C 66.00.a - Contractual template. Total





Open maturity/ Initial stockOvernightGreater than overnight up to 2 daysGreater than 2 days up to 3 daysGreater than 3 days up to 4 daysGreater than 4 days up to 5 daysGreater than 5 days up to 6 daysGreater than 6 days up to 7 daysGreater than 7 days up to 2 weeksGreater than 2 weeks up to 3 weeksGreater than 3 weeks up to 4 weeksGreater than 4 weeks up to 5 weeksGreater than 5 weeks up to 2 monthsGreater than 2 months up to 3 monthsGreater than 3 months up to 6 monthsGreater than 6 months up to 9 monthsGreater than 9 months up to 12 monthsGreater than 12 months up to 2 yearsGreater than 2 years up to 3 yearsGreater than 3 years up to 5 yearsGreater than 5 years up to 10 yearsGreater than 10 years
CodeLabel010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180 190 200 210 220
005 - 1 OUTFLOWS
010 1.1 Liabilities resulting from securities issued129764129781129785129789129793129797129801129805129787129791129795129799129803129775129765129767129769129773129783129777129779129771
020 1.1.1 unsecured bonds due127652127661127663127665127667127669127671127673127664127666127668127670127672127658127653127654127655127657127662127659127660127656
030 1.1.2 hybrid bonds due129742129751129753129755129757129759129761129763129754129756129758129760129762129748129743129744129745129747129752129749129750129746
040 1.1.3 bonds eligible for the treatment set out in Article 129(4) or (5) of CRR due129412129421129423129425129427129429129431129433129424129426129428129430129432129418129413129414129415129417129422129419129420129416
050 1.1.4 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those reported to in item 1.1.3129720129729129731129733129735129737129739129741129732129734129736129738129740129726129721129722129723129725129730129727129728129724
060 1.1.5 securitisations due129808129817129819129821129823129825129827129829129820129822129824129826129828129814129809129810129811129813129818129815129816129812
070 1.1.6 short-term paper due129852129861129863129865129867129869129871129873129864129866129868129870129872129858129853129854129855129857129862129859129860129856
080 1.1.7 of which to intragroup entities129807129782129786129790129794129798129802129806129788129792129796129800129804129776129766129768129770129774129784129778129780129772
090 1.1.8 of which debt securities issued for retail only129015129002129004129006129008129010129012129014129005129007129009129011129013128999128994128995128996128998129003129000129001128997
100 1.2 Liabilities from secured lending and capital market driven transactions as defined in Article 192 of CRR, collateralised by:128685128672128674128676128678128680128682128684128675128677128679128681128683128669128664128665128666128668128673128670128671128667
10002.8 1 of which from intragroup entities127561127565127569127573127577127581127585127567127571127575127579127583127555127545127547127549127553127563127557127559127551
10102.9 Total inflows127463127469127475127481127487127493127499127472127478127484127490127496127454127439127442127445127451127466127457127460127448
10202.10 Net funding gap130028130037130039130041130043130045130047130049130040130042130044130046130048130034130029130030130031130033130038130035130036130032
1035 - 3 COUNTERBALANCING CAPACITY
10403.1 Cash117488
10503.2 Exposures to central banks117465117474117476117478117480117482117484117486117477117479117481117483117485117471117466117467117468117470117475117472117473117469
10603.3 Unencumbered Central Bank eligible collateral125544125518125522125526125530125534125538125542125524125528125532125536125540125512125502125504125506125510125520125514125516125508
10703.3.1 securities with a 0% risk weight118681118655118659118663118667118671118675118679118661118665118669118673118677118649118639118641118643118647118657118651118653118645
10803.3.1.1 representing claims on sovereigns118241118215118219118223118227118231118235118239118221118225118229118233118237118209118199118201118203118207118217118211118213118205
10903.3.1.2 guaranteed by sovereigns118637118611118615118619118623118627118631118635118617118621118625118629118633118605118595118597118599118603118613118607118609118601
110 1.2.1 Central Bank eligible assets128574128548128552128556128560128564128568128572128554128558128562128566128570128542128532128534128536128540128550128544128546128538
11003.3.1.3 representing claims on or guaranteed by central banks118153118127118131118135118139118143118147118151118133118137118141118145118149118121118111118113118115118119118129118123118125118117
11103.3.1.4 representing claims on or guaranteed by public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities118329118303118307118311118315118319118323118327118309118313118317118321118325118297118287118289118291118295118305118299118301118293
11203.3.1.5 representing claims on or guaranteed by the Bank for International Settlements, the International Monetary Fund, the European Union or multilateral development banks118418118405118407118409118411118413118415118417118408118410118412118414118416118402118397118398118399118401118406118403118404118400
11303.3.1.6 representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism118462118449118451118453118455118457118459118461118452118454118456118458118460118446118441118442118443118445118450118447118448118444
11403.3.2 securities with a 20% risk weight118682118656118660118664118668118672118676118680118662118666118670118674118678118650118640118642118644118648118658118652118654118646
11503.3.2.1 representing claims on sovereigns118242118216118220118224118228118232118236118240118222118226118230118234118238118210118200118202118204118208118218118212118214118206
11603.3.2.2 guaranteed by sovereigns118638118612118616118620118624118628118632118636118618118622118626118630118634118606118596118598118600118604118614118608118610118602
11703.3.2.3 representing claims on or guaranteed by central banks118154118128118132118136118140118144118148118152118134118138118142118146118150118122118112118114118116118120118130118124118126118118
11803.3.2.4 representing claims on or guaranteed by public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities118330118304118308118312118316118320118324118328118310118314118318118322118326118298118288118290118292118296118306118300118302118294
11903.3.2.5 representing claims on or guaranteed by multilateral development banks118374118361118363118365118367118369118371118373118364118366118368118370118372118358118353118354118355118357118362118359118360118356
120 1.2.1.1 securities with a 0% risk weight128508128482128486128490128494128498128502128506128488128492128496128500128504128476128466128468128470128474128484128478128480128472
12003.3.3 bonds eligible for the treatment set out in Article 129(4) or (5) of CRR117868117855117857117859117861117863117865117867117858117860117862117864117866117852117847117848117849117851117856117853117854117850
12103.3.3.1 credit quality step 1117604117591117593117595117597117599117601117603117594117596117598117600117602117588117583117584117585117587117592117589117590117586
12203.3.3.2 credit quality step 2117692117679117681117683117685117687117689117691117682117684117686117688117690117676117671117672117673117675117680117677117678117674
12303.3.3.3 credit quality step 3117780117767117769117771117773117775117777117779117770117772117774117776117778117764117759117760117761117763117768117765117766117762
12403.3.4 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those referred to in item 3.3.3117890117877117879117881117883117885117887117889117880117882117884117886117888117874117869117870117871117873117878117875117876117872
12503.3.4.1 credit quality step 1117626117613117615117617117619117621117623117625117616117618117620117622117624117610117605117606117607117609117614117611117612117608
12603.3.4.2 credit quality step 2117714117701117703117705117707117709117711117713117704117706117708117710117712117698117693117694117695117697117702117699117700117696
12703.3.4.3 credit quality step 3117802117789117791117793117795117797117799117801117792117794117796117798117800117786117781117782117783117785117790117787117788117784
12803.3.5 non financial corporate bonds118066118053118055118057118059118061118063118065118056118058118060118062118064118050118045118046118047118049118054118051118052118048
12903.3.5.1 credit quality step 1117934117921117923117925117927117929117931117933117924117926117928117930117932117918117913117914117915117917117922117919117920117916
130 1.2.1.2 securities with a 20% risk weight128509128483128487128491128495128499128503128507128489128493128497128501128505128477128467128469128471128475128485128479128481128473
13003.3.5.2 credit quality step 2117978117965117967117969117971117973117975117977117968117970117972117974117976117962117957117958117959117961117966117963117964117960
13103.3.5.3 credit quality step 3118022118009118011118013118015118017118019118021118012118014118016118018118020118006118001118002118003118005118010118007118008118004
13203.3.6 residential mortgage backed securities of credit quality step 1118506118493118495118497118499118501118503118505118496118498118500118502118504118490118485118486118487118489118494118491118492118488
13303.3.7 other central bank eligible assets (including credit claims)125545125519125523125527125531125535125539125543125525125529125533125537125541125513125503125505125507125511125521125515125517125509
13403.4 Other unencumbered non central bank eligible, tradeable assets125413125400125402125404125406125408125410125412125403125405125407125409125411125397125392125393125394125396125401125398125399125395
13503.4.1 equities listed on a recognised exchange, not self issued or issued by financial institutions117538117525117527117529117531117533117535117537117528117530117532117534117536117522117517117518117519117521117526117523117524117520
13603.4.2 gold125501125488125490125492125494125496125498125500125491125493125495125497125499125485125480125481125482125484125489125486125487125483
13703.5 Undrawn committed credit lines granted to the reporting institution132188132197132199132201132203132205132207132209132200132202132204132206132208132194132189132190132191132193132198132195132196132192
13803.5.1 by members of the institutional network132077132064132066132068132070132072132074132076132067132069132071132073132075132061132056132057132058132060132065132062132063132059
13903.5.2 by intragroup entities132164132138132142132146132150132154132158132162132144132148132152132156132160132132132122132124132126132130132140132134132136132128
140 1.2.1.3 bonds eligible for the treatment set out in Article 129(4) or (5) of CRR128047128034128036128038128040128042128044128046128037128039128041128043128045128031128026128027128028128030128035128032128033128029
14003.5.3 by other entities132165132139132143132147132151132155132159132163132145132149132153132157132161132133132123132125132127132131132141132135132137132129
14103.6 Net change of Counterbalancing Capacity125577125579125581125583125585125587125589125580125582125584125586125588125574125569125570125571125573125578125575125576125572
150 1.2.1.3.1 credit quality step 1127783127770127772127774127776127778127780127782127773127775127777127779127781127767127762127763127764127766127771127768127769127765
160 1.2.1.3.2 credit quality step 2127871127858127860127862127864127866127868127870127861127863127865127867127869127855127850127851127852127854127859127856127857127853
170 1.2.1.3.3.credit quality step 3127959127946127948127950127952127954127956127958127949127951127953127955127957127943127938127939127940127942127947127944127945127941
180 1.2.1.4 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those reported to in item 1.2.1.3128069128056128058128060128062128064128066128068128059128061128063128065128067128053128048128049128050128052128057128054128055128051
190 1.2.1.4.1 credit quality step 1127805127792127794127796127798127800127802127804127795127797127799127801127803127789127784127785127786127788127793127790127791127787
200 1.2.1.4.2 credit quality step 2127893127880127882127884127886127888127890127892127883127885127887127889127891127877127872127873127874127876127881127878127879127875
210 1.2.1.4.3 credit quality step 3127981127968127970127972127974127976127978127980127971127973127975127977127979127965127960127961127962127964127969127966127967127963
220 1.2.1.5 non financial corporate bonds128245128232128234128236128238128240128242128244128235128237128239128241128243128229128224128225128226128228128233128230128231128227
230 1.2.1.5.1 credit quality step 1128113128100128102128104128106128108128110128112128103128105128107128109128111128097128092128093128094128096128101128098128099128095
240 1.2.1.5.2 credit quality step 2128157128144128146128148128150128152128154128156128147128149128151128153128155128141128136128137128138128140128145128142128143128139
250 1.2.1.5.3 credit quality step 3128201128188128190128192128194128196128198128200128191128193128195128197128199128185128180128181128182128184128189128186128187128183
260 1.2.1.6 residential mortgage backed securities of credit quality step 1127629127616127618127620127622127624127626127628127619127621127623127625127627127613127608127609127610127612127617127614127615127611
270 1.2.1.7 other assets128575128549128553128557128561128565128569128573128555128559128563128567128571128543128533128535128537128541128551128545128547128539
280 1.2.1.8 of which central bank open market operations128531128518128520128522128524128526128528128530128521128523128525128527128529128515128510128511128512128514128519128516128517128513
290 1.2.2 non-central bank eligible but tradable assets128662128623128629128635128641128647128653128659128632128638128644128650128656128614128599128602128605128611128626128617128620128608
300 1.2.2.1 equities listed on a recognised exchange, not self issued or issued by financial institutions127717127704127706127708127710127712127714127716127707127709127711127713127715127701127696127697127698127700127705127702127703127699
310 1.2.2.2 gold128597128584128586128588128590128592128594128596128587128589128591128593128595128581128576128577128578128580128585128582128583128579
320 1.2.2.3 other assets128663128624128630128636128642128648128654128660128633128639128645128651128657128615128600128603128606128612128627128618128621128609
330 1.2.3 of which to intragroup entities128661128622128628128634128640128646128652128658128631128637128643128649128655128613128598128601128604128610128625128616128619128607
340 1.3 Liabilities not reported in 1.2, resulting from deposits by customers that are not financial customers129389129376129378129380129382129384129386129388129379129381129383129385129387129373129368129369129370129372129377129374129375129371
350 1.3.1 by retail customers129037129024129026129028129030129032129034129036129027129029129031129033129035129021129016129017129018129020129025129022129023129019
360 1.3.2 by non-financial corporate customers128905128879128883128887128891128895128899128903128885128889128893128897128901128873128863128865128867128871128881128875128877128869
370 1.3.2.1 of which are intragroup entities128904128878128882128886128890128894128898128902128884128888128892128896128900128872128862128864128866128870128880128874128876128868
380 1.3.3 by central banks128729128716128718128720128722128724128726128728128719128721128723128725128727128713128708128709128710128712128717128714128715128711
390 1.3.4 by other entities129345129319129323129327129331129335129339129343129325129329129333129337129341129313129303129305129307129311129321129315129317129309
400 1.3.4.1 of which are intragroup entities129344129318129322129326129330129334129338129342129324129328129332129336129340129312129302129304129306129310129320129314129316129308
410 1.3.4.2 of which are public sector entities128949128936128938128940128942128944128946128948128939128941128943128945128947128933128928128929128930128932128937128934128935128931
420 1.4 Liabilities not reported in 1.2, resulting from deposits by customers that are financial customers129169129156129158129160129162129164129166129168129159129161129163129165129167129153129148129149129150129152129157129154129155129151
430 1.4.1 by credit institutions128817128791128795128799128803128807128811128815128797128801128805128809128813128785128775128777128779128783128793128787128789128781
440 1.4.1.1 of which are intragroup entities128816128790128794128798128802128806128810128814128796128800128804128808128812128784128774128776128778128782128792128786128788128780
450 1.4.2 by financial customers other than credit institutions129257129231129235129239129243129247129251129255129237129241129245129249129253129225129215129217129219129223129233129227129229129221
460 1.4.2.1 of which are intragroup entities129256129230129234129238129242129246129250129254129236129240129244129248129252129224129214129216129218129222129232129226129228129220
470 1.4.3 of which are members of an institutional network129125129099129103129107129111129115129119129123129105129109129113129117129121129093129083129085129087129091129101129095129097129089
480 1.4.3.1 of which are intragroup entities129124129098129102129106129110129114129118129122129104129108129112129116129120129092129082129084129086129090129100129094129096129088
490 1.5 FX-swaps maturing129895129882129884129886129888129890129892129894129885129887129889129891129893129879129874129875129876129878129883129880129881129877
500 1.6 Amount payable from the contracts listed in Annex II of CRR other than those reported in item 1.5129917129904129906129908129910129912129914129916129907129909129911129913129915129901129896129897129898129900129905129902129903129899
510 1.7 Other cash-outflows130005129979129983129987129991129995129999130003129985129989129993129997130001129973129963129965129967129971129981129975129977129969
520 1.7.1 of which to intragroup entities130004129978129982129986129990129994129998130002129984129988129992129996130000129972129962129964129966129970129980129974129976129968
530 1.8 Of which: Interest flows due129918129935129939129943129947129951129955129959129941129945129949129953129957129929129919129921129923129927129937129931129933129925
540 1.8.1 of which to intragroup entities129961129936129940129944129948129952129956129960129942129946129950129954129958129930129920129922129924129928129938129932129934129926
550 1.9 Total outflows129830129839129841129843129845129847129849129851129842129844129846129848129850129836129831129832129833129835129840129837129838129834
555 - 2 INFLOWS
560 2.1 Monies due from secured lending and capital market driven transactions as defined in Article 192 of CRR, collateralised by:126649126651126653126655126657126659126661126652126654126656126658126660126646126641126642126643126645126650126647126648126644
570 2.1.1 Central Bank eligible assets126531126535126539126543126547126551126555126537126541126545126549126553126525126515126517126519126523126533126527126529126521
580 2.1.1.1 securities with a 0% risk weight126468126472126476126480126484126488126492126474126478126482126486126490126462126452126454126456126460126470126464126466126458
590 2.1.1.2 securities with a 20% risk weight126469126473126477126481126485126489126493126475126479126483126487126491126463126453126455126457126461126471126465126467126459
600 2.1.1.3 bonds eligible for the treatment set out in Article 129(4) or (5) of CRR126040126042126044126046126048126050126052126043126045126047126049126051126037126032126033126034126036126041126038126039126035
610 2.1.1.3.1 credit quality step 1125788125790125792125794125796125798125800125791125793125795125797125799125785125780125781125782125784125789125786125787125783
620 2.1.1.3.2 credit quality step 2125872125874125876125878125880125882125884125875125877125879125881125883125869125864125865125866125868125873125870125871125867
630 2.1.1.3.3 credit quality step 3125956125958125960125962125964125966125968125959125961125963125965125967125953125948125949125950125952125957125954125955125951
640 2.1.1.4 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those reported to in item 2.1.1.3126061126063126065126067126069126071126073126064126066126068126070126072126058126053126054126055126057126062126059126060126056
650 2.1.1.4.1 credit quality step 1125809125811125813125815125817125819125821125812125814125816125818125820125806125801125802125803125805125810125807125808125804
660 2.1.1.4.2 credit quality step 2125893125895125897125899125901125903125905125896125898125900125902125904125890125885125886125887125889125894125891125892125888
670 2.1.1.4.3 credit quality step 3125977125979125981125983125985125987125989125980125982125984125986125988125974125969125970125971125973125978125975125976125972
680 2.1.1.5 non financial corporate bonds126229126231126233126235126237126239126241126232126234126236126238126240126226126221126222126223126225126230126227126228126224
690 2.1.1.5.1 credit quality step 1126103126105126107126109126111126113126115126106126108126110126112126114126100126095126096126097126099126104126101126102126098
700 2.1.1.5.2 credit quality step 2126145126147126149126151126153126155126157126148126150126152126154126156126142126137126138126139126141126146126143126144126140
710 2.1.1.5.3 credit quality step 3126187126189126191126193126195126197126199126190126192126194126196126198126184126179126180126181126183126188126185126186126182
720 2.1.1.6 residential mortgage backed securities of credit quality step 1125683125685125687125689125691125693125695125686125688125690125692125694125680125675125676125677125679125684125681125682125678
730 2.1.1.7 other assets126532126536126540126544126548126552126556126538126542126546126550126554126526126516126518126520126524126534126528126530126522
740 2.1.1.8 of which central bank open market operations126502126504126506126508126510126512126514126505126507126509126511126513126499126494126495126496126498126503126500126501126497
750 2.1.2 Non-central bank eligible but tradable assets126603126609126615126621126627126633126639126612126618126624126630126636126594126579126582126585126591126606126597126600126588
760 2.1.2.1 equities listed on a recognised exchange, not self issued or issued by financial institutions125725125727125729125731125733125735125737125728125730125732125734125736125722125717125718125719125721125726125723125724125720
770 2.1.2.2 gold126565126567126569126571126573126575126577126568126570126572126574126576126562126557126558126559126561126566126563126564126560
780 2.1.2.3 other assets126604126610126616126622126628126634126640126613126619126625126631126637126595126580126583126586126592126607126598126601126589
790 2.1.3 of which from intragroup entities126602126608126614126620126626126632126638126611126617126623126629126635126593126578126581126584126590126605126596126599126587
800 2.2 Monies due not reported in 2.1 from customers that are not financial customers127237127239127241127243127245127247127249127240127242127244127246127248127234127229127230127231127233127238127235127236127232
810 2.2.1 from retail customers140716140718140720140722140724140726140728140719140721140723140725140727140713140708140709140710140712140717140714140715140711
820 2.2.2 from non-financial corporate customers126847126851126855126859126863126867126871126853126857126861126865126869126841126831126833126835126839126849126843126845126837
830 2.2.2.1 of which are intragroup entities126846126850126854126858126862126866126870126852126856126860126864126868126840126830126832126834126838126848126842126844126836
840 2.2.3 from central banks126691126693126695126697126699126701126703126694126696126698126700126702126688126683126684126685126687126692126689126690126686
850 2.2.4 from other entities127183127187127191127195127199127203127207127189127193127197127201127205127177127167127169127171127175127185127179127181127173
860 2.2.4.1 of which are intragroup entities127182127186127190127194127198127202127206127188127192127196127200127204127176127166127168127170127174127184127178127180127172
870 2.2.4.2 of which are public sectior entities126901126903126905126907126909126911126913126904126906126908126910126912126898126893126894126895126897126902126899126900126896
880 2.3 Monies due not reported in 2.1 from financial customers127027127029127031127033127035127037127039127030127032127034127036127038127024127019127020127021127023127028127025127026127022
890 2.3.1 from credit institutions126763126767126771126775126779126783126787126769126773126777126781126785126757126747126749126751126755126765126759126761126753
900 2.3.1.1 of which are intragroup entities126762126766126770126774126778126782126786126768126772126776126780126784126756126746126748126750126754126764126758126760126752
910 2.3.2 from financial customers other than credit institutions127099127103127107127111127115127119127123127105127109127113127117127121127093127083127085127087127091127101127095127097127089
920 2.3.2.1 of which are intragroup entities127098127102127106127110127114127118127122127104127108127112127116127120127092127082127084127086127090127100127094127096127088
930 2.3.3 of which are members of an institutional network126985126987126989126991126993126995126997126988126990126992126994126996126982126977126978126979126981126986126983126984126980
940 2.4 FX-swaps maturing127510127512127514127516127518127520127522127513127515127517127519127521127507127502127503127504127506127511127508127509127505
950 2.5 Amount receivable expected from the contracts listed in Annex II of CRR other than those reported in item 2.4127531127533127535127537127539127541127543127534127536127538127540127542127528127523127524127525127527127532127529127530127526
960 2.6 Paper in own portfolio maturing127426127428127430127432127434127436127438127429127431127433127435127437127423127418127419127420127422127427127424127425127421
970 2.7 Other cash inflows127465127471127477127483127489127495127501127474127480127486127492127498127456127441127444127447127453127468127459127462127450
980 2.7.1 of which from intragroup entities127464127470127476127482127488127494127500127473127479127485127491127497127455127440127443127446127452127467127458127461127449
990 2.8 Of which: Interest flows received127560127564127568127572127576127580127584127566127570127574127578127582127554127544127546127548127552127562127556127558127550




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").
Main category of collateral or guarantee givenDefines the main category of collateral or guarantees given
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.
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.
Liquidity quality of collateral givenLiquidity conditions specified for collateral given under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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.
Exposure classDefines the exposure class for capital requirement purposes
Exposure classes - Defines the exposure class for capital requirement purposes
Main category of the collateral of the collateralDefines the main category of the collateral of the collateral or guarantees (both given and 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.
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.
Exposure class of the collateral givenFor Liquidity purposes, defines the exposure class of the collateral given
Exposure classes - Defines the exposure class for capital requirement purposes
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.
Collateral statusDefines the terms and conditions of the collateral given
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
Counterparty sector of the collateralDefines the institutional sector of the counterparty of financial instruments received/given as collateral.
Counterparty - Party other than the reporting institution in a contract or transaction.
Exposure class of the collateral receivedFor Liquidity purposes, defines the exposure class of the collateral received
Exposure classes - Defines the exposure class for capital requirement purposes
Exposures by Credit Quality steps at reporting dateDefines the credit quality of the securitisation exposure position to the Credit Quality Steps scale at the reporting date.
Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale
Exposures by Credit Quality steps at reporting date of the collateralFor liquidity purposes, defines the "Exposures by Credit Quality steps at reporting date" of the collateral received
Credit quality - Defines the credit quality of the exposures according to the Credit Quality Steps scale
GuarantorDefines the institutional sector of the guarantor (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
Hybrid instrumentsFor financial instruments, it indicates whether there are hybrid instruments (i.e. that combine a host contract with embedded derivative contracts) or not.
Boolean total - Dimensions having only two values (usually denoted true and false)
Impairment statusStatus 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)
Liquidity quality of collateral receivedLiquidity conditions specified for collateral received under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
PurposeDefines the purpose of a balance or transaction.
Purpose - Purpose of the contract or transaction.
Related parties/RelationshipsDefines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party.
Related parties/Relationships - Defines the relationship between the reporting institution with an entity or a person; in particular, it specifies the type of related party.
Residual maturityTime remaining from the reporting date to the maturity date.
Time interval - Time bands (e.g. > 60 days <= 90 days).
Risk weightsSpecifies the value of the risk weights that are applied to an exposure for capital requirement purposes.
Percentages - Percentages
Risk weights of the collateralSpecifies the value of the risk weights that would be applied apply for capital requirement purposes to a collateral.
Percentages - Percentages
Specific contract clauses or netting agreementsDefines specific contract clauses or netting agreements.
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.
Specific liquidity requirementsSpecific conditions related to liquidity under the liquidity provisions framework
Liquidity - Defines different liquidity-related conditions of assets and liabilities
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)
Type of marketDefines the type of market on which reported instruments are traded.
Type of market - Defines the type of market on which reported instruments are traded. It includes the fair value hierarchy.
Original maturityTime between the closing date of a transaction and its maturity date
Time interval - Time bands (e.g. > 60 days <= 90 days).