C 43.00.b - LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)





Leverage Ratio Exposure Value: SA ExposuresRWAs: SA exposures
CodeLabel010 030
080 Covered bonds132870132909
090 Exposures treated as sovereigns132863132902
100 Central governments and central banks132860132899
110 Regional governments and local authorities treated as sovereigns132862132901
120 MDBs and international organisations treated as sovereigns132864132903
130 PSEs treated as sovereigns132861132900
140 Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;132868132907
150 Regional governments and local authorities NOT treated as sovereigns132867132906
160 MDBs NOT treated as sovereigns132865132904
170 PSEs NOT treated as a sovereign132866132905
180 Institutions132874132913
190 Secured by mortgages of immovable properties; of which132872132911
200 Secured by mortgages of residential properties132871132910
210 Retail Exposures132875132914
220 Retail SME132859132898
230 Corporate132873132912
240 Financial132858132897
250 Non-financial132857132896
260 SME exposures132855132894
270 Corporate exposures other than SME132856132895
280 Exposures in default132869132908
290 Other exposures; of which132877132916
300 Securitisation exposures132876132915
310 Trade finance (Memo item); of which132879132918
320 Under official export credit insurance scheme132878132917




Dimensions
MetricDetails 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").
BaseDefines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It determines whether the data point has a "debit" or a "credit" attribute.
Base items - Defines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It may determine whether the data point has a "debit" or a "credit" attribute.
Main categorySpecifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Approach for prudential purposesApproach used for the calculation of capital requirements.
Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
Exposure classDefines the exposure class for capital requirement purposes
Exposure classes - Defines the exposure class for capital requirement purposes
Counterparty sectorDefines the sector of the counterparty of financial instruments (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
Main category of collateral or guarantee receivedDefines the main category of collateral or guarantees received
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Exposure classes used for weighting purposesFor Leverage Ratio templates, defines the assimilated EC used for weighting purposes
Exposure classes - Defines the exposure class for capital requirement purposes
Prudential portfolioDefines whether it is reported the trading book business, the "banking" book business, or both of them.
Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book).
Type of activityDefines the type of activity (e.g. asset management or custody).
Type of activity - Defines the type of activity reported (e.g. asset management or custody)
Size of the counterparty
Counterparty - Party other than the reporting institution in a contract or transaction.