C 33.00.a - General governments exposures by country of the counterparty and regulatory approach (Gov)





Direct exposuresExposure valueRisk weighted exposure amount
On-balance sheet exposuresAccumulated impairmentAccumulated negative changes in fair value due to credit riskDerivativesOff-balance sheet exposures
Total gross carrying amount of non-derivative financial assetsTotal carrying amount of non-derivative financial assets (net of short positions)Non-derivative financial assets by accounting portfoliosShort positions of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or lossof which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equityDerivatives with positive fair valueDerivatives with negative fair valueNominal amountProvisionsAccumulated negative changes in fair value due to credit risk
Financial assets held for tradingTrading financial assetsNon-trading financial assets mandatorily at fair value through profit or lossFinancial assets designated at fair value through profit or lossNon-trading non-derivative financial assets measured at fair value through profit or lossFinancial assets at fair value through other comprehensive incomeNon-trading non-derivative financial assets measured at fair value to equityFinancial assets at amortised costNon-trading non-derivative financial assets measured at a cost-based methodOther non-trading non-derivative financial assets Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets Carrying amountNotional amountCarrying amountNotional amount
CodeLabel010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180 190 200 210 220 230 240 250 260 290 300
010 Total exposures234544234552234368234483234601234345234437234624234460234575234406234506235881234670234314234708244603234739234716235711236119235889236111236508235873244611235947236503
015 - BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES
020 Exposures under the credit risk framework234540234541234366234481234599234343234435234622234458234573234404234504235685234668234312234704235694234737234705235683235689235686235688235693235684235695235687235692
030 Standardised Approach234530234535234361234476234594234338234430234617234453234568234399234499235078234663234307234694235670234732234699235072235600235079235599235663235077235675235116235658
040 Central governments234534234539234365234480234598234342234434234621234457234572234403234503235090234667234311234698235674234736234703235076235608235091235607235667235089235679235120235662
050 Regional governments or local authorities234533234538234364234479234597234341234433234620234456234571234402234502235087234666234310234697235673234735234702235075235606235088235605235666235086235678235119235661
060 Public sector entities234532234537234363234478234596234340234432234619234455234570234401234501235084234665234309234696235672234734234701235074235604235085235603235665235083235677235118235660
070 International Organisations234531234536234362234477234595234339234431234618234454234569234400234500235081234664234308234695235671234733234700235073235602235082235601235664235080235676235117235659
075 Other general government exposures subject to Standardised Approach408936408937408842408915408974408832408895408984408905408940408893408933409208408994408827408997409236409000408998409206409233409209409232409235409207409237409231409234
080 IRB Approach234514234522234353234468234586234330234422234609234445234560234391234491234759234655234299234678235056234724234686234750234988234760234987235042234758235064234794235034
090 Central governments234521234529234360234475234593234337234429234616234452234567234398234498234780234662234306234685235063234731234693234757235002234781235001235049234779235071234801235041
100 Regional governments or local authorities [Central governments and central banks]234519234527234358234473234591234335234427234614234450234565234396234496234774234660234304234683235061234729234691234755234998234775234997235047234773235069234799235039
110 Regional governments or local authorities [Institutions]234520234528234359234474234592234336234428234615234451234566234397234497234777234661234305234684235062234730234692234756235000234778234999235048234776235070234800235040
120 Public sector entities [Central governments and central banks]234517234525234356234471234589234333234425234612234448234563234394234494234768234658234302234681235059234727234689234753234994234769234993235045234767235067234797235037
130 Public sector entities [Institutions]234518234526234357234472234590234334234426234613234449234564234395234495234771234659234303234682235060234728234690234754234996234772234995235046234770235068234798235038
140 International Organisations [Central governments and central banks]234515234523234354234469234587234331234423234610234446234561234392234492234762234656234300234679235057234725234687234751234990234763234989235043234761235065234795235035
155 Other general government exposures subject to IRB approach408934408935408841408914408973408831408894408983408904408939408892408932409194408993408826408995409204408999408996409192409199409195409198409201409193409205409196409200
160 Exposures under the market risk framework234542234543234367234482234600234344234436234623234459234574234405234505235698234669234313234706235704234738234707235696235701235699235700235703235697235705
165 - BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY
170 [ 0 - 3M [234545234553234369234484234602234346234438234625234461234576234407234507235882234671234315234709244604234740234717235712236120235890236112236509235874244612
180 [ 3M - 1Y [234546234554234370234485234603234347234439234626234462234577234408234508235883234672234316234710244605234741234718235713236121235891236113236510235875244613
190 [ 1Y - 2Y [234547234555234371234486234604234348234440234627234463234578234409234509235884234673234317234711244606234742234719235714236122235892236114236511235876244614
200 [ 2Y - 3Y [234548234556234372234487234605234349234441234628234464234579234410234510235885234674234318234712244607234743234720235715236123235893236115236512235877244615
210 [ 3Y - 5Y [234549234557234373234488234606234350234442234629234465234580234411234511235886234675234319234713244608234744234721235716236124235894236116236513235878244616
220 [ 5Y - 10Y [234550234558234374234489234607234351234443234630234466234581234412234512235887234676234320234714244609234745234722235717236125235895236117236514235879244617
230 [ 10Y - more234551234559234375234490234608234352234444234631234467234582234413234513235888234677234321234715244610234746234723235718236126235896236118236515235880244618




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.
Main categorySpecifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Approach for prudential purposesApproach used for the calculation of capital requirements.
Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
Exposure classDefines the exposure class for capital requirement purposes
Exposure classes - Defines the exposure class for capital requirement purposes
Counterparty sectorDefines the sector of the counterparty of financial instruments (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
Accounting portfolioAccounting portfolios shall mean financial instruments aggregated by valuation rules (e.g. "Available-for-sale financial assets"). Accounting portfolios only comprise financial assets and financial liabilities.
Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book).
Main category that generates the provisionDefines the main category that generates the related provisions.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Residence of counterpartyDefines the geographical area where the counterparty of the contract or transaction resides.
Geographical area - Geographical area
Residual maturityTime remaining from the reporting date to the maturity date.
Time interval - Time bands (e.g. > 60 days <= 90 days).