTradingBookProfits | p-ca_NetTradingBookProfits | Net Trading Book Profits |
| NonInnovativeInstrumentsSubjectLimit | p-ca_NonInnovativeInstrumentsSubjectLimit | Non-Innovative Instruments Subject To Limit |
| OfWhichFromAdditionalOwnFunds | p-ca_OfWhichFromAdditionalOwnFunds | Of Which: (-) From Additional Own Funds |
| OfWhichGeneralProvisionCollectiveImpairment | p-ca_OfWhichGeneralProvisionCollectiveImpairment | Of Which: General Provision / Collective Impairment |
| OfWhichOriginalOwnFunds | p-ca_OfWhichOriginalOwnFunds | Of Which: (-) From Original Own Funds |
| OriginalOwnFunds | p-ca_OriginalOwnFunds | Original Own Funds |
| OtherAdjustmentsValuationDifferencesAffectingEligibleReservesTransferredCoreAdditionalOwnFunds | p-ca_OtherAdjustmentsValuationDifferencesAffectingEligibleReservesTransferredCoreAdditionalOwnFunds | Other Adjustments To Valuation Differences Affecting The Eligible Reserves Transferred To Core Additional Own Funds |
| OtherCountrySpecificDeductionsAdditionalOwnFunds | p-ca_OtherCountrySpecificDeductionsAdditionalOwnFunds | (-) Other Country-Specific Deductions To Additional Own Funds |
| OtherCountrySpecificDeductionsOriginalAdditionalOwnFunds | p-ca_OtherCountrySpecificDeductionsOriginalAdditionalOwnFunds | (-) Other Country Specific Deductions From Original And Additional Own Funds |
| OtherCountrySpecificDeductionsOriginalOwnFunds | p-ca_OtherCountrySpecificDeductionsOriginalOwnFunds | (-) Other Country Specific Deductions To Original Own Funds |
| OtherCountrySpecificDeductionsOriginalOwnFundsOther | p-ca_OtherCountrySpecificDeductionsOriginalOwnFundsOther | (-) Other |
| OtherCountrySpecificOriginalOwnFunds | p-ca_OtherCountrySpecificOriginalOwnFunds | Other Country Specific Original Own Funds |
| OtherCountrySpecificOriginalOwnFundsOther | p-ca_OtherCountrySpecificOriginalOwnFundsOther | Other |
| OtherCountrySpecificOwnFundsRequirements | p-ca_OtherCountrySpecificOwnFundsRequirements | Other Country Specific Own Funds Requirements |
| OtherDeductionsOriginalOwnFunds | p-ca_OtherDeductionsOriginalOwnFunds | (-) Other Deductions From Original Own Funds |
| OtherInstrumentsEligibleCapital | p-ca_OtherInstrumentsEligibleCapital | Other Instruments Eligible As Capital |
| OtherInstrumentsHoldRespectInsuranceUndertakingsReinsuranceUndertakingsInsuranceHoldingCompaniesParticipationIsMaintained | p-ca_OtherInstrumentsHoldRespectInsuranceUndertakingsReinsuranceUndertakingsInsuranceHoldingCompaniesParticipationIsMaintained | (-) Other Instruments Hold In Respect Of Insurance Undertakings, Reinsurance Undertakings And Insurance Holding Companies In Which A Participation Is Maintained |
| OtherValuationDifferencesAffectingEligibleReserves | p-ca_OtherValuationDifferencesAffectingEligibleReserves | Other Valuation Differences Affecting The Eligible Reserves |
| OwnShares | p-ca_OwnShares | (-) Own Shares |
| PaidUpCapital | p-ca_PaidUpCapital | Paid Up Capital |
| PartIncomeNegativeCurrentYearFilteredOutValuationDifferences | p-ca_PartIncomeNegativeCurrentYearFilteredOutValuationDifferences | Part Of Income (Negative) From Current Year To Be Filtered Out To Valuation Differences |
| PartIncomePositiveCurrentYearFilteredOutValuationDifferences | p-ca_PartIncomePositiveCurrentYearFilteredOutValuationDifferences | Part Of Income (Positive) Of The Current Year To Be Filtered Out To Valuation Differences |
| PartUnauditedIncomeCurrentYearFilteredOutValuationDifferences | p-ca_PartUnauditedIncomeCurrentYearFilteredOutValuationDifferences | Part Of The Unaudited Income From The Current Year To Be Filtered Out To Valuation Differences |
| ParticipationsHoldInsuranceUndertakingsReinsuranceUndertakingsInsuranceHoldingCompanies | p-ca_ParticipationsHoldInsuranceUndertakingsReinsuranceUndertakingsInsuranceHoldingCompanies | (-) Participations Hold In Insurance Undertakings, Reinsurance Undertakings And Insurance Holding Companies |
| ParticipationsInInsuranceUndertakings | p-ca_ParticipationsInInsuranceUndertakings | Participations In Insurance Undertakings |
| PositiveFilterFirstTimeAdoptionIASTypeAccountingRules | p-ca_PositiveFilterFirstTimeAdoptionIASTypeAccountingRules | Positive Filter Of First Time Adoption Of IAS-Type Accounting Rules |
| QualifiedParticipatingInterestNonFinancialInstitutions | p-ca_QualifiedParticipatingInterestNonFinancialInstitutions | (-) Qualified Participating Interest In Non Financial Institutions |
| Reserves | p-ca_Reserves | Reserves |
| RevaluationReserves | p-ca_RevaluationReserves | Revaluation Reserves |
| SecuritiesIndeterminateDurationOtherInstruments | p-ca_SecuritiesIndeterminateDurationOtherInstruments | Securities Of Indeterminate Duration And Other Instruments |
| SharePremium | p-ca_SharePremium | Share Premium |
| ShortTermSubordinatedLoanCapital | p-ca_ShortTermSubordinatedLoanCapital | Short Term Subordinated Loan Capital |
| SolvencyIndexRatioTakingIntoAccountSupervisoryReviewProcess | p-ca_SolvencyIndexRatioTakingIntoAccountSupervisoryReviewProcess | Solvency Index Ratio (%) Taking Into Account The Supervisory Review Process Solvency Index Ratio (%) Taking Into Account The Supervisory Review Process Solvency Index Ratio (%) Taking Into Account The Supervisory Review Process Solvency Index Ratio (%) Taking Into Account The Supervisory Review Process |
| SolvencyRatio | p-ca_SolvencyRatio | Solvency Ratio (%) |
| SolvencyRatioBeforeOtherAndTransitionalCapitalRequirements | p-ca_SolvencyRatioBeforeOtherAndTransitionalCapitalRequirements | Solvency Ratio (%) Before Other And Transitional Capital Requirements |
| SpecificProvisionIndividualImpairment | p-ca_SpecificProvisionIndividualImpairment | Of Which: Specific Provision / Individual Impairment |
| SubordinatedClaimsOtherItemsOtherCreditFinancialInstitutionsHoldingsExceed10PercentCapital | p-ca_SubordinatedClaimsOtherItemsOtherCreditFinancialInstitutionsHoldingsExceed10PercentCapital | (-) Subordinated Claims And Other Items In Other Credit And Financial Institutions In Which Holdings Exceed 10% Of Their Capital |
| SubordinatedLoanCapital | p-ca_SubordinatedLoanCapital | Subordinated Loan Capital |
| SupplementaryAdditionalOwnFunds | p-ca_SupplementaryAdditionalOwnFunds | Supplementary Additional Own Funds |
| SurplusDeficitOwnFundsBeforeOtherAndTransitionalCapitalRequirements | p-ca_SurplusDeficitOwnFundsBeforeOtherAndTransitionalCapitalRequirements | Surplus (+) / Deficit (-) Of Own Funds Before Other And Transitional Capital Requirements |
| TotalAdditionalOwnFundsGeneralSolvencyPurposes | p-ca_TotalAdditionalOwnFundsGeneralSolvencyPurposes | Total Additional Own Funds For General Solvency Purposes |
| TotalAdditionalOwnFundsSpecificCoverMarketRisks | p-ca_TotalAdditionalOwnFundsSpecificCoverMarketRisks | Total Additional Own Funds Specific To Cover Market Risks |
| UnusedEligibleOwnFundsSpecificCoverMarketRisks | p-ca_UnusedEligibleOwnFundsSpecificCoverMarketRisks | (-) Unused But Eligible Own Funds Specific To Cover Market Risks |
| ValuationDifferencesAFSAssets | p-ca_ValuationDifferencesAFSAssets | Valuation Differences In Other AFS Assets |
| ValuationDifferencesAFSLoansReceivables | p-ca_ValuationDifferencesAFSLoansReceivables | Valuation Differences In AFS Loans And Receivables |
| ValuationDifferencesCashFlowHedgesNotRelatedAFSAssets | p-ca_ValuationDifferencesCashFlowHedgesNotRelatedAFSAssets | Valuation Differences In Cash Flow Hedges Not Related To AFS Assets |
| ValuationDifferencesEligibleOriginalOwnFunds | p-ca_ValuationDifferencesEligibleOriginalOwnFunds | Valuation Differences Eligible As Original Own Funds |
| ValuationDifferencesFVOFinancialLiabilitiesOwnCreditRisk | p-ca_ValuationDifferencesFVOFinancialLiabilitiesOwnCreditRisk | Valuation Differences In FVO Financial Liabilities (Own Credit Risk) |
| ValuationDifferencesInAFSEquities | p-ca_ValuationDifferencesInAFSEquities | Valuation Differences In AFS Equities |
| ValuationDifferencesInvestmentProperty | p-ca_ValuationDifferencesInvestmentProperty | Valuation Differences In Investment Property |
| ValuationDifferencesPropertyPlantEquipment | p-ca_ValuationDifferencesPropertyPlantEquipment | Valuation Differences In Property, Plant And Equipment |
| ValueAdjustmentsCreditRiskPositionsStandardisedApproach | p-ca_ValueAdjustmentsCreditRiskPositionsStandardisedApproach | Value Adjustments For Credit Risk Positions In Standardised Approach |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-ce-2006-07-01
|
||
| NAME | ID | LABEL |
| CREQUIRBDomain | p-ce_CREQUIRBDomain | CR EQU IRB (Domain) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-ci-2006-07-01
|
||
| NAME | ID | LABEL |
| CRIRBDomain | p-ci_CRIRBDomain | CR IRB (Domain) |
| CreditDerivatives | p-ci_CreditDerivatives | Credit Derivatives |
| CreditRiskMitigationTechniquesLGDEstimatesExcludingDoubleDefaultTreatment | p-ci_CreditRiskMitigationTechniquesLGDEstimatesExcludingDoubleDefaultTreatment | Credit Risk Mitigation Techniques Taken Into Account In LGD Estimates Excluding Double Default Treatment |
| EligibleFinancialCollateral | p-ci_EligibleFinancialCollateral | Eligible Financial Collateral |
| ExposureWeightedAverageMaturityValueDays | p-ci_ExposureWeightedAverageMaturityValueDays | Exposure Weighted Average Maturity Value (Days) |
| FundedCreditProtection | p-ci_FundedCreditProtection | Funded Credit Protection |
| Guarantees | p-ci_Guarantees | Guarantees |
| NumberObligors | p-ci_NumberObligors | Number Of Obligors |
| OtherEligibleCollateral | p-ci_OtherEligibleCollateral | Other Eligible Collateral |
| OtherFundedCreditProtection | p-ci_OtherFundedCreditProtection | Other Funded Credit Protection |
| OtherPhysicalCollateral | p-ci_OtherPhysicalCollateral | Other Physical Collateral |
| OwnEstimatesLGDsUsedOtherFundedCreditProtection | p-ci_OwnEstimatesLGDsUsedOtherFundedCreditProtection | Own Estimates Of LGD's Are Used: Other Funded Credit Protection |
| OwnEstimatesLGDsUsedUnfundedCreditProtection | p-ci_OwnEstimatesLGDsUsedUnfundedCreditProtection | Own Estimates Of LGD's Are Used: Unfunded Credit Protection |
| RealEstate | p-ci_RealEstate | Real Estate |
| Receivables | p-ci_Receivables | Receivables |
| SubjectDoubleDefaultTreatment | p-ci_SubjectDoubleDefaultTreatment | Subject To Double Default Treatment |
| UnfundedCreditProtection | p-ci_UnfundedCreditProtection | Unfunded Credit Protection |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-cm-ca-2006-07-01
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||
| NAME | ID | LABEL |
| CapitalRequirements | p-cm-ca_CapitalRequirements | Capital Requirements |
| CapitalRequirementsRelatedFixedOverheads | p-cm-ca_CapitalRequirementsRelatedFixedOverheads | Capital Requirements Related To Fixed Overheads |
| CommonCAItemsDomain | p-cm-ca_CommonCAItemsDomain | Common CA Items (Domain) |
| CreditRiskCapitalRequirements | p-cm-ca_CreditRiskCapitalRequirements | Total Capital Requirements For Credit, Counterparty Credit, Dilution And Delivery Risks |
| MarketRiskCapitalRequirements | p-cm-ca_MarketRiskCapitalRequirements | Total Capital Requirements For Position, Foreign Exchange and Commodity Risks |
| OperationalRiskCapitalRequirements | p-cm-ca_OperationalRiskCapitalRequirements | Total Capital Requirements For Operational Risks (OpR) |
| OtherTransitionalCapitalRequirements | p-cm-ca_OtherTransitionalCapitalRequirements | Other And Transitional Capital Requirements |
| SettlementRiskCapitalRequirements | p-cm-ca_SettlementRiskCapitalRequirements | Settlement Risk |
| SurplusDeficitOwnFunds | p-cm-ca_SurplusDeficitOwnFunds | Surplus (+) / Deficit (-) Of Own Funds |
| SurplusDeficitOwnFundsTakingIntoAccountSupervisoryReviewProcess | p-cm-ca_SurplusDeficitOwnFundsTakingIntoAccountSupervisoryReviewProcess | Surplus (+) / Deficit (-) Of Own Funds Taking Into Account The Supervisory Review Process |
| TotalOriginalOwnFundsGeneralSolvencyPurposes | p-cm-ca_TotalOriginalOwnFundsGeneralSolvencyPurposes | Total Original Own Funds For General Solvency Purposes |
| TotalOwnFundsSolvencyPurposes | p-cm-ca_TotalOwnFundsSolvencyPurposes | Total Own Funds For Solvency Purposes |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-cm-cr-2006-07-01
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||
| NAME | ID | LABEL |
| BreakdownFullyAdjustedExposureValueOffBalanceSheetItemsConversionFactors | p-cm-cr_BreakdownFullyAdjustedExposureValueOffBalanceSheetItemsConversionFactors | Breakdown Of The Fully Adjusted Exposure Value (E*) Of Off-Balance Sheet Items According To Conversion Factors |
| CommonCRItemsDomain | p-cm-cr_CommonCRItemsDomain | Common CR Items (Domain) |
| ConversionFactor0Percent | p-cm-cr_ConversionFactor0Percent | 0% |
| ConversionFactorBetween0And20Percent | p-cm-cr_ConversionFactorBetween0And20Percent | >0 And <=20 |
| ConversionFactorBetween20And50Percent | p-cm-cr_ConversionFactorBetween20And50Percent | >20 And <=50 |
| ConversionFactorBetween50And100Percent | p-cm-cr_ConversionFactorBetween50And100Percent | >50 And <=100 |
| CreditRiskMitigationTechniquesAffectingAmountExposureFundedCreditProtection | p-cm-cr_CreditRiskMitigationTechniquesAffectingAmountExposureFundedCreditProtection | (-) Credit Risk Mitigation Techniques Affecting The Amount Of The Exposure: Funded Credit Protection Financial Collateral Comprehensive Method Adjusted Value (Cvam) |
| CreditRiskMitigationTechniquesSubstitutionEffectsExposure | p-cm-cr_CreditRiskMitigationTechniquesSubstitutionEffectsExposure | Credit Risk Mitigation (CRM) Techniques With Substitution Effects On The Exposure |
| CreditRiskMitigationTechniquesSubstitutionEffectsExposureFundedCreditProtection | p-cm-cr_CreditRiskMitigationTechniquesSubstitutionEffectsExposureFundedCreditProtection | Funded Credit Protection |
| DeductedOwnFunds | p-cm-cr_DeductedOwnFunds | (-) Deducted From Own Funds |
| ExpectedLossAmount | p-cm-cr_ExpectedLossAmount | Expected Loss Amount |
| ExposureCRMSubstitutionEffectsPreConversionFactors | p-cm-cr_ExposureCRMSubstitutionEffectsPreConversionFactors | Exposure After CRM Substitution Effects Pre Conversion Factor |
| ExposureCRMSubstitutionEffectsPreConversionFactorsOfWhichOffBalanceSheetItems | p-cm-cr_ExposureCRMSubstitutionEffectsPreConversionFactorsOfWhichOffBalanceSheetItems | Of Which: Off Balance Sheet Items |
| ExposureValue | p-cm-cr_ExposureValue | Exposure Value |
| ExposureValueOfWhichOffBalanceSheetItems | p-cm-cr_ExposureValueOfWhichOffBalanceSheetItems | Of Which: Off Balance Sheet Items |
| ExposureWeightedAverageLgd | p-cm-cr_ExposureWeightedAverageLgd | Exposure Weighted Average LGD (%) |
| FullyAdjustedExposureValue | p-cm-cr_FullyAdjustedExposureValue | Fully Adjusted Exposure Value (E*) |
| FundedProtection | p-cm-cr_FundedProtection | (-) Funded Protection (Cvam) |
| InternalRatingSystem | p-cm-cr_InternalRatingSystem | Internal Rating System |
| MemorandumItemCapitalRequirementsOutflowsSecuritisationsExposureClasses | p-cm-cr_MemorandumItemCapitalRequirementsOutflowsSecuritisationsExposureClasses | Memorandum Item: Capital Requirements Corresponding To The Outflows From The IRB/SA Securitisations To Other Exposure Classes |
| MemorandumItems | p-cm-cr_MemorandumItems | Memorandum Items |
| MemorandumItemsValueAdjustmentsProvisions | p-cm-cr_MemorandumItemsValueAdjustmentsProvisions | Value Adjustments And Provisions |
| NotionalAmountRetainedRepurchasedCreditProtection | p-cm-cr_NotionalAmountRetainedRepurchasedCreditProtection | Notional Amount Retained Or Repurchased Of Credit Protection |
| OfWhichArisingCounterpartyCreditRisk | p-cm-cr_OfWhichArisingCounterpartyCreditRisk | Of Which: Arising From Counterparty Credit Risk |
| OriginalExposurePreConversionFactors | p-cm-cr_OriginalExposurePreConversionFactors | Original Exposure Pre Conversion Factors |
| PdAssignedObligorGradePool | p-cm-cr_PdAssignedObligorGradePool | Pd Assigned To The Obligor Grade Or Pool (%) |
| RiskWeightedExposureAmount | p-cm-cr_RiskWeightedExposureAmount | Risk Weighted Exposure Amount |
| SecuritisationPositions | p-cm-cr_SecuritisationPositions | Securitisation Positions |
| SubjectRiskWeights | p-cm-cr_SubjectRiskWeights | Subject To Risk Weights |
| SubstitutionExposureCRM | p-cm-cr_SubstitutionExposureCRM | Substitution Of The Exposure Due To CRM |
| SubstitutionExposureCRMTotalInflows | p-cm-cr_SubstitutionExposureCRMTotalInflows | Total Inflows |
| SubstitutionExposureCRMTotalOutflows | p-cm-cr_SubstitutionExposureCRMTotalOutflows | (-) Total Outflows |
| SyntheticSecuritizationsCreditProtectionSecuritisedExposures | p-cm-cr_SyntheticSecuritizationsCreditProtectionSecuritisedExposures | Synthetic Securitizations: Credit Protection To The Securitised Exposures |
| SyntheticSecuritizationsCreditProtectionSecuritisedExposuresTotalOutflows | p-cm-cr_SyntheticSecuritizationsCreditProtectionSecuritisedExposuresTotalOutflows | (-) Total Outflows |
| TotalAmountSecuritisedExposuresOriginated | p-cm-cr_TotalAmountSecuritisedExposuresOriginated | Total Amount Of Securitised Exposures Originated |
| TotalCapitalRequirementsBeforeCAP | p-cm-cr_TotalCapitalRequirementsBeforeCAP | Total Capital Requirements Before CAP |
| UnfundedCreditProtection | p-cm-cr_UnfundedCreditProtection | Unfunded Credit Protection |
| UnfundedCreditProtectionAdjustedValues | p-cm-cr_UnfundedCreditProtectionAdjustedValues | Unfunded Credit Protection: Adjusted Values (Ga) |
| UnfundedCreditProtectionCreditDerivatives | p-cm-cr_UnfundedCreditProtectionCreditDerivatives | Credit Derivatives |
| UnfundedCreditProtectionGuarantees | p-cm-cr_UnfundedCreditProtectionGuarantees | Guarantees |
| UnfundedProtectionAdjustedValue | p-cm-cr_UnfundedProtectionAdjustedValue | Unfunded Protection: Adjusted Value (Ga) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-cm-mr-2006-07-01
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||
| NAME | ID | LABEL |
| AllPositions | p-cm-mr_AllPositions | All Positions |
| AllPositionsLong | p-cm-mr_AllPositionsLong | Long |
| AllPositionsShort | p-cm-mr_AllPositionsShort | Short |
| CommonMRItemsDomain | p-cm-mr_CommonMRItemsDomain | Common MR Items (Domain) |
| MemorandumItems | p-cm-mr_MemorandumItems | Memorandum Items |
| MemorandumItemsLong | p-cm-mr_MemorandumItemsLong | Long |
| MemorandumItemsPositions | p-cm-mr_MemorandumItemsPositions | Positions |
| MemorandumItemsShort | p-cm-mr_MemorandumItemsShort | Short |
| NetPositions | p-cm-mr_NetPositions | Net Positions |
| NetPositionsLong | p-cm-mr_NetPositionsLong | Long |
| NetPositionsShort | p-cm-mr_NetPositionsShort | Short |
| NetPositionsSubjectToCapitalCharge | p-cm-mr_NetPositionsSubjectToCapitalCharge | Net Positions Subject To Capital Charge |
| Positions | p-cm-mr_Positions | Positions |
| ReductionEffectUnderwritingPositions | p-cm-mr_ReductionEffectUnderwritingPositions | Reduction Effect for Underwriting Positions |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-cs-2006-07-01
|
||
| NAME | ID | LABEL |
| BreakdownFullyAdjustedExposureOffBalanceSheetItemsConversionFactors | p-cs_BreakdownFullyAdjustedExposureOffBalanceSheetItemsConversionFactors | Breakdown Of The Fully Adjusted Exposure Of Off Balance Sheet Items By Conversion Factors |
| CRSADomain | p-cs_CRSADomain | CR SA (Domain) |
| CreditDerivatives | p-cs_CreditDerivatives | Credit Derivatives |
| CreditRiskMitigationTechniquesAffectingAmountExposureFundedCreditProtectionFinancialCollateralComprehensiveMethod | p-cs_CreditRiskMitigationTechniquesAffectingAmountExposureFundedCreditProtectionFinancialCollateralComprehensiveMethod | Credit Risk Mitigation Techniques Affecting The Amount Of The Exposure: Funded Credit Protection. Financial Collateral Comprehensive Method |
| ExposureNetValueAdjustmentsProvisions | p-cs_ExposureNetValueAdjustmentsProvisions | Exposure Net Of Value Adjustments And Provisions |
| ExposureValue | p-cs_ExposureValue | Exposure Value |
| FinancialCollateralAdjustedValueCvam | p-cs_FinancialCollateralAdjustedValueCvam | (-) Financial Collateral Adjusted Value (Cvam) |
| FinancialCollateralSimpleMethod | p-cs_FinancialCollateralSimpleMethod | Financial Collateral: Simple Method |
| FullyAdjustedExposureValue | p-cs_FullyAdjustedExposureValue | Fully Adjusted Exposure Value (E*) |
| FundedCreditProtection | p-cs_FundedCreditProtection | Funded Credit Protection |
| Guarantees | p-cs_Guarantees | Guarantees |
| NetExposureCrmSubstitutionEffectsPreConversionFactors | p-cs_NetExposureCrmSubstitutionEffectsPreConversionFactors | Net Exposure After CRM Substitution Effects Pre Conversion Factors |
| OtherFundedCreditProtection | p-cs_OtherFundedCreditProtection | Other Funded Credit Protection |
| Percent0 | p-cs_Percent0 | 0 % |
| Percent100 | p-cs_Percent100 | 100 % |
| Percent20 | p-cs_Percent20 | 20 % |
| Percent50 | p-cs_Percent50 | 50 % |
| SubstitutionExposureCrm | p-cs_SubstitutionExposureCrm | Substitution Of The Exposure Due To CRM |
| TotalInflows | p-cs_TotalInflows | Total Inflows |
| TotalOutflows | p-cs_TotalOutflows | (-) Total Outflows |
| UnfundedCreditProtectionAdjustedValues | p-cs_UnfundedCreditProtectionAdjustedValues | Unfunded Credit Protection Adjusted Values (Ga) |
| ValueAdjustmentsProvisionsAssociatedOriginalExposure | p-cs_ValueAdjustmentsProvisionsAssociatedOriginalExposure | (-) Value Adjustments And Provisions Associated With The Original Exposure |
| VolatilityAdjustmentExposure | p-cs_VolatilityAdjustmentExposure | Volatility Adjustment To The Exposure |
| VolatilityMaturityAdjustments | p-cs_VolatilityMaturityAdjustments | (-) Volatility And Maturity Adjustments |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-ct-2006-07-01
|
||
| NAME | ID | LABEL |
| CRTBSETTDomain | p-ct_CRTBSETTDomain | CR TB SETT (Domain) CR TB SETT (Domain) CR TB SETT (Domain) CR TB SETT (Domain) |
| PriceDifferenceExposureDueToUnsettledTransactions | p-ct_PriceDifferenceExposureDueToUnsettledTransactions | Price Difference Exposure Due To Unsettled Transactions Price Difference Exposure Due To Unsettled Transactions Price Difference Exposure Due To Unsettled Transactions Price Difference Exposure Due To Unsettled Transactions |
| UnsettledTransactionsAtSettlementPrice | p-ct_UnsettledTransactionsAtSettlementPrice | Unsettled Transactions At Settlement Price Unsettled Transactions At Settlement Price Unsettled Transactions At Settlement Price Unsettled Transactions At Settlement Price |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-gd-2006-07-01
|
||
| NAME | ID | LABEL |
| GroupSolvencyDetailsInformationAffiliatesDomain | p-gd_GroupSolvencyDetailsInformationAffiliatesDomain | Group Solvency Details Information on Affiliates (Domain) Group Solvency Details Information on Affiliates (Domain) Group Solvency Details Information on Affiliates (Domain) Group Solvency Details Information on Affiliates (Domain) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-mc-2006-07-01
|
||
| NAME | ID | LABEL |
| MKRSACOMDomain | p-mc_MKRSACOMDomain | MKR SA COM (Domain) |
| PositionsSubjectToCapitalCharge | p-mc_PositionsSubjectToCapitalCharge | Positions Subject to Capital Charge Positions Subject to Capital Charge Positions Subject to Capital Charge Positions Subject to Capital Charge |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-md-2006-07-01
|
||
| NAME | ID | LABEL |
| Actual | p-md_Actual | Actual Actual Actual Actual |
| ConfidenceLevel99Percent | p-md_ConfidenceLevel99Percent | Confidence Level = 99% Confidence Level = 99% Confidence Level = 99% Confidence Level = 99% |
| Hypothetical | p-md_Hypothetical | Hypothetical Hypothetical Hypothetical Hypothetical |
| IncrementalDefaultRiskSurcharge | p-md_IncrementalDefaultRiskSurcharge | Incremental Default Risk Surcharge Incremental Default Risk Surcharge Incremental Default Risk Surcharge Incremental Default Risk Surcharge |
| InternalVaR | p-md_InternalVaR | Internal VaR Internal VaR Internal VaR Internal VaR |
| InternalVaRLimit | p-md_InternalVaRLimit | Internal VaR Limit Internal VaR Limit Internal VaR Limit Internal VaR Limit |
| MKRIMDetailsDomain | p-md_MKRIMDetailsDomain | MKR IM Details (domain) |
| PLEffectivelyBacktesting | p-md_PLEffectivelyBacktesting | P&L Effectively Used for Backtesting P&L Effectively Used for Backtesting P&L Effectively Used for Backtesting P&L Effectively Used for Backtesting |
| RegulatoryVaR | p-md_RegulatoryVaR | Regulatory VaR Regulatory VaR Regulatory VaR Regulatory VaR |
| SpecificRiskSurcharge | p-md_SpecificRiskSurcharge | Specific Risk Surcharge Specific Risk Surcharge Specific Risk Surcharge Specific Risk Surcharge |
| VaRT1 | p-md_VaRT1 | VaR (T=1) VaR (T=1) VaR (T=1) VaR (T=1) |
| VaRT10 | p-md_VaRT10 | VaR (T=10) VaR (T=10) VaR (T=10) VaR (T=10) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-me-2006-07-01
|
||
| NAME | ID | LABEL |
| MKRSAEQUDomain | p-me_MKRSAEQUDomain | MKR SA EQU (Domain) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-mf-2006-07-01
|
||
| NAME | ID | LABEL |
| MKRSAFXDomain | p-mf_MKRSAFXDomain | MKR SA FX (Domain) |
| PositionsSubjectCapitalCharge | p-mf_PositionsSubjectCapitalCharge | Positions Subject To Capital Charge (Including Redistribution Of Unmatched Positions In Currencies Subject To Special Treatment For Matched Positions) Positions Subject To Capital Charge (Including Redistribution Of Unmatched Positions In Currencies Subject To Special Treatment For Matched Positions) Positions Subject To Capital Charge (Including Redistribution Of Unmatched Positions In Currencies Subject To Special Treatment For Matched Positions) Positions Subject To Capital Charge (Including Redistribution Of Unmatched Positions In Currencies Subject To Special Treatment For Matched Positions) |
| PositionsSubjectCapitalChargeLong | p-mf_PositionsSubjectCapitalChargeLong | Long Long Long Long |
| PositionsSubjectCapitalChargeMatched | p-mf_PositionsSubjectCapitalChargeMatched | Matched Matched Matched Matched |
| PositionsSubjectCapitalChargeShort | p-mf_PositionsSubjectCapitalChargeShort | Short Short Short Short |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-mi-2006-07-01
|
||
| NAME | ID | LABEL |
| IncrementalDefaultRiskSurcharge | p-mi_IncrementalDefaultRiskSurcharge | Incremental Default Risk Surcharge Incremental Default Risk Surcharge Incremental Default Risk Surcharge Incremental Default Risk Surcharge |
| MarketRiskInternalModels | p-mi_MarketRiskInternalModels | Market Risk Internal Models (Domain) |
| MemorandumItems | p-mi_MemorandumItems | Memorandum Items Memorandum Items Memorandum Items Memorandum Items |
| MultiplicationFactor | p-mi_MultiplicationFactor | Multiplication Factor Multiplication Factor Multiplication Factor Multiplication Factor |
| MultiplicationFactorXAveragePrevious60WorkingDaysVaR | p-mi_MultiplicationFactorXAveragePrevious60WorkingDaysVaR | Multiplication Factor x Average Of Previous 60 Working Days VaR Multiplication Factor x Average Of Previous 60 Working Days VaR Multiplication Factor x Average Of Previous 60 Working Days VaR Multiplication Factor x Average Of Previous 60 Working Days VaR |
| NumberOfOvershootingsDuringPrevious250WorkingDays | p-mi_NumberOfOvershootingsDuringPrevious250WorkingDays | Number Of Overshootings During Previous 250 Working Days Number Of Overshootings During Previous 250 Working Days Number Of Overshootings During Previous 250 Working Days Number Of Overshootings During Previous 250 Working Days |
| PreviousDayVaR | p-mi_PreviousDayVaR | Previous Day VaR Previous Day VaR Previous Day VaR Previous Day VaR |
| SpecificRiskSurcharge | p-mi_SpecificRiskSurcharge | Specific Risk Surcharge Specific Risk Surcharge Specific Risk Surcharge Specific Risk Surcharge |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-mt-2006-07-01
|
||
| NAME | ID | LABEL |
| AllowanceDueToTradingBookPositionsHedgedByCreditDerivatives | p-mt_AllowanceDueToTradingBookPositionsHedgedByCreditDerivatives | Allowance Due To Trading Book Positions Hedged By Credit Derivatives Allowance Due To Trading Book Positions Hedged By Credit Derivatives Allowance Due To Trading Book Positions Hedged By Credit Derivatives Allowance Due To Trading Book Positions Hedged By Credit Derivatives |
| MKRSATDIDomain | p-mt_MKRSATDIDomain | MKR SA TDI (Domain) |
| ToLongNetPositions | p-mt_ToLongNetPositions | To Long Net Positions To Long Net Positions To Long Net Positions To Long Net Positions |
| ToShortNetPositions | p-mt_ToShortNetPositions | To Short Net Positions To Short Net Positions To Short Net Positions To Short Net Positions |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-od-2006-07-01
|
||
| NAME | ID | LABEL |
| MaximumSingleLoss | p-od_MaximumSingleLoss | Maximum Single Loss |
| MemorandumItemHighestThresholdAppliedDataCollection | p-od_MemorandumItemHighestThresholdAppliedDataCollection | Highest Highest Highest Highest |
| MemorandumItemLowestThresholdAppliedDataCollection | p-od_MemorandumItemLowestThresholdAppliedDataCollection | Lowest Lowest Lowest Lowest |
| MemorandumItemThresholdAppliedDataCollection | p-od_MemorandumItemThresholdAppliedDataCollection | Memorandum Item: Threshold Applied In Data Collection Memorandum Item: Threshold Applied In Data Collection Memorandum Item: Threshold Applied In Data Collection Memorandum Item: Threshold Applied In Data Collection |
| NumberOfEvents | p-od_NumberOfEvents | Number Of Events |
| OPRDetailsDomain | p-od_OPRDetailsDomain | OPR Details (Domain) |
| TotalLossAmount | p-od_TotalLossAmount | Total Loss Amount |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-ol-2006-07-01
|
||
| NAME | ID | LABEL |
| BreakdownGrossLossByBusinessLines | p-ol_BreakdownGrossLossByBusinessLines | Breakdown Of Gross Loss (%) By Business Lines |
| FirstPaymentFromRiskTransferMechanisms | p-ol_FirstPaymentFromRiskTransferMechanisms | First Payment From Risk Transfer Mechanisms |
| GrossLossAmount | p-ol_GrossLossAmount | Gross Loss Amount |
| LatestPaymentFromRiskTransferMechanisms | p-ol_LatestPaymentFromRiskTransferMechanisms | Latest Payment From Risk Transfer Mechanisms |
| LossAlreadyDirectlyRecovered | p-ol_LossAlreadyDirectlyRecovered | Loss Already Directly Recovered |
| LossAlreadyRecoveredFromRiskTransferMechanisms | p-ol_LossAlreadyRecoveredFromRiskTransferMechanisms | Loss Already Recovered From Risk Transfer Mechanisms |
| LossPotentiallyToBeRecoveredDirectlyOrFromRiskTransferMechanisms | p-ol_LossPotentiallyToBeRecoveredDirectlyOrFromRiskTransferMechanisms | Loss Potentially To Be Recovered Directly Or From Risk Transfer Mechanisms |
| OPRLOSSDetailsDomain | p-ol_OPRLOSSDetailsDomain | OPR LOSS Details (domain) |
| Ocurrence | p-ol_Ocurrence | Ocurrence |
| OfWhichUnrealized | p-ol_OfWhichUnrealized | Of Which: Unrealized |
| Recognition | p-ol_Recognition | Recognition |
| RelatedToCROrMKR | p-ol_RelatedToCROrMKR | Related To Credit Risk (CR) Or Market Risk (MKR) |
| RelevantDatesEvents | p-ol_RelevantDatesEvents | Relevant Dates For The Events |
| RiskEventType | p-ol_RiskEventType | Risk Event Type (Number) |
| Status | p-ol_Status | Status: Ended? Yes/No |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-op-2006-07-01
|
||
| NAME | ID | LABEL |
| AMAMemorandumItems | p-op_AMAMemorandumItems | AMA Memorandum Items to be Reported if Applicable |
| AlleviationCapitalRequirementsCapturedInBusinessPractices | p-op_AlleviationCapitalRequirementsCapturedInBusinessPractices | Alleviation of Capital Requirements due to the Expected Loss Captured in Business Practices |
| AlleviationCapitalRequirementsRiskTransferMechanisms | p-op_AlleviationCapitalRequirementsDueRiskTransferMechanisms | Alleviation of Capital Requirements due to Risk Transfer Mechanisms |
| CapitalRequirementsBeforeAlleviation | p-op_CapitalRequirementsBeforeAlleviation | Capital Requirements Before Alleviation due to Expected Loss and Risk Transfer Mechanisms |
| ExcessOnLimitCapitalAlleviation | p-op_ExcessOnLimitCapitalAlleviation | Excess on Limit for Capital Alleviation of Risk Transfer Mechanisms |
| GrossIncome | p-op_GrossIncome | Gross Income |
| LastYearGrossIncome | p-op_LastYearGrossIncome | Last Year |
| LastYearLoansAdvances | p-op_LastYearLoansAdvances | Last Year |
| LoansAdvances | p-op_LoansAdvances | Loans and Advances (in case of ASA Application) |
| OPRDomain | p-op_OPRDomain | OPR (Domain) |
| OfWhichAllocationMechanism | p-op_OfWhichAllocationMechanism | Of Which: Due to an Allocation Mechanism |
| OfWhichDueInsurance | p-op_OfWhichDueInsurance | Of Which: Due to Insurance |
| Year2GrossIncome | p-op_Year2GrossIncome | Year-2 |
| Year2LoansAdvances | p-op_Year2LoansAdvances | Year-2 |
| Year3GrossIncome | p-op_Year3GrossIncome | Year-3 |
| Year3LoansAdvances | p-op_Year3LoansAdvances | Year-3 |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-sd-2006-07-01
|
||
| NAME | ID | LABEL |
| ApproachAppliedSaIrbMix | p-sd_ApproachAppliedSaIrbMix | Approach Applied (Sa/Irb/Mix) Approach Applied (Sa/Irb/Mix) |
| CRSECDetailsDomain | p-sd_CRSECDetailsDomain | CR SEC Details (Domain) CR SEC Details (Domain) |
| ControlledYesNo | p-sd_ControlledYesNo | Controlled? (Yes/No) Controlled? (Yes/No) |
| ConversionFactorApplied | p-sd_ConversionFactorApplied | Conversion Factor Applied Conversion Factor Applied |
| DirectCreditSubstitute | p-sd_DirectCreditSubstitute | Direct Credit Substitute Direct Credit Substitute |
| EarlyAmortisation | p-sd_EarlyAmortisation | Early Amortisation Early Amortisation |
| ElgdPct | p-sd_ElgdPct | ELGD % ELGD % |
| EligibleLiquidityFacilities | p-sd_EligibleLiquidityFacilities | Eligible Liquidity Facilities Eligible Liquidity Facilities |
| ExposureValueDeductedFromOwnFundsNegative | p-sd_ExposureValueDeductedFromOwnFundsNegative | (-) Exposure Value Deducted From Own Funds (-) Exposure Value Deducted From Own Funds |
| FirstLoss | p-sd_FirstLoss | First Loss First Loss |
| FirstLossOnBalanceSheetItems | p-sd_FirstLossOnBalanceSheetItems | First Loss First Loss |
| FirstLossRated | p-sd_FirstLossRated | Rated Rated |
| FirstLossUnrated | p-sd_FirstLossUnrated | Unrated Unrated |
| IdentifierOfTheSecuritisation | p-sd_IdentifierOfTheSecuritisation | Identifier Of The Securitisation Identifier Of The Securitisation |
| InstitutionsSharePct | p-sd_InstitutionsSharePct | Institution's Share(%) Institution's Share(%) |
| Mezzanine | p-sd_Mezzanine | Mezzanine Mezzanine |
| MezzanineRated | p-sd_MezzanineRated | Rated Rated |
| MezzanineUnrated | p-sd_MezzanineUnrated | Unrated Unrated |
| MostSenior | p-sd_MostSenior | Most Senior Most Senior |
| MostSeniorRated | p-sd_MostSeniorRated | Rated Rated |
| MostSeniorUnrated | p-sd_MostSeniorUnrated | Unrated Unrated |
| NonAbcpPrograms | p-sd_NonAbcpPrograms | Non ABCP Programs Non ABCP Programs |
| NumberOfExposures | p-sd_NumberOfExposures | Number Of Exposures Number Of Exposures |
| OffBalanceSheetItemsAndDerivatives | p-sd_OffBalanceSheetItemsAndDerivatives | Off-Balance Sheet Items And Derivatives Off-Balance Sheet Items And Derivatives |
| OnBalanceSheetItems | p-sd_OnBalanceSheetItems | On Balance Sheet Items On Balance Sheet Items |
| OriginationDatemmyyyy | p-sd_OriginationDateMmYyyy | Origination Date (mm/yyyy) Origination Date (mm/yyyy) |
| Other | p-sd_Other | Other Other |
| OwnFundsRequirementsBeforeSecuritisationPct | p-sd_OwnFundsRequirementsBeforeSecuritisationPct | Own Funds Requirements Before Securitisation % Own Funds Requirements Before Securitisation % |
| RoleOfTheInstitutionSponsorOriginator | p-sd_RoleOfTheInstitutionSponsorOriginator | Role Of The Institution:(Sponsor / Originator) Role Of The Institution:(Sponsor / Originator) |
| SecuritisationPositionsOriginalExposurePreConversionFactors | p-sd_SecuritisationPositionsOriginalExposurePreConversionFactors | Securitisation Positions (Original Exposure Pre Conversion Factors) Securitisation Positions (Original Exposure Pre Conversion Factors) |
| SecuritisationStructure | p-sd_SecuritisationStructure | Securitisation Structure Securitisation Structure |
| SecuritisationTypeTraditionalSynthetic | p-sd_SecuritisationTypeTraditionalSynthetic | Securitisation Type:(Traditional / Synthetic) Securitisation Type:(Traditional / Synthetic) |
| SecuritisedExposuresOriginated | p-sd_SecuritisedExposuresOriginated | Securitised Exposures Originated Securitised Exposures Originated |
| TotalAmount | p-sd_TotalAmount | Total Amount Total Amount |
| TotalAmountOfSecuritisedExposuresOriginatedAtOriginationDate | p-sd_TotalAmountOfSecuritisedExposuresOriginatedAtOriginationDate | Total Amount Of Securitised Exposures Originated At Origination Date Total Amount Of Securitised Exposures Originated At Origination Date |
| Type | p-sd_Type | Type Type |
| ValueAdjustmentsAndProvisions | p-sd_ValueAdjustmentsAndProvisions | (-) Value Adjustments And Provisions (-) Value Adjustments And Provisions |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-si-2006-07-01
|
||
| NAME | ID | LABEL |
| BreakdownExposureValueSubjectRiskWeights | p-si_BreakdownExposureValueSubjectRiskWeights | Breakdown of the Exposure Value Subject to Risk Weights According to Risk Weights Breakdown of the Exposure Value Subject to Risk Weights According to Risk Weights |
| CRSECIRBDomain | p-si_CRSECIRBDomain | CR SEC IRB (Domain) |
| ExposureValueRiskWeightBreakdown1250Percent | p-si_ExposureValueRiskWeightBreakdown1250Percent | 1250% 1250% |
| ExposureValueRiskWeightBreakdown250PercentRated | p-si_ExposureValueRiskWeightBreakdown250PercentRated | Rated Rated |
| ExposureValueRiskWeightBreakdown250PercentUnrated | p-si_ExposureValueRiskWeightBreakdown250PercentUnrated | Unrated Unrated |
| ExposureValueRiskWeightBreakdownInternalAssesmentApproach | p-si_ExposureValueRiskWeightBreakdownInternalAssesmentApproach | Internal Assesment Approach Internal Assesment Approach |
| ExposureValueRiskWeightBreakdownInternalAssesmentApproachAverageRiskWeight | p-si_ExposureValueRiskWeightBreakdownInternalAssesmentApproachAverageRiskWeight | Average Risk Weight (%) Average Risk Weight (%) |
| ExposureValueRiskWeightBreakdownLookThrough | p-si_ExposureValueRiskWeightBreakdownLookThrough | Look Through Look Through |
| ExposureValueRiskWeightBreakdownRatingBasedMethod | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod | Ratings Based Method (Credit Quality Steps 1 to 11 in Long Term Table or 1 to 3 in Short Term Table) Ratings Based Method (Credit Quality Steps 1 to 11 in Long Term Table or 1 to 3 in Short Term Table) |
| ExposureValueRiskWeightBreakdownRatingBasedMethod100Percent | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod100Percent | 100% 100% |
| ExposureValueRiskWeightBreakdownRatingBasedMethod12To18Percent | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod12To18Percent | 12% - 18% 12% - 18% |
| ExposureValueRiskWeightBreakdownRatingBasedMethod20To35Percent | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod20To35Percent | 20% - 35% 20% - 35% |
| ExposureValueRiskWeightBreakdownRatingBasedMethod250Percent | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod250Percent | 250% 250% |
| ExposureValueRiskWeightBreakdownRatingBasedMethod425Percent | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod425Percent | 425% 425% |
| ExposureValueRiskWeightBreakdownRatingBasedMethod50To75Percent | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod50To75Percent | 50% - 75% 50% - 75% |
| ExposureValueRiskWeightBreakdownRatingBasedMethod650Percent | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod650Percent | 650% 650% |
| ExposureValueRiskWeightBreakdownRatingBasedMethod6To10Percent | p-si_ExposureValueRiskWeightBreakdownRatingBasedMethod6To10Percent | 6% - 10% 6% - 10% |
| ExposureValueRiskWeightBreakdownSupervisoryFormulaMethod | p-si_ExposureValueRiskWeightBreakdownSupervisoryFormulaMethod | Supervisory Formula Method Supervisory Formula Method |
| ExposureValueRiskWeightBreakdownSupervisoryFormulaMethodAverageRiskWeight | p-si_ExposureValueRiskWeightBreakdownSupervisoryFormulaMethodAverageRiskWeight | Average Risk Weight (%) Average Risk Weight (%) |
| ReductionInRiskWeightedExposureAmountDueToValudeAdjustmentsAndProvisions | p-si_ReductionInRiskWeightedExposureAmountDueToValudeAdjustmentsAndProvisions | (-) Reduction in Risk Weighted Exposure Amount due to Value Adjustments and Provisions (-) Reduction in Risk Weighted Exposure Amount due to Value Adjustments and Provisions |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/p-ss-2006-07-01
|
||
| NAME | ID | LABEL |
| BreakdownExposureValueSubjectRiskWeights | p-ss_BreakdownExposureValueSubjectRiskWeights | Breakdown Of The Exposure Value Subject To Risk Weights According To Risk Weights |
| CRSECSADomain | p-ss_CRSECSADomain | CR SEC SA (Domain) |
| ExposureNetValueAdjustmentsProvisions | p-ss_ExposureNetValueAdjustmentsProvisions | Exposure Net Of Value Adjustments And Provisions Exposure Net Of Value Adjustments And Provisions |
| ExposureValueRiskWeightBreakdown1250Percent | p-ss_ExposureValueRiskWeightBreakdown1250Percent | 1250% 1250% |
| ExposureValueRiskWeightBreakdownLookThrough | p-ss_ExposureValueRiskWeightBreakdownLookThrough | Look-Through Look-Through |
| ExposureValueRiskWeightBreakdownLookThroughOfWhichSecondLossABCP | p-ss_ExposureValueRiskWeightBreakdownLookThroughOfWhichSecondLossABCP | Of Which: Second Loss In ABCP Of Which: Second Loss In ABCP |
| ExposureValueRiskWeightBreakdownRated100Percent | p-ss_ExposureValueRiskWeightBreakdownRated100Percent | 100% 100% |
| ExposureValueRiskWeightBreakdownRated1250Percent | p-ss_ExposureValueRiskWeightBreakdownRated1250Percent | Rated Rated |
| ExposureValueRiskWeightBreakdownRated20Percent | p-ss_ExposureValueRiskWeightBreakdownRated20Percent | 20% 20% |
| ExposureValueRiskWeightBreakdownRated350Percent | p-ss_ExposureValueRiskWeightBreakdownRated350Percent | 350% 350% |
| ExposureValueRiskWeightBreakdownRated50Percent | p-ss_ExposureValueRiskWeightBreakdownRated50Percent | 50% 50% |
| ExposureValueRiskWeightBreakdownRatedCreditQualitySteps1to4 | p-ss_ExposureValueRiskWeightBreakdownRatedCreditQualitySteps1to4 | Rated (Credit Quality Steps 1 To 4) Rated (Credit Quality Steps 1 To 4) |
| ExposureValueRiskWeightBreakdownUnrated1250Percent | p-ss_ExposureValueRiskWeightBreakdownUnrated1250Percent | Unrated Unrated |
| NetExposureAfterCRMSubstitutionEffectsPreConversionFactors | p-ss_NetExposureAfterCRMSubstitutionEffectsPreConversionFactors | Net Exposure After CRM Substitution Effects Pre Conversion Factors |
| ValueAdjustmentsProvisions | p-ss_ValueAdjustmentsProvisions | (-) Value Adjustments And Provisions (-) Value Adjustments And Provisions |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-ca-2006-07-01
|
||
| NAME | ID | LABEL |
| CreditRiskIRBNoOwnEstimatesHypercube | t-ca_CreditRiskIRBNoOwnEstimatesHypercube | Credit Risk IRB No Own Estimates (Hypercube) |
| CreditRiskIRBOwnEstimatesHypercube | t-ca_CreditRiskIRBOwnEstimatesHypercube | Credit Risk IRB Own Estimates (Hypercube) |
| CreditRiskMainHypercube | t-ca_CreditRiskMainHypercube | Credit Risk Main (Hypercube) |
| CreditRiskSAHypercube | t-ca_CreditRiskSAHypercube | Credit Risk SA (Hypercube) |
| MarketRiskHypercube | t-ca_MarketRiskHypercube | Market Risk (Hypercube) |
| OperationalRiskHypercube | t-ca_OperationalRiskHypercube | Operational Risk (Hypercube) |
| SettlementRiskHypercube | t-ca_SettlementRiskHypercube | Settlement Risk (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-ce-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcSimpleRiskWeightApproachTotalHypercube | t-ce_ExcSimpleRiskWeightApproachTotalHypercube | Excluded Simple Risk Weight Approach Total (Hypercube) |
| SectionObligorGradeBreakdownHypercube | t-ce_SectionObligorGradeBreakdownHypercube | Section Obligor Grade Breakdown (Hypercube) |
| SectionPDLGDAndSimpleRiskWeightHypercube | t-ce_SectionPDLGDAndSimpleRiskWeightHypercube | Section PD/LGD And Simple Risk Weight (Hypercube) |
| SectionTotalExposuresAndInternalModelsApproachHypercube | t-ce_SectionTotalExposuresAndInternalModelsApproachHypercube | Section Total Exposures And Internal Models Approach (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-ci-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcAlternativeTreatmentForSectionExposuresHypercube | p-ci_ExcAlternativeTreatmentForSectionExposuresHypercube | Excluded Alternative Treatment For Section Exposures (Hypercube) |
| ExcBalanceSheetForSectionExposureTypesHypercube | p-ci_ExcBalanceSheetForSectionExposureTypesHypercube | Excluded Balance Sheet For Section Exposure Types (Hypercube) |
| ExcDilutionRiskForSectionExposuresHypercube | p-ci_ExcDilutionRiskForSectionExposuresHypercube | Excluded Dilution Risk For Section Exposures (Hypercube) |
| ExcExposureClassesHypercube | p-ci_ExcExposureClassesHypercube | Excluded Exposure Classes (Hypercube) |
| ExcExposuresFromFreeDeliveriesForSectionExposuresHypercube | p-ci_ExcExposuresFromFreeDeliveriesForSectionExposuresHypercube | Excluded Exposures From Free Deliveries For Section Exposures (Hypercube) |
| ExcOwnEstimatesNoForSectionExposureTypesHypercube | p-ci_ExcOwnEstimatesNoForSectionExposureTypesHypercube | Excluded Own Estimates No For Section Exposure Types (Hypercube) |
| ExcOwnEstimatesNoForSectionExposuresHypercube | p-ci_ExcOwnEstimatesNoForSectionExposuresHypercube | Excluded Own Estimates No For Section Exposures (Hypercube) |
| ExcSlottingCriteriaForSectionExposuresHypercube | p-ci_ExcSlottingCriteriaForSectionExposuresHypercube | Excluded Slotting Criteria For Section Exposures (Hypercube) |
| ExcTotalExposuresHypercube | p-ci_ExcTotalExposuresHypercube | Excluded Total Exposures (Hypercube) |
| SectionExposureTypesHypercube | p-ci_SectionExposureTypesHypercube | Section Exposure Types (Hypercube) |
| SectionExposuresHypercube | p-ci_SectionExposuresHypercube | Section Exposures (Hypercube) |
| SectionObligroGradeHypercube | p-ci_SectionObligroGradeHypercube | Section Obligor Grade (Hypercube) |
| SectionRiskWeightHypercube | p-ci_SectionRiskWeightHypercube | Section Risk Weight (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-cs-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcBalanceSheetItemsHypercube | t-cs_ExcBalanceSheetItemsHypercube | Excluded Balance Sheet Items |
| ExcExposureTypesButOffBalanceSheetItemHypercube | t-cs_ExcExposureTypesButOffBalanceSheetItemHypercube | Excluded Exposure Types But Off Balance Sheet Item (Hypercube) |
| SectionExposureTypesHypercube | t-cs_SectionExposureTypesHypercube | Section Exposure Types (Hypercube) |
| SectionRiskWeightsHypercube | t-cs_SectionRiskWeightsHypercube | Section Risk Weights (Hypercube) |
| SectionTotalExposuresHypercube | t-cs_SectionTotalExposuresHypercube | Section Total Exposures (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-ct-2006-07-01
|
||
| NAME | ID | LABEL |
| SectionMainHypercube | t-ct_SectionMainHypercube | Section Main (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-gd-2006-07-01
|
||
| NAME | ID | LABEL |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-mc-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcMaturityZonesHypercube | t-mc_ExcMaturityZonesHypercube | Excluded Maturity Zones (Hypercube) |
| ExcPositionsAndRisksHypercube | t-mc_ExcPositionsAndRisksHypercube | Excluded Positions and Risks (Hypercube) |
| SectionMainHypercube | t-mc_SectionMainHypercube | Section Main (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-md-2006-07-01
|
||
| NAME | ID | LABEL |
| SectionMainHypercube | t-md_SectionMainHypercube | Section Main (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-me-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcOtherNonDeltaRisksOptionsHypercube | t-me_ExcOtherNonDeltaRisksOptionsHypercube | Excluded Other Non-Delta Risks Options (Hypercube) |
| ExcStockIndexFuturesHypercube | t-me_ExcStockIndexFuturesHypercube | Excluded Stock-Index Futures (Hypercube) |
| SectionMainHypercube | t-me_SectionMainHypercube | Section Main (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-mf-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcCurrenciesHypercube | t-mf_ExcCurrenciesHypercube | Excluded Currencies (Hypercube) |
| ExcMemorandumItemsHypercube | t-mf_ExcMemorandumItemsHypercube | Excluded Memorandum Items (Hypercube) |
| ExcOtherCurrenciesandGoldHypercube | t-mf_ExcOtherCurrenciesandGoldHypercube | Excluded Other Currencies and Gold (Hypercube) |
| ExcOtherNonDeltaRisksHypercube | t-mf_ExcOtherNonDeltaRisksHypercube | Excluded Other Non-Delta Risks (Hypercube) |
| SectionMainHypercube | t-mf_SectionMainHypercube | Section Main (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-mi-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcMemorandumItemsHypercube | t-mi_ExcMemorandumItemsHypercube | Excluded Memorandum Items (Hypercube) |
| ExcRisksHypercube | t-mi_ExcRisksHypercube | Excluded Risks (Hypercube) |
| SectionMainHypercube | t-mi_SectionMainHypercube | Section Main (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-mt-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcGeneralRiskHypercube | t-mt_ExcGeneralRiskHypercube | Excluded General Risk (Hypercube) |
| ExcMatchedWeightedPositionsHypercube | t-mt_ExcMatchedWeightedPositionsHypercube | Excluded Matched Weighted Positions (Hypercube) |
| ExcOtherNonDeltaRisksOptionsHypercube | t-mt_ExcOtherNonDeltaRisksOptionsHypercube | Excluded Other Non-Delta Risks Options (Hypercube) |
| ExcParticularAndMarginBasedApproachesHypercube | t-mt_ExcParticularAndMarginBasedApproachesHypercube | Excluded Particular and Margin-Based Approaches (Hypercube) |
| ExcZonesHypercube | t-mt_ExcZonesHypercube | Excluded Zones (Hypercube) |
| SectionMainHypercube | t-mt_SectionMainHypercube | Section Main (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-od-2006-07-01
|
||
| NAME | ID | LABEL |
| hcAll | t-od_hcAll | Section All (Hypercube) |
| hcExcludedEventTypes | t-od_hcExcludedEventTypes | Section Excluded Event Types (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-ol-2006-07-01
|
||
| NAME | ID | LABEL |
| hcBusinessLines | t-ol_hcBusinessLines | Section Business Lines (Hypercube) |
| hcSectionAll | t-ol_hcSectionAll | All Section Cube (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-op-2006-07-01
|
||
| NAME | ID | LABEL |
| hcAllBankingActivities | t-op_hcAllBankingActivities | Section All Banking Activities (Hypercube) |
| hcExcludedTotalBankingActivitiesAMA | t-op_hcExcludedTotalBankingActivitiesAMA | Excluded Total Banking Activities Subject to AMA (Hypercube) |
| hcExcludedTotalBankingActivitiesBIA | t-op_hcExcludedTotalBankingActivitiesBIA | Excluded Total Banking Activities Subject to BIA (Hypercube) |
| hcExcludedTotalBankingActivitiesSTAAlternative | t-op_hcExcludedTotalBankingActivitiesSTAAlternative | Excluded Total Banking Activities Subject to STA / Alternative (Hypercube) |
| hcSectionSubjectToASAandBusinessLines | t-op_hcSectionSubjectToASAandBusinessLines | Section Subject to ASA and Business Lines (Hypercube) |
| hcSectionSubjectToSTAAllBusinessLines | t-op_hcSectionSubjectToSTAAllBusinessLines | Section Subject To STA All Business Lines (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-sd-2006-07-01
|
||
| NAME | ID | LABEL |
| MainSectionHypercube | t-sd_MainSectionHypercube | Main Section (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-si-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcludedEarlyAmortizationHypercube | t-si_ExcludedEarlyAmortizationHypercube | Excluded Early Amortization (Hypercube) |
| ExcludedExposureTypesForOriginatorWithTraditionalSecuritisationHypercube | t-si_ExcludedExposureTypesForOriginatorWithTraditionalSecuritisationHypercube | Excluded Exposure Types For Originator With Traditional Securitisation (Hypercube) |
| ExcludedExposuresWithTraditionalSecuritisationHypercube | t-si_ExcludedExposuresWithTraditionalSecuritisationHypercube | Excluded Exposures With Traditional Securitisation (Hypercube) |
| ExcludedInvestorAndSponsorTotalExposuresHypercube | t-si_ExcludedInvestorAndSponsorTotalExposuresHypercube | Excluded Investor And Sponsor Total Exposures (Hypercube) |
| ExcludedInvestorOnBalanceSheetItemsHypercube | t-si_ExcludedInvestorOnBalanceSheetItemsHypercube | Excluded Investor On Balance Sheet Items (Hypercube) |
| ExcludedOffBalanceSheetItemsDerivativesHypercube | t-si_ExcludedOffBalanceSheetItemsDerivativesHypercube | Excluded Off Balance Sheet Items and Derivatives (Hypercube) |
| ExcludedOriginatorOnBalanceSheetItemsHypercube | t-si_ExcludedOriginatorOnBalanceSheetItemsHypercube | Excluded Originator On Balance Sheet Items (Hypercube) |
| ExcludedOriginatorTotalExposuresHypercube | t-si_ExcludedOriginatorTotalExposuresHypercube | Excluded Originator Total Exposures (Hypercube) |
| ExcludedSponsorOnBalanceSheetItemsHypercube | t-si_ExcludedSponsorOnBalanceSheetItemsHypercube | Excluded Sponsor On Balance Sheet Items (Hypercube) |
| SectionExposureTypesForInvestorHypercube | t-si_SectionExposureTypesForInvestorHypercube | Section Exposure Types For Investor (Hypercube) |
| SectionExposureTypesForOriginatorHypercube | t-si_SectionExposureTypesForOriginatorHypercube | Section Exposure Types For Originator (Hypercube) |
| SectionExposureTypesForSponsorHypercube | t-si_SectionExposureTypesForSponsorHypercube | Section Exposure Types For Sponsor (Hypercube) |
| SectionExposuresHypercube | t-si_SectionExposuresHypercube | Section Exposures (Hypercube) |
|
http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-ss-2006-07-01
|
||
| NAME | ID | LABEL |
| ExcludedEarlyAmortizationHypercube | t-ss_ExcludedEarlyAmortizationHypercube | Excluded Early Amortization (Hypercube) |
| ExcludedInvestorAndSponsorTotalExposuresHypercube | t-ss_ExcludedInvestorAndSponsorTotalExposuresHypercube | Excluded Investor and Sponsor Total Exposures (Hypercube) |
| ExcludedOnBalanceSheetItemsForInvestorHypercube | t-ss_ExcludedOnBalanceSheetItemsForInvestorHypercube | Excluded On Balance Sheet Itmes for Investor (Hypercube) |
| ExcludedOnBalanceSheetItemsForOriginatorHypercube | t-ss_ExcludedOnBalanceSheetItemsForOriginatorHypercube | Excluded On Balance Sheet Items for Originator (Hypercube) |
| ExcludedOnBalanceSheetItemsForSponsorHypercube | t-ss_ExcludedOnBalanceSheetItemsForSponsorHypercube | Excluded On Balance Sheet Itmes for Sponsor (Hypercube) |
| ExcludedOriginatorTotalExposuresHypercube | t-ss_ExcludedOriginatorTotalExposuresHypercube | Excluded Originator Total Exposures (Hypercube) |
| ExcludedTraditionalSecuritisationForOriginatorHypercube | t-ss_ExcludedTraditionalSecuritisationForOriginatorHypercube | Excluded Traditional Securitisation for Originator (Hypercube) |
| ExcludedTraditionalSecuritisationTotalExposuresHypercube | t-ss_ExcludedTraditionalSecuritisationTotalExposuresHypercube | Excluded Traditional Securitisation Total Exposures (Hypercube) |
| SectionExposureTypesForInvestorHypercube | t-ss_SectionExposureTypesForInvestorHypercube | Section Exposure Types for Investor (Hypercube) |
| SectionExposureTypesForOriginatorHypercube | t-ss_SectionExposureTypesForOriginatorHypercube | Section Exposure Types for Originator (Hypercube) |
| SectionExposureTypesForSponsorHypercube | t-ss_SectionExposureTypesForSponsorHypercube | Section Exposure Types for Sponsor (Hypercube) |
| SectionExposuresHypercube | t-ss_SectionExposuresHypercube | Section Exposures (Hypercube) |