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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 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 09.03CR GB 3 - Breakdown of total own funds requirements for credit risk of relevant credit exposures by country
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 104.00Details for hypothetical transactions in Low Default Portfolios
C 105.01Definition of internal models
C 105.02Mapping of internal models to portfolios
C 105.03Mapping of internal models to host supervisors
C 106.00Initial Market Valuation
C 107.01.aVaR and SVaR non-CTP. Details
C 107.01.bVaR and SVaR non-CTP. 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 109.02IRC. Details by portfolio
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 110.02CT. Details by portfolio
C 110.03CT. APR by portfolio/date
C 12.00CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements
C 13.00CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements
C 14.00CR SEC Details - Detailed information on securitisations
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 17.00.aOPR Details - Operational risks: Gross losses by business lines and event types in the last year
C 17.00.bOPR Details - Operational risks: Thresholds applied in data collections
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 30.00LE 4 - Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities
C 31.00LE 5 - Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities: detail of the exposures to individual clients within groups of connected clients
C 40.00LR1 - Alternative treatment of the Exposure Measure
C 41.00LR2 - On- and off-balance sheet items – additional breakdown of exposures
C 42.00LR3 - Alternative definition of capital
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 51.00.aLC - Assets - Liquidity Coverage. Liquid assets (I). Total
C 51.00.bLC - Assets - Liquidity Coverage. Liquid assets (II). Total
C 51.00.wLC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies
C 51.00.xLC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies
C 52.00.aLC - Outflows - Liquidity Coverage. Outflows (I). Total
C 52.00.bLC - Outflows - Liquidity Coverage. Outflows (II). Total
C 52.00.cLC - Outflows - Liquidity Coverage. Outflows (III). Total
C 52.00.dLC - Outflows - Liquidity Coverage. Outflows (IV). Total
C 52.00.wLC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies
C 52.00.xLC - Outflows - Liquidity Coverage. Outflows (II). Significant currencies
C 52.00.yLC - Outflows - Liquidity Coverage. Outflows (III). Significant currencies
C 52.00.zLC - Outflows - Liquidity Coverage. Outflows (IV). Significant currencies
C 53.00.aLC - Inflows - Liquidity Coverage. Inflows (I). Total
C 53.00.bLC - Inflows - Liquidity Coverage. Inflows (II). Total
C 53.00.cLC - Inflows - Liquidity Coverage. Inflows (III). Total
C 53.00.wLC - Inflows - Liquidity Coverage. Inflows (I). Significant currencies
C 53.00.xLC - Inflows - Liquidity Coverage. Inflows (II). Significant currencies
C 53.00.yLC - Inflows - Liquidity Coverage. Inflows (III). Significant currencies
C 54.00.aLC - Collateral swaps - Liquidity Coverage. Collateral swaps. Total
C 54.00.wLC - Collateral swaps - Liquidity Coverage. Collateral swaps. Significant currencies
C 60.00.aSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total
C 60.00.bSF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Total
C 60.00.wSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies
C 60.00.xSF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Significant currencies
C 61.00.aSF - Items providing stable funding - Stable funding. Items providing stable funding (I). Total
C 61.00.bSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total
C 61.00.wSF - Items providing stable funding - Stable funding. Items providing stable funding (I). Significant currencies
C 61.00.xSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies
C 66.00.aContractual template. Total
C 66.00.bContractual template. Total. Cumulated
C 66.00.wContractual template. Significant currencies
C 66.00.xContractual template. Significant currencies. Cumulated
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 75.00.aLC(DA - Liquidity Coverage. Collateral swaps. Total (DA)
C 75.00.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)
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 04.02Breakdown of financial assets by instrument and by counterparty sector: financial assets designated at fair value through profit or loss
F 04.03Breakdown of financial assets by instrument and by counterparty sector: available-for-sale financial assets
F 04.04Breakdown of financial assets by instrument and by counterparty sector: loans and receivables and held-to-maturity investments
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 05.00Breakdown of loans and advances by product
F 06.00Breakdown of loans and advances to non-financial corporations by NACE codes
F 07.00Financial assets subject to impairment that are past due or impaired
F 08.01.aBreakdown of financial liabilities by product and by counterparty (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 09.02Loan 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 12.00Movements in allowances for credit losses and impairment of equity instruments
F 13.01Breakdown of loans and advances by collateral and guarantees
F 13.02Collateral obtained by taking possession during the period (held at the reporting date)
F 13.03Collateral obtained by taking possession [tangible assets] accumulated
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 16.01.aInterest income and expenses by instrument and counterparty (a)
F 16.01.bInterest income and expenses by instrument and counterparty (b)
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 16.05Gains 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 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 19.00.aFBE - Information forborn exposures (I)
F 19.00.bFBE - Information forborn exposures (II)
F 19.00.cFBE - Information forborn exposures (III)
F 19.00.dFBE - Information forborn exposures (IV)
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 items subject to credit risk 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 20.07Geographical breakdown by residence of the counterparty of loans and advances 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 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 41.03Hybrid financial instruments not designated at fair value through profit or loss
F 42.00Tangible and intangible assets: carrying amount
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 44.03Memo items [related to staff expenses]
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
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 03.00Consolidation perimeter
S 00.01Nature of Report (SBP)