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Dimension



CRM Effects/Collateral

When Credit Risk Mitigation techniques are used, it specifies the type of technique that is applied and the effects of that technique.
Credit protection - Concepts related with the application of Credit Risk Mitigation techniques.


Members of this dimension

x2 - Credit derivatives - LGD adjustment effect (Reports:C 08.01.a; C 08.02; )
x3 - Credit derivatives - Substitution effect (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 08.01.a; C 08.02; C 12.00; C 13.00; )
x4 - Credit derivatives protection (Reports:C 10.01; C 10.02; )
x5 - CRM techniques double default treatment (Reports:C 08.01.a; C 08.02; )
x6 - CRM techniques Exposure value adjustment effect (Financial collateral comprehensive method SA) (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 12.00; C 13.00; )
x7 - CRM techniques Exposure value adjustment effect [LE] (Reports:C 28.00; C 29.00; )
x10 - CRM techniques substitution effect (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 08.01.a; C 08.02; C 12.00; C 13.00; C 28.00; C 29.00; )
x12 - Financial collateral LGD adjustment effect (Reports:C 08.01.a; C 08.02; )
x13 - Financial collateral simple method (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 12.00; C 13.00; )
x14 - Funded credit derivatives issued (Reports:C 12.00; C 13.00; )
x15 - Funded credit derivatives issued repurchased (Reports:C 12.00; C 13.00; )
x18 - Funded credit protection other than financial collateral excluding life insurance policies pledged to the lending institutions substitution effect (Reports:C 08.02; )
x19 - Funded credit protection other than financial collateral with substitution effect (Reports:C 07.00.a; C 07.00.c; C 07.00.d; )
x20 - Funded credit protection with effects other than substitution [LE] (Reports:C 28.00; C 29.00; )
x21 - Guarantees other than credit derivatives - LGD adjustment effect (Reports:C 08.01.a; C 08.02; )
x22 - Guarantees other than credit derivatives - Substitution effect (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 08.01.a; C 08.02; )
x24 - Life insurance policies pledged to the lending institutions LGD adjustment effect (Reports:C 08.01.a; C 08.02; )
x30 - Other physical collateral eligible for CRM under IRB approach (Reports:C 08.01.a; C 08.02; )
x31 - Real estate excluding immovable property for which alternative treatment is used (Reports:C 08.01.a; C 08.02; )
x32 - Receivables eligible for CRM under IRB approach (Reports:C 08.01.a; C 08.02; )
x34 - Unfunded credit guarantees (Reports:C 10.01; C 10.02; )
x36 - Unfunded credit protection - Substitution effect (Reports:C 12.00; C 13.00; )
x37 - With credit protection (Reports:C 10.01; C 10.02; )
x38 - Other funded credit protection - Substitution effect (Reports:C 08.01.a; )





Reports using this dimension


C 07.00.aCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
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 08.02CR 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 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 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 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