C 09.01.b - CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default





Exposures in defaultObserved new defaults for the periodCredit risk adjustments/write-offs for observed new defaults
CodeLabel020 040 070
010 Central governments or central banks149414149395149068
020 Regional governments or local authorities149419149400149073
030 Public sector entities149418149399149072
040 Multilateral Development Banks149417149398149071
050 International Organisations149416149397149070
060 Institutions149415149396149069
070 Corporates149423149404149077
075 Of which: SME149422149403149076
080 Retail149421149402149075
085 Of which: SME149420149401149074
090 Secured by mortgages on immovable property149428149409149082
095 Of which: SME149424149405149078
110 Items associated with particularly high risk149430149411149084
120 Covered bonds149426149407149080
130 Claims on institutions and corporate with a short-term credit assessment149429149410149083
140 Claims in the form of CIU149427149408149081
150 Equity exposures149425149406149079
160 Other exposures149431149412149085
170 Total exposures149432149413149086




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).
Country where the exposure is generatedDefines the country where the exposure is generated.
Geographical area - Geographical area
Exposure class before reassignmentDefines the Exposure class an exposure was assigned to before reassignment to the current exposure class. Applicable for the exposure classes "Exposures in default" and "Exposures secured by mortgages on immovable property" in the Standardised Approach.
Exposure classes - Defines the exposure class for capital requirement purposes
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).
Type of credit protectionSpecifies the type of credit protection
Credit protection - Concepts related with the application of Credit Risk Mitigation techniques.
Size of the counterparty
Counterparty - Party other than the reporting institution in a contract or transaction.