C 66.00.w - Contractual template. Significant currencies





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 issued141697141714141718141722141726141730141734141738141720141724141728141732141736141708141698141700141702141706141716141710141712141704
020 1.1.1 unsecured bonds due140751140760140762140764140766140768140770140772140763140765140767140769140771140757140752140753140754140756140761140758140759140755
030 1.1.2 hybrid bonds due141675141684141686141688141690141692141694141696141687141689141691141693141695141681141676141677141678141680141685141682141683141679
040 1.1.3 bonds eligible for the treatment set out in Article 129(4) or (5) of CRR due141631141640141642141644141646141648141650141652141643141645141647141649141651141637141632141633141634141636141641141638141639141635
050 1.1.4 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those reported to in item 1.1.3141653141662141664141666141668141670141672141674141665141667141669141671141673141659141654141655141656141658141663141660141661141657
060 1.1.5 securitisations due141741141750141752141754141756141758141760141762141753141755141757141759141761141747141742141743141744141746141751141748141749141745
070 1.1.6 short-term paper due141785141794141796141798141800141802141804141806141797141799141801141803141805141791141786141787141788141790141795141792141793141789
080 1.1.7 of which to intragroup entities141740141715141719141723141727141731141735141739141721141725141729141733141737141709141699141701141703141707141717141711141713141705
090 1.1.8 of which debt securities issued for retail only141432141419141421141423141425141427141429141431141422141424141426141428141430141416141411141412141413141415141420141417141418141414
100 1.2 Liabilities from secured lending and capital market driven transactions as defined in Article 192 of CRR, collateralised by:141278141265141267141269141271141273141275141277141268141270141272141274141276141262141257141258141259141261141266141263141264141260
10002.8 1 of which from intragroup entities140683140687140691140695140699140703140707140689140693140697140701140705140677140667140669140671140675140685140679140681140673
10102.9 Total inflows140585140591140597140603140609140615140621140594140600140606140612140618140576140561140564140567140573140588140579140582140570
10202.10 Net funding gap141961141970141972141974141976141978141980141982141973141975141977141979141981141967141962141963141964141966141971141968141969141965
1035 - 3 COUNTERBALANCING CAPACITY
10403.1 Cash134659
10503.2 Exposures to central banks134637134646134648134650134652134654134656134658134649134651134653134655134657134643134638134639134640134642134647134644134645134641
10603.3 Unencumbered Central Bank eligible collateral139685139659139663139667139671139675139679139683139665139669139673139677139681139653139643139645139647139651139661139655139657139649
10703.3.1 securities with a 0% risk weight135723135697135701135705135709135713135717135721135703135707135711135715135719135691135681135683135685135689135699135693135695135687
10803.3.1.1 representing claims on sovereigns135503135477135481135485135489135493135497135501135483135487135491135495135499135471135461135463135465135469135479135473135475135467
10903.3.1.2 guaranteed by sovereigns135679135653135657135661135665135669135673135677135659135663135667135671135675135647135637135639135641135645135655135649135651135643
110 1.2.1 Central Bank eligible assets141167141141141145141149141153141157141161141165141147141151141155141159141163141135141125141127141129141133141143141137141139141131
11003.3.1.3 representing claims on or guaranteed by central banks135459135433135437135441135445135449135453135457135439135443135447135451135455135427135417135419135421135425135435135429135431135423
11103.3.1.4 representing claims on or guaranteed by public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities135547135521135525135529135533135537135541135545135527135531135535135539135543135515135505135507135509135513135523135517135519135511
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 banks135592135579135581135583135585135587135589135591135582135584135586135588135590135576135571135572135573135575135580135577135578135574
11303.3.1.6 representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism135614135601135603135605135607135609135611135613135604135606135608135610135612135598135593135594135595135597135602135599135600135596
11403.3.2 securities with a 20% risk weight135724135698135702135706135710135714135718135722135704135708135712135716135720135692135682135684135686135690135700135694135696135688
11503.3.2.1 representing claims on sovereigns135504135478135482135486135490135494135498135502135484135488135492135496135500135472135462135464135466135470135480135474135476135468
11603.3.2.2 guaranteed by sovereigns135680135654135658135662135666135670135674135678135660135664135668135672135676135648135638135640135642135646135656135650135652135644
11703.3.2.3 representing claims on or guaranteed by central banks135460135434135438135442135446135450135454135458135440135444135448135452135456135428135418135420135422135426135436135430135432135424
11803.3.2.4 representing claims on or guaranteed by public sector entities, regions with fiscal autonomy to raise and collect taxes and local authorities135548135522135526135530135534135538135542135546135528135532135536135540135544135516135506135508135510135514135524135518135520135512
11903.3.2.5 representing claims on or guaranteed by multilateral development banks135570135557135559135561135563135565135567135569135560135562135564135566135568135554135549135550135551135553135558135555135556135552
120 1.2.1.1 securities with a 0% risk weight141101141075141079141083141087141091141095141099141081141085141089141093141097141069141059141061141063141067141077141071141073141065
12003.3.3 bonds eligible for the treatment set out in Article 129(4) or (5) of CRR135306135293135295135297135299135301135303135305135296135298135300135302135304135290135285135286135287135289135294135291135292135288
12103.3.3.1 credit quality step 1135174135161135163135165135167135169135171135173135164135166135168135170135172135158135153135154135155135157135162135159135160135156
12203.3.3.2 credit quality step 2135218135205135207135209135211135213135215135217135208135210135212135214135216135202135197135198135199135201135206135203135204135200
12303.3.3.3 credit quality step 3135262135249135251135253135255135257135259135261135252135254135256135258135260135246135241135242135243135245135250135247135248135244
12403.3.4 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those referred to in item 3.3.3135328135315135317135319135321135323135325135327135318135320135322135324135326135312135307135308135309135311135316135313135314135310
12503.3.4.1 credit quality step 1135196135183135185135187135189135191135193135195135186135188135190135192135194135180135175135176135177135179135184135181135182135178
12603.3.4.2 credit quality step 2135240135227135229135231135233135235135237135239135230135232135234135236135238135224135219135220135221135223135228135225135226135222
12703.3.4.3 credit quality step 3135284135271135273135275135277135279135281135283135274135276135278135280135282135268135263135264135265135267135272135269135270135266
12803.3.5 non financial corporate bonds135416135403135405135407135409135411135413135415135406135408135410135412135414135400135395135396135397135399135404135401135402135398
12903.3.5.1 credit quality step 1135350135337135339135341135343135345135347135349135340135342135344135346135348135334135329135330135331135333135338135335135336135332
130 1.2.1.2 securities with a 20% risk weight141102141076141080141084141088141092141096141100141082141086141090141094141098141070141060141062141064141068141078141072141074141066
13003.3.5.2 credit quality step 2135372135359135361135363135365135367135369135371135362135364135366135368135370135356135351135352135353135355135360135357135358135354
13103.3.5.3 credit quality step 3135394135381135383135385135387135389135391135393135384135386135388135390135392135378135373135374135375135377135382135379135380135376
13203.3.6 residential mortgage backed securities of credit quality step 1135636135623135625135627135629135631135633135635135626135628135630135632135634135620135615135616135617135619135624135621135622135618
13303.3.7 other central bank eligible assets (including credit claims)139686139660139664139668139672139676139680139684139666139670139674139678139682139654139644139646139648139652139662139656139658139650
13403.4 Other unencumbered non central bank eligible, tradeable assets139620139607139609139611139613139615139617139619139610139612139614139616139618139604139599139600139601139603139608139605139606139602
13503.4.1 equities listed on a recognised exchange, not self issued or issued by financial institutions135152135139135141135143135145135147135149135151135142135144135146135148135150135136135131135132135133135135135140135137135138135134
13603.4.2 gold139642139629139631139633139635139637139639139641139632139634139636139638139640139626139621139622139623139625139630139627139628139624
13703.5 Undrawn committed credit lines granted to the reporting institution143041143050143052143054143056143058143060143062143053143055143057143059143061143047143042143043143044143046143051143048143049143045
13803.5.1 by members of the institutional network142996142983142985142987142989142991142993142995142986142988142990142992142994142980142975142976142977142979142984142981142982142978
13903.5.2 by intragroup entities143039143013143017143021143025143029143033143037143019143023143027143031143035143007142997142999143001143005143015143009143011143003
140 1.2.1.3 bonds eligible for the treatment set out in Article 129(4) or (5) of CRR140948140935140937140939140941140943140945140947140938140940140942140944140946140932140927140928140929140931140936140933140934140930
14003.5.3 by other entities143040143014143018143022143026143030143034143038143020143024143028143032143036143008142998143000143002143006143016143010143012143004
14103.6 Net change of Counterbalancing Capacity139717139719139721139723139725139727139729139720139722139724139726139728139714139709139710139711139713139718139715139716139712
150 1.2.1.3.1 credit quality step 1140816140803140805140807140809140811140813140815140806140808140810140812140814140800140795140796140797140799140804140801140802140798
160 1.2.1.3.2 credit quality step 2140860140847140849140851140853140855140857140859140850140852140854140856140858140844140839140840140841140843140848140845140846140842
170 1.2.1.3.3.credit quality step 3140904140891140893140895140897140899140901140903140894140896140898140900140902140888140883140884140885140887140892140889140890140886
180 1.2.1.4 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those reported to in item 1.2.1.3140970140957140959140961140963140965140967140969140960140962140964140966140968140954140949140950140951140953140958140955140956140952
190 1.2.1.4.1 credit quality step 1140838140825140827140829140831140833140835140837140828140830140832140834140836140822140817140818140819140821140826140823140824140820
200 1.2.1.4.2 credit quality step 2140882140869140871140873140875140877140879140881140872140874140876140878140880140866140861140862140863140865140870140867140868140864
210 1.2.1.4.3 credit quality step 3140926140913140915140917140919140921140923140925140916140918140920140922140924140910140905140906140907140909140914140911140912140908
220 1.2.1.5 non financial corporate bonds141058141045141047141049141051141053141055141057141048141050141052141054141056141042141037141038141039141041141046141043141044141040
230 1.2.1.5.1 credit quality step 1140992140979140981140983140985140987140989140991140982140984140986140988140990140976140971140972140973140975140980140977140978140974
240 1.2.1.5.2 credit quality step 2141014141001141003141005141007141009141011141013141004141006141008141010141012140998140993140994140995140997141002140999141000140996
250 1.2.1.5.3 credit quality step 3141036141023141025141027141029141031141033141035141026141028141030141032141034141020141015141016141017141019141024141021141022141018
260 1.2.1.6 residential mortgage backed securities of credit quality step 1140750140737140739140741140743140745140747140749140740140742140744140746140748140734140729140730140731140733140738140735140736140732
270 1.2.1.7 other assets141168141142141146141150141154141158141162141166141148141152141156141160141164141136141126141128141130141134141144141138141140141132
280 1.2.1.8 of which central bank open market operations141124141111141113141115141117141119141121141123141114141116141118141120141122141108141103141104141105141107141112141109141110141106
290 1.2.2 non-central bank eligible but tradable assets141255141216141222141228141234141240141246141252141225141231141237141243141249141207141192141195141198141204141219141210141213141201
300 1.2.2.1 equities listed on a recognised exchange, not self issued or issued by financial institutions140794140781140783140785140787140789140791140793140784140786140788140790140792140778140773140774140775140777140782140779140780140776
310 1.2.2.2 gold141190141177141179141181141183141185141187141189141180141182141184141186141188141174141169141170141171141173141178141175141176141172
320 1.2.2.3 other assets141256141217141223141229141235141241141247141253141226141232141238141244141250141208141193141196141199141205141220141211141214141202
330 1.2.3 of which to intragroup entities141254141215141221141227141233141239141245141251141224141230141236141242141248141206141191141194141197141203141218141209141212141200
340 1.3 Liabilities not reported in 1.2, resulting from deposits by customers that are not financial customers141630141617141619141621141623141625141627141629141620141622141624141626141628141614141609141610141611141613141618141615141616141612
350 1.3.1 by retail customers141454141441141443141445141447141449141451141453141444141446141448141450141452141438141433141434141435141437141442141439141440141436
360 1.3.2 by non-financial corporate customers141388141362141366141370141374141378141382141386141368141372141376141380141384141356141346141348141350141354141364141358141360141352
370 1.3.2.1 of which are intragroup entities141387141361141365141369141373141377141381141385141367141371141375141379141383141355141345141347141349141353141363141357141359141351
380 1.3.3 by central banks141300141287141289141291141293141295141297141299141290141292141294141296141298141284141279141280141281141283141288141285141286141282
390 1.3.4 by other entities141608141582141586141590141594141598141602141606141588141592141596141600141604141576141566141568141570141574141584141578141580141572
400 1.3.4.1 of which are intragroup entities141607141581141585141589141593141597141601141605141587141591141595141599141603141575141565141567141569141573141583141577141579141571
410 1.3.4.2 of which are public sector entities141410141397141399141401141403141405141407141409141400141402141404141406141408141394141389141390141391141393141398141395141396141392
420 1.4 Liabilities not reported in 1.2, resulting from deposits by customers that are financial customers141520141507141509141511141513141515141517141519141510141512141514141516141518141504141499141500141501141503141508141505141506141502
430 1.4.1 by credit institutions141344141318141322141326141330141334141338141342141324141328141332141336141340141312141302141304141306141310141320141314141316141308
440 1.4.1.1 of which are intragroup entities141343141317141321141325141329141333141337141341141323141327141331141335141339141311141301141303141305141309141319141313141315141307
450 1.4.2 by financial customers other than credit institutions141564141538141542141546141550141554141558141562141544141548141552141556141560141532141522141524141526141530141540141534141536141528
460 1.4.2.1 of which are intragroup entities141563141537141541141545141549141553141557141561141543141547141551141555141559141531141521141523141525141529141539141533141535141527
470 1.4.3 of which are members of an institutional network141498141472141476141480141484141488141492141496141478141482141486141490141494141466141456141458141460141464141474141468141470141462
480 1.4.3.1 of which are intragroup entities141497141471141475141479141483141487141491141495141477141481141485141489141493141465141455141457141459141463141473141467141469141461
490 1.5 FX-swaps maturing141828141815141817141819141821141823141825141827141818141820141822141824141826141812141807141808141809141811141816141813141814141810
500 1.6 Amount payable from the contracts listed in Annex II of CRR other than those reported in item 1.5141850141837141839141841141843141845141847141849141840141842141844141846141848141834141829141830141831141833141838141835141836141832
510 1.7 Other cash-outflows141938141912141916141920141924141928141932141936141918141922141926141930141934141906141896141898141900141904141914141908141910141902
520 1.7.1 of which to intragroup entities141937141911141915141919141923141927141931141935141917141921141925141929141933141905141895141897141899141903141913141907141909141901
530 1.8 Of which: Interest flows due141851141868141872141876141880141884141888141892141874141878141882141886141890141862141852141854141856141860141870141864141866141858
540 1.8.1 of which to intragroup entities141894141869141873141877141881141885141889141893141875141879141883141887141891141863141853141855141857141861141871141865141867141859
550 1.9 Total outflows141763141772141774141776141778141780141782141784141775141777141779141781141783141769141764141765141766141768141773141770141771141767
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:140233140235140237140239140241140243140245140236140238140240140242140244140230140225140226140227140229140234140231140232140228
570 2.1.1 Central Bank eligible assets140115140119140123140127140131140135140139140121140125140129140133140137140109140099140101140103140107140117140111140113140105
580 2.1.1.1 securities with a 0% risk weight140052140056140060140064140068140072140076140058140062140066140070140074140046140036140038140040140044140054140048140050140042
590 2.1.1.2 securities with a 20% risk weight140053140057140061140065140069140073140077140059140063140067140071140075140047140037140039140041140045140055140049140051140043
600 2.1.1.3 bonds eligible for the treatment set out in Article 129(4) or (5) of CRR139918139920139922139924139926139928139930139921139923139925139927139929139915139910139911139912139914139919139916139917139913
610 2.1.1.3.1 credit quality step 1139792139794139796139798139800139802139804139795139797139799139801139803139789139784139785139786139788139793139790139791139787
620 2.1.1.3.2 credit quality step 2139834139836139838139840139842139844139846139837139839139841139843139845139831139826139827139828139830139835139832139833139829
630 2.1.1.3.3 credit quality step 3139876139878139880139882139884139886139888139879139881139883139885139887139873139868139869139870139872139877139874139875139871
640 2.1.1.4 bonds as defined in Article 52(4) of Directive 2009/65/EC other than those reported to in item 2.1.1.3139939139941139943139945139947139949139951139942139944139946139948139950139936139931139932139933139935139940139937139938139934
650 2.1.1.4.1 credit quality step 1139813139815139817139819139821139823139825139816139818139820139822139824139810139805139806139807139809139814139811139812139808
660 2.1.1.4.2 credit quality step 2139855139857139859139861139863139865139867139858139860139862139864139866139852139847139848139849139851139856139853139854139850
670 2.1.1.4.3 credit quality step 3139897139899139901139903139905139907139909139900139902139904139906139908139894139889139890139891139893139898139895139896139892
680 2.1.1.5 non financial corporate bonds140023140025140027140029140031140033140035140026140028140030140032140034140020140015140016140017140019140024140021140022140018
690 2.1.1.5.1 credit quality step 1139960139962139964139966139968139970139972139963139965139967139969139971139957139952139953139954139956139961139958139959139955
700 2.1.1.5.2 credit quality step 2139981139983139985139987139989139991139993139984139986139988139990139992139978139973139974139975139977139982139979139980139976
710 2.1.1.5.3 credit quality step 3140002140004140006140008140010140012140014140005140007140009140011140013139999139994139995139996139998140003140000140001139997
720 2.1.1.6 residential mortgage backed securities of credit quality step 1139750139752139754139756139758139760139762139753139755139757139759139761139747139742139743139744139746139751139748139749139745
730 2.1.1.7 other assets140116140120140124140128140132140136140140140122140126140130140134140138140110140100140102140104140108140118140112140114140106
740 2.1.1.8 of which central bank open market operations140086140088140090140092140094140096140098140089140091140093140095140097140083140078140079140080140082140087140084140085140081
750 2.1.2 Non-central bank eligible but tradable assets140187140193140199140205140211140217140223140196140202140208140214140220140178140163140166140169140175140190140181140184140172
760 2.1.2.1 equities listed on a recognised exchange, not self issued or issued by financial institutions139771139773139775139777139779139781139783139774139776139778139780139782139768139763139764139765139767139772139769139770139766
770 2.1.2.2 gold140149140151140153140155140157140159140161140152140154140156140158140160140146140141140142140143140145140150140147140148140144
780 2.1.2.3 other assets140188140194140200140206140212140218140224140197140203140209140215140221140179140164140167140170140176140191140182140185140173
790 2.1.3 of which from intragroup entities140186140192140198140204140210140216140222140195140201140207140213140219140177140162140165140168140174140189140180140183140171
800 2.2 Monies due not reported in 2.1 from customers that are not financial customers140527140529140531140533140535140537140539140530140532140534140536140538140524140519140520140521140523140528140525140526140522
810 2.2.1 from retail customers140380140382140384140386140388140390140392140383140385140387140389140391140377140372140373140374140376140381140378140379140375
820 2.2.2 from non-financial corporate customers140326140330140334140338140342140346140350140332140336140340140344140348140320140310140312140314140318140328140322140324140316
830 2.2.2.1 of which are intragroup entities140325140329140333140337140341140345140349140331140335140339140343140347140319140309140311140313140317140327140321140323140315
840 2.2.3 from central banks140254140256140258140260140262140264140266140257140259140261140263140265140251140246140247140248140250140255140252140253140249
850 2.2.4 from other entities140494140498140502140506140510140514140518140500140504140508140512140516140488140478140480140482140486140496140490140492140484
860 2.2.4.1 of which are intragroup entities140493140497140501140505140509140513140517140499140503140507140511140515140487140477140479140481140485140495140489140491140483
870 2.2.4.2 of which are public sectior entities140359140361140363140365140367140369140371140362140364140366140368140370140356140351140352140353140355140360140357140358140354
880 2.3 Monies due not reported in 2.1 from financial customers140422140424140426140428140430140432140434140425140427140429140431140433140419140414140415140416140418140423140420140421140417
890 2.3.1 from credit institutions140284140288140292140296140300140304140308140290140294140298140302140306140278140268140270140272140276140286140280140282140274
900 2.3.1.1 of which are intragroup entities140283140287140291140295140299140303140307140289140293140297140301140305140277140267140269140271140275140285140279140281140273
910 2.3.2 from financial customers other than credit institutions140452140456140460140464140468140472140476140458140462140466140470140474140446140436140438140440140444140454140448140450140442
920 2.3.2.1 of which are intragroup entities140451140455140459140463140467140471140475140457140461140465140469140473140445140435140437140439140443140453140447140449140441
930 2.3.3 of which are members of an institutional network140401140403140405140407140409140411140413140404140406140408140410140412140398140393140394140395140397140402140399140400140396
940 2.4 FX-swaps maturing140632140634140636140638140640140642140644140635140637140639140641140643140629140624140625140626140628140633140630140631140627
950 2.5 Amount receivable expected from the contracts listed in Annex II of CRR other than those reported in item 2.4140653140655140657140659140661140663140665140656140658140660140662140664140650140645140646140647140649140654140651140652140648
960 2.6 Paper in own portfolio maturing140548140550140552140554140556140558140560140551140553140555140557140559140545140540140541140542140544140549140546140547140543
970 2.7 Other cash inflows140587140593140599140605140611140617140623140596140602140608140614140620140578140563140566140569140575140590140581140584140572
980 2.7.1 of which from intragroup entities140586140592140598140604140610140616140622140595140601140607140613140619140577140562140565140568140574140589140580140583140571
990 2.8 Of which: Interest flows received140682140686140690140694140698140702140706140688140692140696140700140704140676140666140668140670140674140684140678140680140672




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.
Currency with significant liabilitiesDefines the currencies of the significant liabilities
Currency - Currency
Original maturityTime between the closing date of a transaction and its maturity date
Time interval - Time bands (e.g. > 60 days <= 90 days).
Currency conversion approachIndicates how monetary values should be reported, i.e. if they should be converted to a single reporting currency or reported as-is in the underlying currency
Currency conversion approach - Indicates how monetary values should be reported i.e. if they should be converted to a single reporting currency, or reported as-is in the underlying currency