C 02.00 - CA 2 - Capital Adequacy - Risk Exposure Amounts





Amount
CodeLabel010
010 TOTAL RISK EXPOSURE AMOUNT38483
020 Of which: Investment firms under Article 95 paragraph 2 and Article 98 of CRR38484
030 Of which : Investment firms under Article 96 paragraph 2 and Article 97 of CRR38485
040 RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES78933
050 Standardised Approach (SA)78899
060 SA exposure classes excluding securitisation positions78917
070 Central governments or central banks77912
080 Regional governments or local authorities77913
090 Public sector entities89540
100 Multilateral Development Banks89480
110 International Organisations89422
120 Institutions89364
130 Corporates89719
140 Retail89659
150 Secured by mortgages on immovable property78242
160 Exposures in default78072
170 Items associated with particular high risk78748
180 Covered bonds78128
190 Claims on institutions and corporates with a short-term credit assessment78412
200 Collective investments undertakings (CIU)78185
210 Equity78015
211 Other items78804
220 Securitisation positions SA76882
230 of which: resecuritisation76883
240 Internal ratings based Approach(IRB)70124
250 IRB approaches when neither own estimates of LGD nor Conversion Factors are used84674
260 Central governments and central banks94746
270 Institutions94724
280 Corporates - SME94813
290 Corporates - Specialised Lending94794
300 Corporates - Other94775
310 IRB approaches when own estimates of LGD and/or Conversion Factors are used82657
320 Central governments and central banks93060
330 Institutions92924
340 Corporates - SME93127
350 Corporates - Specialised Lending93108
360 Corporates - Other93089
370 Retail - Secured by real estate SME93036
380 Retail - Secured by real estate non-SME92998
390 Retail - Qualifying revolving92979
400 Retail - Other SME93017
410 Retail - Other non-SME92960
420 Equity IRB69942
430 Securitisation positions IRB70029
440 Of which: resecuritisation70030
450 Other non credit-obligation assets51532
460 Risk exposure amount for contributions to the default fund of a CCP38466
490 TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY85080
500 Settlement/delivery risk in the non-Trading book85081
510 Settlement/delivery risk in the Trading book85082
520 TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS149591
530 Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)149589
540 Traded debt instruments149588
550 Equity78923
555 Particular approach for position risk in CIUs149593
556 Memo item: CIUs exclusively invested in traded debt instruments149066
557 Memo item: CIUs invested exclusively in equity instruments or in mixed instruments149067
560 Foreign Exchange24541
570 Commodities24586
580 Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)15779
590 TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )78937
600 OpR Basic indicator Approach (BIA)15235
610 OpR Standardised (STA) / Alternative Standardised (ASA) approaches24024
620 OpR Advanced measurement approaches (AMA)67915
630 ADDITIONAL RISK EXPOSURE AMOUNT DUE TO FIXED OVERHEADS38467
640 TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT85079
650 Advanced method67919
660 Standardised method78936
670 Based on OEM70151
680 TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK38465
690 OTHER RISK EXPOSURE AMOUNTS38462
710 Of which: Additional stricter prudential requirements based on Art 45838461
720 Of which: requirements for large exposures38464
730 Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property38460
740 Of which: due to intra financial sector exposures38454
750 Of which: Additional stricter prudential requirements based on Art 45938463
760 Of which: Additional risk exposure amount due to Article 3 CRR55391




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.
Type of riskIndicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Type of risk - Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Methods to determine risk weightsDefines the relevant method used to determine the risk weights for capital requirements purposes.
Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
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 investment firmSpecifies the type activities authorised to the effects of the calculation of own funds requirements for investment firms with limited activities.
Type of activity - Defines the type of activity reported (e.g. asset management or custody)
Type of underlyingFor securitisations, defines the underlying securitised items.
Underlying exposures in securitisations - Underlying exposures in securitisations
Size of the counterparty
Counterparty - Party other than the reporting institution in a contract or transaction.