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Dimension



Prudential portfolio

Defines whether it is reported the trading book business, the "banking" book business, or both of them.
Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book).


Members of this dimension

x10 - Banking and trading book (Reports:C 02.00; C 04.00; C 07.00.a; C 07.00.b; C 07.00.d; C 08.01.a; C 08.01.b; C 08.02; C 09.01.a; C 09.01.b; C 09.02; C 09.04; )
x11 - Banking book (Reports:C 02.00; C 07.00.a; C 07.00.b; C 07.00.c; C 09.04; C 10.01; C 11.00; C 13.01; C 15.00; C 28.00; C 29.00; C 43.00.b; )
x51 - Trading book (Reports:C 02.00; C 09.04; C 11.00; C 14.01; C 18.00; C 19.00; C 20.00; C 21.00; C 22.00; C 23.00; C 24.00; C 32.01; )
x698 - Portfolios under Core approach.Main (Reports:C 32.02.a; C 32.02.b; C 32.02.c; C 32.03; C 32.04; )
x699 - Portfolios under Core approach.Fallback (Reports:C 32.02.a; C 32.02.c; )
x99 - Portfolios under Core approach (Reports:C 32.02.a; C 32.02.c; )
x100 - Portfolios under Core approach.Trading book (Reports:C 32.02.a; C 32.02.c; )





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 09.01.bCR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default
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 11.00CR SETT - Settlement/Delivery risk
C 13.01CR SEC - (CR SEC) Credit risk: Securitisations
C 14.01CR SEC Details - (CR SEC Details) Detailed information on securitisations by approach
C 15.00CR IP Losses - Exposures and losses from lending collateralised immovable property
C 18.00MKR SA TDI - Market risk: Standardised Approach for traded debt instruments
C 19.00MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations
C 20.00MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio
C 21.00MKR SA EQU - Market risk: Standardised Approach for position risk in equities
C 22.00MKR SA FX - Market risk: Standardised Approaches for foreign exchange risk
C 23.00MKR SA COM - Market risk: Standardised Approach for position risk in commodities
C 24.00MKR IM 1 - Market risk: Internal models - Total
C 25.00CVA - CVA RISK
C 28.00LE 2 - Exposures in the non-trading and trading book
C 29.00LE 3 - Detail of the exposures to individual clients within groups of connected clients
C 32.01Prudent valuation. Fair-Valued assets and liabilities
C 32.02.aPrudent valuation: Core approach Pre and post diversification
C 32.02.bPrudent valuation: Core approach - AVAs assessed to have zero value
C 32.02.cPrudent valuation: Core approach Other
C 32.03Prudent valuation. Model risk AVA
C 32.04Prudent valuation. Concentrated positions AVA
C 41.00LR2 - On- and off-balance sheet items additional breakdown of exposures
C 43.00.aLR4 - Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book
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)