C 17.01.b - OPR Details - Operational risks: Thresholds applied in data collections





MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION
LOWESTHIGHEST
CodeLabel00900100
0009 - CORPORATE FINANCE [CF]
0020Gross loss amount (new events)236375236366
0109 - TRADING AND SALES [TS]
0120Gross loss amount (new events)236380236371
0209 - RETAIL BROKERAGE [RBr]
0220Gross loss amount (new events)236379236370
0309 - COMMERCIAL BANKING [CB]
0320Gross loss amount (new events)236374236365
0409 - RETAIL BANKING [RB]
0420Gross loss amount (new events)236378236369
0509 - PAYMENT AND SETTLEMENT [PS]
0520Gross loss amount (new events)236377236368
0609 - AGENCY SERVICES [AS]
0620Gross loss amount (new events)236372236363
0709 - ASSET MANAGEMENT [AM]
0720Gross loss amount (new events)236373236364
0809 - CORPORATE ITEMS [CI]
0820Gross loss amount (new events)236376236367




Dimensions
MetricDetails the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
Metric - Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
BaseDefines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It determines whether the data point has a "debit" or a "credit" attribute.
Base items - Defines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It may determine whether the data point has a "debit" or a "credit" attribute.
Type of riskIndicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Type of risk - Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Business lineDefines the business line that generates operational risk.
Type of activity - Defines the type of activity reported (e.g. asset management or custody)