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Contingent scenario/Assumptions used

Contingent scenario whose impact is reported
Contingent scenario - Defines the contingent scenarios whose impact is reported

Members of this dimension

x3 - Material deterioration in the Institution's credit quality (Reports:C 52.00.a; C 52.00.w; )
x4 - Adverse scenario with material impact (Reports:C 52.00.a; C 52.00.w; C 73.00.a; C 73.00.w; )
x1 - Decrease in the fair value of encumbered assets by 30% (Reports:F 34.00.b; )
x2 - Depreciation of a significant currency by 10% (Reports:F 34.00.c; )
x5 - Acquisitions. Run-Offs. Disposals (Reports:P 02.07; P 02.08; )
x6 - Baseline scenario (Reports:P 01.01; P 01.02; P 01.03; P 02.01; P 02.02; P 02.03; P 02.04; P 02.05; P 02.06; )
x7 - Upper one side binomial confidence interval (97.5%) (Reports:C 103.00; )
x8 - Deterioration of own credit quality by 3 notches (Reports:C 73.00.a; C 73.00.w; )
x9 - Excess of funding (Reports:C 73.00.a; C 73.00.w; )
x10 - Transfer restrictions or denomination in non-convertible currencies (Reports:C 73.00.a; C 73.00.w; C 74.00.a; C 74.00.w; )
x11 - Unwind mechanism collateral 30 days (Reports:C 76.00.a; C 76.00.w; )
x12 - Recognisable domestic and foreign currency assets (Reports:C 72.00.a; C 72.00.w; )
x13 - Protected by Member State government, promotional lender (Reports:C 72.00.a; C 72.00.w; )
x14 - Inclusion of Level 2A assets recognised as Level 1 (Reports:C 72.00.a; C 72.00.w; )
x15 - Non-interest bearing assets (Reports:C 72.00.a; C 72.00.w; )
x16 - Without preferential treatment (Reports:C 73.00.a; C 73.00.w; )

Reports using this dimension

C 103.00Details on exposures in High Default Portfolios
C 52.00.aLC - Outflows - Liquidity Coverage. Outflows (I). Total
C 52.00.wLC - Outflows - Liquidity Coverage. Outflows (I). 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 76.00.aLC(DA - Liquidity Coverage. Calculations. Total (DA)
C 76.00.wLC(DA - Liquidity Coverage. Calculations. Significant currencies (DA)
F 34.00.bAE-CONT - Asset encumbrance: Contingent encumbrance (b)
F 34.00.cAE-CONT - Asset encumbrance: Contingent encumbrance (c)
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