Home DataPointModel



Dimension



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").
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").


Members of this dimension






Reports using this dimension


A 00.01Nature of Report (AE)
C 00.01Nature of Report (COREP)
C 01.00CA 1 - Capital Adequacy - Own funds definition
C 02.00CA 2 - Capital Adequacy - Risk Exposure Amounts
C 03.00CA 3 - Capital Adequacy - Ratios
C 04.00CA 4 - Capital Adequacy - Memorandum Items
C 05.01CA 5.01 - Capital Adequacy - Transitional provisions: Summary
C 05.02CA 5.02 - Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid
C 06.01GS - Group Solvency - Total
C 06.02GS - Group Solvency
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 08.03Credit risk and free deliveries: IRB approach to capital requirements: breakdown by PD ranges (CR IRB 3)
C 08.04Credit risk and free deliveries: IRB approach to capital requirements: RWEA flow statements (CR IRB 4)
C 08.05Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD (CR IRB 5)
C 08.05.1.aCredit risk and free deliveries: IRB approach to capital requirements: back-testing of PD according to point (f) of article 180(1) (CR IRB 5) (I)
C 08.05.1.bCredit risk and free deliveries: IRB approach to capital requirements: back-testing of PD according to point (f) of article 180(1) (CR IRB 5) (II)
C 08.06Credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6)
C 08.07Credit risk and free deliveries: IRB approach to capital requirements: scope of use of IRB and SA approaches (CR IRB 7)
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 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 101.00Details on exposures in Low Default Portfolios by counterparty
C 102.00Details on exposures in Low Default Portfolios
C 103.00Details on exposures in High Default Portfolios
C 105.01Definition of internal models
C 105.02Mapping of internal models to portfolios
C 105.03Mapping of internal models to countries
C 106.00Initial Market Valuation and exclusion justification
C 106.01Risk sensitivities by Instrument
C 107.01.aVaR, SVaR and PV. Details
C 107.01.bVaR, SVaR and PV. Details.Comments
C 107.02VaR and SVaR non-CTP. Base currency results
C 108.00One year profit & loss VaR non-CTP
C 109.01.aIRC. Details of the model
C 109.01.bIRC. Details of the model. Comments
C 109.02.aIRC. Details by portfolio (I)
C 109.02.bIRC. Details by portfolio (II)
C 109.03IRC. Amount by portfolio/date
C 11.00CR SETT - Settlement/Delivery risk
C 110.01.aCT. Details of the model
C 110.01.bCT. Details of the model. Comments
C 110.02.aCT. Details by portfolio (I)
C 110.02.bCT. Details by portfolio (II)
C 110.03CT. APR by portfolio/date
C 111.00Details on exposures in Low Default Portfolios by counterparty
C 112.00Details on exposures in Low Default Portfolios by counterparty by economic scenario
C 113.00Details on exposures in Low Default Portfolios by counterparty by facility
C 114.00Details on macroeconomic scenarios per country
C 120.01SBM. Risk sensitivities by Instrument/Portfolio
C 120.02SBM. OFR Composition by Portfolio
C 120.03SBM. OFR
C 13.01CR SEC - (CR SEC) Credit risk: Securitisations
C 14.00CR SEC Details - Detailed information on 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 16.00.aOPR - Operational risk - Excluding AMA
C 16.00.bOPR - Operational risk - AMA
C 17.01.aOPR Details - Operational risks: Gross losses by business lines and event types in the last year
C 17.01.bOPR Details - Operational risks: Thresholds applied in data collections
C 17.02OPR Losses - (OPR Losses) Operational risks: Large loss events
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 26.00LE limits - Large exposures limits
C 27.00LE 1 - Identification of the counterparty
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 33.00.aGeneral governments exposures by country of the counterparty and regulatory approach (Gov)
C 33.00.bGeneral governments exposures by country of the counterparty and regulatory approach (Gov)
C 34.01.aSize of the derivative business (CCR 1) (I)
C 34.01.bSize of the derivative business (CCR 1) (II)
C 34.02CCR exposures by approach (CCR 2)
C 34.03CCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (CCR 3)
C 34.04CCR exposures treated with the original exposure method (OEM) (CCR 4)
C 34.05CCR exposures treated with the internal model method (IMM) (CCR 5)
C 34.06Top twenty counterparties (CCR 6)
C 34.07IRB approach – CCR exposures by exposure class and PD scale (CCR 7)
C 34.08.aComposition of collateral for CCR exposures (CCR 8) (I)
C 34.08.bComposition of collateral for CCR exposures (CCR 8) (II)
C 34.09Credit derivatives exposures (CCR 9)
C 34.10Exposures to CCPs (CCR 10)
C 34.11RWEA flow statements of CCR exposures under the IMM (CCR 11)
C 35.01NPE loss coverage: Calculation of deductions for non-performing exposures (NPE LC1)
C 35.02NPE loss coverage: Minimum coverage requirements and exposure values of non-performing exposure excluding forborne exposures that fall under article 47c (6) CRR (NPE LC2)
C 35.03NPE loss coverage: Minimum coverage requirements and exposure values of non-performing forborne exposures that fall under article 47c (6) CRR (NPE LC3)
C 40.00.aLR1 - Alternative treatment of the Exposure Measure (I)
C 40.00.bLR1 - Alternative treatment of the Exposure Measure (II)
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)
C 44.00LR5 - General Information
C 47.00LRCalc - Leverage ratio calculation
C 48.01Leverage ratio volatility: mean value for the reporting period (LR6.1)
C 48.02Leverage ratio volatility: daily values for the reporting period (LR6.2)
C 66.01.aMaturity ladder. Total. Overnight and higher maturity.
C 66.01.bMaturity ladder. Total. Initial stock.
C 66.01.cMaturity ladder. Total. Behavioural flows
C 66.01.wMaturity ladder. Significant currencies. Overnight and higher maturity.
C 66.01.xMaturity ladder. Significant currencies. Initial stock.
C 66.01.yMaturity ladder. Significant currencies. Behavioural flows
C 67.00.aConcentration of funding by counterparty. Total
C 67.00.wConcentration of funding by counterparty. Significant currencies
C 68.00.aConcentration of funding by product type. Total
C 68.00.wConcentration of funding by product type. Significant currencies
C 69.00.aPrices for various lengths of funding. Total
C 69.00.wPrices for various lengths of funding. Significant currencies
C 70.00.aRoll-over of funding. Total
C 70.00.wRoll-over of funding. Significant currencies
C 71.00.aConcentration of counterbalancing capacity by issuer/counterparty. Total
C 71.00.wConcentration of counterbalancing capacity by issuer/counterparty. Significant currencies
C 72.00.aLC(DA - Liquidity Coverage . Liquid assets. Total (DA)
C 72.00.wLC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA)
C 73.00.aLC(DA - Liquidity Coverage. Outflows. Total (DA)
C 73.00.wLC(DA - Liquidity Coverage. Outflows. Significant currencies (DA)
C 74.00.aLC(DA - Liquidity Coverage. Inflows. Total (DA)
C 74.00.wLC(DA - Liquidity Coverage. Inflows. Significant currencies (DA)
C 75.01.aLC(DA - Liquidity Coverage. Collateral swaps. Total (DA)
C 75.01.wLC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA)
C 76.00.aLC(DA - Liquidity Coverage. Calculations. Total (DA)
C 76.00.wLC(DA - Liquidity Coverage. Calculations. Significant currencies (DA)
C 77.00Liquidity coverage - Perimeter
C 80.00.aNSFR - Required stable funding (I). Total
C 80.00.bNSFR - Required stable funding (II). Total
C 80.00.wNSFR - Required stable funding (I). Significant currencies
C 80.00.yNSFR - Required stable funding (II). Significant currencies
C 81.00.aNSFR - Available stable funding (I). Total
C 81.00.bNSFR - Available stable funding (II). Total
C 81.00.wNSFR - Available stable funding (I). Significant currencies
C 81.00.yNSFR - Available stable funding (II). Significant currencies
C 82.00.aNSFR - Simplified required stable funding (I). Total
C 82.00.bNSFR - Simplified required stable funding (II). Total
C 82.00.wNSFR - Simplified required stable funding (I). Significant currencies
C 82.00.yNSFR - Simplified required stable funding (II). Significant currencies
C 83.00.aNSFR - Simplified available stable funding
C 83.00.wNSFR - Simplified available stable funding. Significant currencies
C 84.00.aNSFR - Summary.Total (I)
C 84.00.bNSFR - Summary.Total (II)
C 84.00.wNSFR - Summary. Significant currencies (I)
C 84.00.yNSFR - Summary.Significant currencies (II)
C 90.00Trading book and market risk thresholds (TBT)
C 91.00Alternative Standardised Approach: Summary (MKR ASA SUM)
E 00.01Nature of Report - FINREP COVID19
F 00.01Nature of Report (FINREP)
F 01.01Balance Sheet Statement [Statement of Financial Position]: Assets
F 01.02Balance Sheet Statement [Statement of Financial Position]: Liabilities
F 01.03Balance Sheet Statement [Statement of Financial Position]: Equity
F 02.00Statement of profit or loss
F 03.00Statement of comprehensive income
F 04.01Breakdown of financial assets by instrument and by counterparty sector: financial assets held for trading
F 04.02.1Breakdown of financial assets by instrument and by counterparty sector: non-trading financial assets mandatorily at fair value through profit or loss
F 04.02.2Breakdown of financial assets by instrument and by counterparty sector: financial assets designated at fair value through profit or loss
F 04.03.1Breakdown of financial assets by instrument and by counterparty sector: financial assets at fair value through other comprehensive income
F 04.04.1Breakdown of financial assets by instrument and by counterparty sector: financial assets at amortised cost
F 04.05Subordinated financial assets
F 04.06Breakdown of financial assets by instrument and by counterparty sector: trading financial assets
F 04.07Breakdown of financial assets by instrument and by counterparty sector: non-trading non-derivative financial assets measured at fair value through profit or loss
F 04.08Breakdown of financial assets by instrument and by counterparty sector: non-trading non-derivative financial assets measured at fair value to equity
F 04.09Breakdown of financial assets by instrument and by counterparty sector: non-trading debt instruments measured at a cost-based method
F 04.10Breakdown of financial assets by instrument and by counterparty sector: other non-trading non-derivative financial assets
F 05.01Breakdown of non-trading loans and advances by product
F 06.01Breakdown of non-trading loans and advances other than held for trading to non-financial corporations by NACE codes
F 07.01Financial assets subject to impairment that are past due
F 07.02Financial assets subject to impairment that are past due under national GAAP
F 08.01.aBreakdown of financial liabilities by product and by counterparty sector (a)
F 08.01.bBreakdown of financial liabilities by product and by counterparty (b)
F 08.02Subordinated liabilities
F 09.01Off-balance sheet items subject to credit risk: Loan commitments, financial guarantees and other commitments given
F 09.01.1Off-balance sheet exposures: loan commitments, financial guarantees and other commitments given
F 09.02Loan commitments, financial guarantees and other commitments received
F 10.00Derivatives: Trading
F 11.01Derivatives - Hedge accounting: Breakdown by type of risk and type of hedge
F 11.02Derivatives - Hedge accounting under National GAAP: Breakdown by type of risk
F 11.03Non-derivatives - Hedge accounting: Breakdown by accounting portfolio and type of hedge
F 11.03.1Non-derivative hedging instruments
F 11.04Hedged items in fair value hedges
F 12.00Movements in allowances for credit losses and impairment of equity instruments
F 12.01.aMovements in allowances and provisions for credit losses (a)
F 12.01.bMovements in allowances and provisions for credit losses (b)
F 12.02Transfers between impairment stages (gross basis presentation)
F 13.01Breakdown of collateral and guarantees by loans and advances other than held for trading
F 13.02.1.aCollateral obtained by taking possession during the period [held at the reference date] (I)
F 13.02.1.bCollateral obtained by taking possession during the period (held at the reporting date) (II)
F 13.03.1.aCollateral obtained by taking possession [tangible assets] accumulated (I)
F 13.03.1.bCollateral obtained by taking possession [tangible assets] accumulated (II)
F 14.00Fair value hierarchy: financial instruments at fair value
F 15.00.aFinancial assets pledged as collateral: derecognition and financial liabilities associated with transferred financial assets (a)
F 15.00.bFinancial assets pledged as collateral: derecognition and financial liabilities associated with transferred financial assets (b)
F 16.01Breakdown of selected statement of profit or loss items: Interest income and expenses by instrument and counterparty sector
F 16.02Realised gains and losses on financial assets and liabilities not measured at fair value through profit or loss by instrument
F 16.03Gains and losses on financial assets and liabilities held for trading by instrument
F 16.04Gains and losses on financial assets and liabilities held for trading by risk
F 16.04.1Gains or losses on non-trading financial assets mandatorily at fair value through profit or loss by instrument
F 16.05Gains and losses on financial assets and liabilities designated at fair value through profit or loss by instrument
F 16.06Gains and losses from hedge accounting
F 16.07.aImpairment on financial and non-financial assets (a)
F 16.07.bImpairment on financial and non-financial assets (b)
F 16.08Breakdown of selected statement of profit or loss items: Other administrative expenses
F 17.01Reconciliation between IFRS and CRR scope of consolidation: Assets
F 17.02Reconciliation between IFRS and CRR scope of consolidation: Off-balance sheet exposures - loan commitments, financial guarantees and other commitments given
F 17.03Reconciliation between IFRS and CRR scope of consolidation: Liabilities
F 18.00.aNPE - Information on performing and non-performing exposures (I)
F 18.00.bNPE - Information on performing and non-performing exposures (II)
F 18.00.cNPE - Information on performing and non-performing exposures (III)
F 18.00.dNPE - Information on performing and non-performing exposures (IV)
F 18.00.eNPE - Information on performing and non-performing exposures (V)
F 18.01Inflows and outflows of non-performing exposures - loans and advances by counterparty sector
F 18.02.aCommercial Real Estate (CRE) loans and additional information on loans secured by immovable property (I)
F 18.02.bCommercial Real Estate (CRE) loans and additional information on loans secured by immovable property (II)
F 18.02.cCommercial Real Estate (CRE) loans and additional information on loans secured by immovable property (III)
F 19.00.aInformation on forborne exposures (I)
F 19.00.bInformation on forborne exposures (II)
F 19.00.cInformation on forborne exposures (III)
F 19.00.dInformation on forborne exposures (IV)
F 19.00.eInformation on forborne exposures (V)
F 20.01Geographical breakdown of assets by location of the activities
F 20.02Geographical breakdown of liabilities by location of the activities
F 20.03Geographical breakdown of main income statement items by location of the activities
F 20.04Geographical breakdown of assets by residence of the counterparty
F 20.05.aGeographical breakdown of off-balance sheet exposures by residence of the counterparty (a)
F 20.05.bGeographical breakdown of off-balance sheet items subject to credit risk by residence of the counterparty (b)
F 20.06Geographical breakdown of liabilities by residence of the counterparty
F 20.07.1Geographical breakdown by residence of the counterparty of loans and advances other than held ofr trading to non-financial corporations by NACE codes
F 21.00Tangible and intangible assets: assets subject to operating lease
F 22.01Fee and commission income and expenses by activity
F 22.02Assets involved in the services provided
F 23.01Loans and advances: Number of instruments
F 23.02Loans and advances: Additional information on gross carrying amounts
F 23.03Loans and advances collateralised by immovable property: Breakdown by LTV ratios
F 23.04Loans and advances: Additional information on accumulated impairments and accumulated negative changes in fair value due to credit risk
F 23.05Loans and advances: Collateral received and financial guarantees received
F 23.06Loans and advances: Accumulated partial write-offs
F 24.01Loans and advances: Inflows and outflows of non-performing exposures
F 24.02Loans and advances: Flow of impairments and accumulated negative changes in fair value due to credit risk on non-performing exposures
F 24.03Loans and advances: Write-offs of non-performing exposures during the period
F 25.01.aCollateral obtained by taking possession other than collateral classified as Property Plant and Equipment (PP&E): Inflows and outflows (I)
F 25.01.bCollateral obtained by taking possession other than collateral classified as Property Plant and Equipment (PP&E): Inflows and outflows (II)
F 25.01.cCollateral obtained by taking possession other than collateral classified as Property Plant and Equipment (PP&E): Inflows and outflows (III)
F 25.01.dCollateral obtained by taking possession other than collateral classified as Property Plant and Equipment (PP&E): Inflows and outflows (IV)
F 25.02.aCollateral obtained by taking possession other than collateral classified as Property Plant and Equipment (PP&E): Type of collateral obtained (I)
F 25.02.bCollateral obtained by taking possession other than collateral classified as Property Plant and Equipment (PP&E): Type of collateral obtained (II)
F 25.02.cCollateral obtained by taking possession other than collateral classified as Property Plant and Equipment (PP&E): Type of collateral obtained (III)
F 25.03.aCollateral obtained by taking possession classified as Property Plant and Equipment (PP&E) (I)
F 25.03.bCollateral obtained by taking possession classified as Property Plant and Equipment (PP&E) (II)
F 26.00.aForbearance management and quality of forbearance (I)
F 26.00.bForbearance management and quality of forbearance (II)
F 30.01Interests in unconsolidated structured entities
F 30.02Breakdown of interests in unconsolidated structured entities by nature of the activities
F 31.01Related parties: amounts payable to and amounts receivable from
F 31.02Related parties: expenses and income generated by transactions with
F 32.01AE-ASS - Asset encumbrance: Encumbrance overview - Assets
F 32.02.aAE-COL - Asset encumbrance: Encumbrance overview - Collateral (a)
F 32.02.bAE-COL - Asset encumbrance: Encumbrance overview - Collateral (b)
F 32.03.aAE-NPL - Asset encumbrance: Not pledged. Own covered bonds and ABS issued and not yet pledged (a)
F 32.03.bAE-NPL - Asset encumbrance: Not pledged. Own covered bonds and ABS issued and not yet pledged (b)
F 32.04.aAE-SOU - Asset encumbrance: Sources of encumbrance (a)
F 32.04.bAE-SOU - Asset encumbrance: Sources of encumbrance (b)
F 33.00.aAE-MAT - Asset encumbrance: Maturity data (a)
F 33.00.bAE-MAT - Asset encumbrance: Maturity data (b)
F 34.00.aAE-CONT - Asset encumbrance: Contingent encumbrance (a)
F 34.00.bAE-CONT - Asset encumbrance: Contingent encumbrance (b)
F 34.00.cAE-CONT - Asset encumbrance: Contingent encumbrance (c)
F 35.00.aAE-CB1 - Asset encumbrance: Covered bonds issuance (a)
F 35.00.bAE-CB1 - Asset encumbrance: Covered bonds issuance (b)
F 35.00.cAE-CB1 - Asset encumbrance: Covered bonds issuance (c)
F 35.00.dAE-CB1 - Asset encumbrance: Covered bonds issuance (d)
F 36.01.aAE-ADV1 - Asset encumbrance: Advance template for assets of the reporting institution (a)
F 36.01.bAE-ADV1 - Asset encumbrance: Advance template for assets of the reporting institution (b)
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.bAE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (b)
F 36.02.cAE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (c)
F 40.01Scope of the group: “entity-by-entity”
F 40.02Scope of the group: "instrument-by-instrument"
F 41.01Fair value hierarchy: financial instruments at amortised cost
F 41.02Use of the Fair Value Option
F 42.00Tangible and intangible assets: carrying amount by measurement method
F 43.00Provisions
F 44.01Components of net defined benefit plan assets and liabilities
F 44.02Movements in defined benefit plans and employee benefits
F 44.03Staff expenses by type of benefits
F 44.04Staff expenses by category of remuneration and category of staff
F 45.01Gains and losses on financial assets and liabilities designated at fair value through profit or loss by accounting portfolio
F 45.02Gains and losses on derecognition of non-financial assets other than held for sale
F 45.03Other operating income and expenses
F 46.00Statement of changes in equity
F 47.00Loans and advances: Average duration and recovery periods
F 90.01Overview of EBA-compliant moratoria (legislative and non-legislative)
F 90.02Overview of other COVID-19-related forbearance measures
F 90.03Overview of newly originated loans and advances subject to public guarantee schemes in the context of the COVID-19 crisis
F 91.01.aInformation on loans and advances subject to EBA-compliant moratoria (legislative and non-legislative) (I)
F 91.01.bInformation on loans and advances subject to EBA-compliant moratoria (legislative and non-legislative) (II)
F 91.02Information on other loans and advances subject to COVID-19-related forbearance measures
F 91.03.aLoans and advances with expired EBA-compliant moratoria (legislative and non-legislative) (I)
F 91.03.bLoans and advances with expired EBA-compliant moratoria (legislative and non-legislative) (II)
F 91.04Other loans and advances with expired COVID-19-related forbearance measures (grace period/payment moratorium)
F 91.05.aInformation on newly originated loans and advances subject to public guarantee schemes in the context of the COVID-19 crisis (I)
F 91.05.bInformation on newly originated loans and advances subject to public guarantee schemes in the context of the COVID-19 crisis (II)
F 92.01Measures applied in response to the COVID-19 crisis: breakdown by NACE codes
F 93.01Interest income and fee and commission income from loans and advances subject to COVID-19-related measures
F 93.02.aPrudential information on loans and advances subject to public guarantee schemes in the context of the COVID-19 crisis (I)
F 93.02.bPrudential information on loans and advances subject to public guarantee schemes in the context of the COVID-19 crisis (II)
G 01.00G-SII indicators and EBU items (G-SII)
I 01.00Own funds composition
I 01.01Own Funds composition (Class 3 IF)
I 02.01Own funds requirements
I 02.02Capital ratios
I 02.03Own Funds requirements (Class 3 IF)
I 02.04Capital ratios (Class 3 IF)
I 03.00Fixed overheads requirements calculation
I 03.01Fixed Overheads requirement calculation (Class 3 IF)
I 04.00K-Factor requirement calculations
I 05.00Level of activity - Thresholds review
I 06.01Assets under management - AUM additional detail
I 06.02Average value of total monthly AUM
I 06.03Client money held - CMH additional detail
I 06.04Average value of total daily CMH
I 06.05Assets safeguarded and administered - ASA additional detail
I 06.06Average value of total daily ASA
I 06.07Client orders handled - COH additional detail
I 06.08Average value of total daily COH
I 06.09K-Net position risk - K-NPR additional detail
I 06.10Clearing Margin given - CMG additional detail
I 06.11Trading counterparty default - TCD additional detail
I 06.12Daily trading flow - DTF additional detail
I 06.13Average value of total daily DTF
I 07.00K-CON - additional detail
I 08.01Level of concentration risk - Client money held
I 08.02Level of concentration risk - Assets seafeguarded and administered
I 08.03Level of concentration risk -Total own cash deposited
I 08.04Level of concentration risk - Total earnings
I 08.05Trading book exposures
I 08.06Non-trading book and off-balance sheet items
I 09.00Liquidity requirements
I 09.01Liquidity requirement (Class 3 IF)
I 11.01Own funds composition - Group capital test
I 11.02Own funds instruments - Group capital test
I 11.03Information on subsidiaries undertakings
M 01.00MREL and TLAC key metrics (resolution groups / entities) (KM2)
M 02.00.aMREL and TLAC capacity and composition (resolution groups / entities) (TLAC1)
M 02.00.bMREL and TLAC capacity and composition (resolution groups / entities) (TLAC1) (II)
M 02.00.cMREL and TLAC capacity and composition (resolution groups / entities) (TLAC1) (III)
M 03.00Internal MREL and internal TLAC (ILAC)
M 04.00Funding structure of eligible liabilities (LIAB MREL)
M 05.00Creditor ranking (entity that is not a resolution entity) (TLAC2)
M 06.00Creditor ranking (resolution entities) (TLAC3)
M 07.00Instruments governed by third-country law (MTCI)
M 20.00Reporting of MREL decisions
N 01.00Notification Identification
N 01.01Impracticability of contractual recognition of bail-in by contract/instrument
N 01.02Impracticability of contractual recognition of bail-in by category
N 02.00Liability Insolvency Classes
P 00.01Nature of Report (FP)
P 01.01Assets
P 01.02Liabilities
P 01.03Forecast of Liquidity Ratios
P 02.01Insured and uninsured deposits and uninsured deposit-like financial instruments
P 02.02Public sector sources of funding
P 02.03Innovative funding structures
P 02.04Pricing: Loan Assets
P 02.05Pricing: Deposit Liabilities
P 02.06Structural currency mismatches
P 02.07Loan Assets Acquisitions, Run-Offs and Disposals Plans
P 02.08Deposit Liabilities Acquisition and Disposal Plans
P 04.01Statement of profit or loss
P 04.02Statement of profit or loss for small and non complex credit institutions
P 05.00Debt securities: issuances and redemptions
R 01.00Information on remuneration for all staff
R 02.00.aInformation on remuneration of identified staff (I)
R 02.00.bInformation on remuneration of identified staff (II)
R 03.00Information on identified staff remunerated EUR 1 million or more per financial year
R 04.00.aInformation on the remuneration of high earners (I)
R 04.00.bInformation on the remuneration of high earners (II)
R 04.00.cInformation on the remuneration of high earners (III)
S 00.01Nature of Report (SBP)
T 01.00.aLiability structure - outstanding amount
T 01.00.bLiability structure - carrying amount
T 02.00.aOwn funds - regulatory requirements excluding leverage ratio
T 02.00.bOwn funds - leverage ratio requirement
T 03.01Intragroup liabilities
T 03.02Intragroup guarantees - received
T 03.03Intragroup guarantees - provided
T 04.00Securities (including CET1, AT1 & Tier 2 instruments; excluding intragroup)
T 05.01All deposits (excluding intra-group)
T 06.01Other financial Liabilities (not included in other tabs, excluding intragroup)
T 07.00Derivatives
T 08.00Secured finance, excluding intragroup
T 09.00Other non-financial liabilities (not included in other tabs, excluding intragroup)
T 12.00Major counterparties (derivatives, commitments received)
T 20.01.aCritical functions - Deposits
T 20.01.wCritical functions - Deposits (Country sub-region)
T 20.02.aCritical functions - Lending (I)
T 20.02.bCritical functions - Lending (II)
T 20.02.wCritical functions - Lending (Country sub-region)
T 20.02.xCritical functions - Lending (Country sub-region)
T 20.03.aCritical functions - Payments, Cash, Settlement, Clearing, Custody (I)
T 20.03.bCritical functions - Payments, Cash, Settlement, Clearing, Custody (II)
T 20.03.cCritical functions - Payments, Cash, Settlement, Clearing, Custody (III)
T 20.03.wCritical functions - Payments, Cash, Settlement, Clearing, Custody (I) (Country sub-region)
T 20.03.xCritical functions - Payments, Cash, Settlement, Clearing, Custody (II) (Country sub-region)
T 20.03.yCritical functions - Payments, Cash, Settlement, Clearing, Custody (III) (Country sub-region)
T 20.04.aCritical functions - Capital Markets
T 20.04.wCritical functions - Capital Markets (Country sub-region)
T 20.05.aCritical functions - Wholesale funding (I)
T 20.05.bCritical functions - Wholesale funding (II)
T 20.05.cCritical functions - Wholesale funding (III)
T 20.05.wCritical functions - Wholesale funding (I) (Country sub-region)
T 20.05.xCritical functions - Wholesale funding (II) (Country sub-region)
T 20.05.yCritical functions - Wholesale funding (III) (Country sub-region)
T 30.00FMI services - Providers and users
T 31.00FMI services - Mapping to critical functions
T 32.00FMI services - Mapping to core business lines
T 33.00FMI services - Key metrics
T 98.00.aGeneral information (critical functions) I
T 98.00.bGeneral information (critical functions) II
T 99.00Identification of entities and other reporting details
Y 01.01Credit transfers transactions
Y 01.02Losses due to fraud for credit transfers
Y 02.01Direct debits transactions
Y 02.02Losses due to fraud for direct debits
Y 03.01Card-based payment transactions reported by the issuing payment service provider
Y 03.02Losses due to fraud for card-based payment reported by the issuing payment service provider
Y 04.01Card-based payments transactions reported by the acquiring payment service provider
Y 04.02Losses due to fraud for card-based payments reported by the acquiring payment service provider
Y 05.01Cash withdrawals using cards transactions reported by the card issuer’s payment service provider
Y 05.02Losses due to fraud for cash withdrawals using cards reported by the card issuer’s payment service provider
Y 06.01E-money payment transactions
Y 06.02Losses due to fraud for e-money payment transactions
Y 07.01Money remittance payment transactions
Y 08.01Transactions initiated by payment initiation services providers
Z 01.00Organisational structure (R-ORG)
Z 02.00Liability structure (R-LIAB)
Z 03.00Own funds requirements (R-OWN)
Z 04.00Intragroup financial interconnections (R-IFC)
Z 05.01Major liability counterparties (R-MCP 1)
Z 05.02Major off-balance sheet counterparties (R-MCP 2)
Z 06.00Deposit insurance (R-DIS)
Z 07.01.aCriticality assessment of economic functions (FUNC 1)(I)
Z 07.01.bCriticality assessment of economic functions (FUNC 1)(II)
Z 07.01.cCriticality assessment of economic functions (FUNC 1)(III)
Z 07.02Mapping of critical functions by legal entity (R-FUNC 2)
Z 07.03Mapping of core business lines to legal entities (R-FUNC 3)
Z 07.04Mapping of critical functions to core business lines (R-FUNC 4)
Z 08.00Critical services (R-SERV)
Z 09.00FMI services - providers and users - mapping to critical functions (R-FMI 1)
Z 10.01Critical Information systems (general information) (R-CIS 1)
Z 10.02Mapping of Information Systems (R-CIS 2)