P 02.06 - Structural currency mismatches





Actual current positionPlanned 6 month positionPlanned Year 1 PositionPlanned Year 2 PositionPlanned Year 3 Position
CodeLabel010 020 030 040 050
009 - Gross Loan assets on balance sheet - before effect of FX forward or Cross-currency swaps
010 Loans to households and private non-financial corporates (domestic operations)111812111804111805111806111807
020 Loans to households and private non-financial corporates (international operations)111813111808111809111810111811
030 Loans to financial corporates (domestic and international operations)111739111731111732111733111734
039 - Gross Deposit Liabilities on balance sheet - before effect of FX forward or Cross-currency swaps
040 Deposits from households and private non-financial corporates (domestic operations)112021112013112014112015112016
050 Deposits from households and private non-financial corporates (international operations)112022112017112018112019112020
060 Deposits from financial corporates (domestic and international operations)111966111958111959111960111961
070 Short Term Debt Securities (<1year)112126112082112083112084112085
080 Long Term Debt Securities (>=1year)112127112086112087112088112089




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.
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.
Accounting portfolioAccounting portfolios shall mean financial instruments aggregated by valuation rules (e.g. "Available-for-sale financial assets"). Accounting portfolios only comprise financial assets and financial liabilities.
Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book).
Currency of the exposureDefines the currency in which the item is denominated
Currency - Currency
Location of the activitiesIdentifies the nature of the geographical area where activities are undertaken. "Location" means the jurisdiction of incorporation of the legal entity which has recognised the asset or liability; for branches, it means the jurisdiction of residence.
Boolean total - Dimensions having only two values (usually denoted true and false)
Reference date or periodSpecifies the date or the period to which the data is referred
Reference period - Defines a relative time point (reference date or period) to which the data refers.
Scope of consolidationSpecifies the scope of consolidation of reporting when different from CRR scope
Scope of consolidation - Different scopes of consolidation of reporting when different from CRR scope
Contingent scenario/Assumptions usedContingent scenario whose impact is reported
Contingent scenario - Defines the contingent scenarios whose impact is reported
Original maturityTime between the closing date of a transaction and its maturity date
Time interval - Time bands (e.g. > 60 days <= 90 days).