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Dimension



Impairment status

Status for monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted).
Impairment - Concepts related with monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted)


Members of this dimension

x3 - Defaulted (Reports:C 04.00; C 07.00.a; C 07.00.b; C 07.00.d; C 08.03; C 08.05; C 09.01.b; C 09.02; C 28.00; C 29.00; C 34.07; C 43.00.c; )
x4 - Impaired (Reports:F 04.08; F 04.09; F 04.10; F 07.02; F 18.00.a; F 19.00.a; F 19.00.d; )
x5 - Non defaulted (Reports:C 04.00; C 08.03; C 08.05; C 34.07; C 43.00.c; C 80.00.a; C 80.00.w; C 82.00.a; C 82.00.w; C 84.00.a; C 84.00.w; )
x6 - Non-impaired (Reports:C 34.07; F 04.08; F 04.09; F 04.10; F 07.02; )
x7 - Past due (Reports:)
x10 - Written-off (Reports:C 09.01.a; C 09.02; )
x16 - Non-performing exposures (Reports:C 80.00.a; C 80.00.w; C 82.00.a; C 82.00.w; )
x17 - Performing exposures (Reports:C 80.00.a; C 80.00.w; C 82.00.a; C 82.00.w; C 84.00.a; C 84.00.w; )
x20 - Impaired or defaulted (Reports:)
x26 - Non past due. Non expected non-performance within 30 days (Reports:)
x28 - Non past due. Non expected non-performance (Reports:C 66.01.a; C 66.01.w; )
x29 - Low default portfolios (Reports:C 101.00; C 102.00; C 111.00; C 112.00; C 113.00; )
x30 - High default portfolios (Reports:C 103.00; )
x33 - Instruments without significant increase in credit risk (Stage 1) (Reports:F 04.03.1; F 04.04.1; F 07.01; F 09.01.1; F 12.01.a; F 12.01.b; F 18.00.a; F 18.00.b; F 18.00.e; )
x34 - Instruments with significant increase in credit risk (Stage 2) (Reports:F 04.03.1; F 04.04.1; F 07.01; F 09.01.1; F 12.01.a; F 12.01.b; F 18.00.a; F 18.00.b; F 18.00.e; F 91.01.a; F 91.02; F 91.03.a; )
x35 - Instruments with significant increase in credit risk. Credit impaired assets (Stage 3) (Reports:F 04.03.1; F 04.04.1; F 07.01; F 09.01.1; F 12.01.a; F 12.01.b; F 16.01; F 18.00.a; F 18.00.b; F 18.00.e; )
x38 - Instruments with an accumulated coverage ratio of > 90% (Reports:F 23.02; )
x57 - Instruments with significant increase in credit risk. Purchased or originated credit-impaired instruments (Reports:F 04.03.1; F 04.04.1; F 07.01; F 09.01.1; F 12.01.a; F 12.01.b; F 18.00.a; F 18.00.b; F 18.00.e; )





Reports using this dimension


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.dCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 08.03Credit risk and free deliveries: IRB approach to capital requirements: breakdown by PD ranges (CR IRB 3)
C 08.05Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD (CR IRB 5)
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 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 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 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 34.07IRB approach CCR exposures by exposure class and PD scale (CCR 7)
C 43.00.cLR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)
C 66.01.aMaturity ladder. Total. Overnight and higher maturity.
C 66.01.wMaturity ladder. Significant currencies. Overnight and higher maturity.
C 80.00.aNSFR - Required stable funding (I). Total
C 80.00.wNSFR - Required stable funding (I). Significant currencies
C 82.00.aNSFR - Simplified required stable funding (I). Total
C 82.00.wNSFR - Simplified required stable funding (I). Significant currencies
C 84.00.aNSFR - Summary.Total (I)
C 84.00.wNSFR - Summary. Significant currencies (I)
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 04.08Breakdown 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 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 09.01.1Off-balance sheet exposures: loan commitments, financial guarantees and other commitments given
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 16.01Breakdown of selected statement of profit or loss items: Interest income and expenses by instrument and counterparty sector
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.eNPE - Information on performing and non-performing exposures (V)
F 18.02.aCommercial Real Estate (CRE) loans and additional information on loans secured by immovable property (I)
F 19.00.aInformation on forborne exposures (I)
F 19.00.dInformation on forborne exposures (IV)
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 23.02Loans and advances: Additional information on gross carrying amounts
F 91.01.aInformation on loans and advances subject to EBA-compliant moratoria (legislative and non-legislative) (I)
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 91.04Other 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)