C 09.04 - CCB - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate





AmountPercentageQualitative information
CodeLabel010 020 030
009 - Relevant credit exposures Credit risk
010 Exposure value under the Standardised Approach149275
020 Exposure value under the IRB Approach148983
029 - Relevant credit exposures Market risk
030 Sum of long and short positions of trading book exposures for standardised approaches149592
040 Value of trading book exposures for internal models148955
049 - Relevant credit exposures Securitisation
050 Exposure value of securitisation positions in the banking book under the Standardised Approach149273
060 Exposure value of securitisation positions in the banking book under the IRB Approach148976
069 - Own funds requirements and weights
070 Total own funds requirements for CCB149626
080 Relevant credit exposures Credit risk149540
090 Relevant credit exposures Market risk149590
100 Relevant credit exposures Securitisation positions in the banking book149539
110 Own funds requirements weights149630
119 - Countercyclical capital buffer rates
120 Countercyclical capital buffer rate set by the Designated Authority149631
130 Countercyclical capital buffer rate applicable for the country of the institution149632
140 Institution-specific countercyclical capital buffer rate149633
149 - Use of 2% threshold
150 Use of 2 % threshold for general credit exposure149634
160 Use of 2 % threshold for trading book exposure149635




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
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).
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).
Residence of the immediate obligorDefines the geographical area where the immediate obligor of the contract or transaction resides.
Geographical area - Geographical area