C 09.01.a - CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures)





ORIGINAL EXPOSURE PRE CONVERSION FACTORSGeneral credit risk adjustmentsSpecific credit risk adjustmentsOf which: write-offsEXPOSURE VALUERISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTORRISK WEIGHTED EXPOSURE AMOUNT AFTER SME-SUPPORTING FACTOR
CodeLabel010 050 055 060 075 080 090
010 Central governments or central banks884898582385824858128718889004132781
020 Regional governments or local authorities884998583885839858178719389009132786
030 Public sector entities884978583585836858168719289008132785
040 Multilateral Development Banks884958583285833858158719189007132784
050 International Organisations884938582985830858148719089006132783
060 Institutions884918582685827858138718989005132782
070 Corporates88507858508585185821871978901389249
075 Of which: SME88505858478584885820871968901289248
080 Retail88503858448584585819871958901189247
085 Of which: SME88501858418584285818871948901089246
090 Secured by mortgages on immovable property85558854678546885424855018557885594
095 Of which: SME85536854408544185418854948557285591
100 Exposures in default8555511090711090811090685498108836132788
110 Items associated with particularly high risk855678548585486854338551085587132792
120 Covered bonds855568546385464854228549985576132789
130 Claims on institutions and corporate with a short-term credit assessment855618547385474854278550485581132791
140 Claims in the form of CIU855578546585466854238550085577132790
150 Equity exposures855548546185462854218549785575132787
160 Other items855688548785488854348551185588132793
170 Total exposures85571854928549385436855138559085597




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).
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.
Country where the exposure is generatedDefines the country where the exposure is generated.
Geographical area - Geographical area
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)
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).
Size of the counterparty
Counterparty - Party other than the reporting institution in a contract or transaction.