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Dimension



Exposure class

Defines the exposure class for capital requirement purposes
Exposure classes - Defines the exposure class for capital requirement purposes


Members of this dimension

x1 - Equity exposures (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 09.02; C 10.01; C 10.02; )
x2 - Exposures to corporates other than specialised lending (Reports:C 02.00; C 08.01.a; C 08.01.b; C 08.02; C 09.02; )
x3 - Exposures to corporates - specialised lending (Reports:C 02.00; C 08.01.a; C 08.01.b; C 08.02; C 09.02; )
x4 - Exposure classes excluding equities, securitisations and other non credit-obligation assets (Reports:C 02.00; C 08.01.a; C 08.01.b; C 08.02; )
x5 - Exposures to corporates (Reports:C 09.02; C 43.00.c; )
x6 - Other non credit-obligation assets (Reports:C 02.00; )
x7 - Retail exposures - other (Reports:C 02.00; C 08.01.a; C 08.01.b; C 08.02; C 09.02; )
x8 - Retail exposures - qualifying revolving (Reports:C 02.00; C 08.01.a; C 08.01.b; C 08.02; C 09.02; )
x9 - Retail exposures secured by immovable property (Reports:C 02.00; C 08.01.a; C 08.01.b; C 08.02; C 09.02; )
x11 - Exposure classes excluding securitisation exposure class (Reports:)
x12 - Exposures in default (Reports:C 02.00; C 07.00.a; C 07.00.b; C 07.00.d; C 09.01.a; C 43.00.b; )
x13 - Exposures in the form of covered bonds (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 43.00.b; C 51.00.b; C 51.00.x; C 60.00.a; C 60.00.w; C 61.00.b; C 61.00.x; F 32.01; )
x14 - Exposures in the form of units or shares in CIUs (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; )
x15 - Exposures secured by mortgages on immovable property (Reports:C 02.00; C 07.00.a; C 07.00.b; C 07.00.c; C 09.01.a; C 43.00.b; )
x16 - Exposures to central governments or central banks (Reports:C 02.00; C 07.00.a; C 07.00.b; C 08.01.a; C 08.01.b; C 08.02; C 09.01.a; C 09.02; C 33.00.a; C 43.00.b; C 43.00.c; )
x17 - Exposures to corporates without a short-term credit assessment (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 43.00.b; )
x18 - Exposures to institutions and corporates with a short-term credit assessment (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; )
x19 - Exposures to institutions without a short-term credit assessment (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 43.00.b; )
x20 - Exposures to international organisations (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 33.00.a; )
x21 - Exposures to multilateral development banks (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 43.00.b; )
x22 - Exposures to public sector entities (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 33.00.a; C 43.00.b; )
x23 - Exposures to regional governments or local authorities (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 33.00.a; C 43.00.b; )
x24 - Items associated with a particular high risk (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; )
x25 - Other items (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; )
x26 - Retail exposures (Reports:C 02.00; C 07.00.a; C 07.00.b; C 09.01.a; C 09.02; C 43.00.b; C 43.00.c; C 52.00.a; C 52.00.w; )
x27 - Items representing securitisation positions (Reports:C 02.00; C 09.04; C 13.01; C 43.00.b; C 43.00.c; )
x28 - Equity exposures, Items representing securitisation positions, Other non-credit obligation assets (Reports:C 43.00.c; )
x29 - Retail exposures, Exposures to corporate (Reports:C 43.00.c; )
x30 - Exposures to central governments or central banks, Exposures to regional governments or local authorities, Exposures to multilateral development banks, Exposures to international organisations, Exposures to public sector entities (Reports:C 43.00.b; )
x31 - Exposures to multilateral development banks, Exposures to international organisations (Reports:C 43.00.b; )
x32 - Exposures to regional governments or local authorities, Exposures to multilateral development banks, Exposure to international organisations, Exposures to public sector entities (Reports:C 43.00.b; )
x33 - Items associated with a particular high risk, Exposures to institutions and corporates with a short-term credit assessment, Exposures in the form of units or shares in CIUs , Equity claims, Other items (Reports:C 43.00.b; )
x35 - Exposures to institutions (Reports:C 02.00; C 08.01.a; C 08.01.b; C 08.02; C 09.02; C 33.00.a; C 43.00.c; )
x36 - Exposures other than in the form of covered bonds (Reports:C 51.00.b; C 51.00.x; F 32.02.a; F 32.04.b; F 36.02.a; F 36.02.c; )
x37 - IRB Claims or contingent claims excluding equity claims and securitisation positions (Reports:C 04.00; )
x39 - Exposures classes other than Retail exposures (Reports:C 52.00.a; C 52.00.w; )
x40 - Exposure classes excluding securitisations and other non credit-obligation assets (Reports:C 09.02; )
x202 - Exposures other than exposures to central governments, central banks, regional governments or local authorities, public sector entities and international organisations (Reports:C 33.00.a; )
x203 - Exposures other than exposures to central governments or central banks and institutions (Reports:C 33.00.a; )





Reports using this dimension


C 02.00CA 2 - Capital Adequacy - Risk Exposure Amounts
C 04.00CA 4 - Capital Adequacy - Memorandum Items
C 07.00.aCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
C 07.00.bCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk
C 07.00.cCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property
C 07.00.dCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 08.01.aCR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL
C 08.01.bCR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet
C 08.02CR IRB 2 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades
C 09.01.aCR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures)
C 09.02CR GB 2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures)
C 09.04CCB - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate
C 10.01CR EQU IRB 1 - Credit risk: Equity - IRB approaches to capital requirements - TOTAL
C 10.02CR EQU IRB 2 - Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades
C 13.01CR SEC - (CR SEC) Credit risk: Securitisations
C 33.00.aGeneral governments exposures by country of the counterparty and regulatory approach (Gov)
C 43.00.bLR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)
C 43.00.cLR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)
C 51.00.bLC - Assets - Liquidity Coverage. Liquid assets (II). Total
C 51.00.xLC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies
C 52.00.aLC - Outflows - Liquidity Coverage. Outflows (I). Total
C 52.00.wLC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies
C 60.00.aSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total
C 60.00.wSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies
C 61.00.bSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total
C 61.00.xSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies
F 32.01AE-ASS - Asset encumbrance: Encumbrance overview - Assets
F 32.02.aAE-COL - Asset encumbrance: Encumbrance overview - Collateral (a)
F 32.04.bAE-SOU - Asset encumbrance: Sources of encumbrance (b)
F 36.01.aAE-ADV1 - Asset encumbrance: Advance template for assets of the reporting institution (a)
F 36.01.cAE-ADV1 - Asset encumbrance: Advance template for assets of the reporting institution (c)
F 36.02.aAE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (a)
F 36.02.cAE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (c)