C 11.00 - CR SETT - Settlement/Delivery risk





Unsettled transactions at settlement pricePrice difference exposure due to unsettled transactionsOwn funds requirementsTotal settlement risk exposure amount
CodeLabel010 020 030 040
010 Total unsettled transactions in the Non-trading Book66819850586677366807
020 Transactions unsettled up to 4 days (Factor 0%)851048506085037
030 Transactions unsettled between 5 and 15 days (Factor 8%)851078506385040
040 Transactions unsettled between 16 and 30 days (Factor 50%)851058506185038
050 Transactions unsettled between 31 and 45 days (Factor 75%)851068506285039
060 Transactions unsettled for 46 days or more (Factor 100%)851038505985036
070 Total unsettled transactions in the Trading Book66820850646677466808
080 Transactions unsettled up to 4 days (Factor 0%)851098506685042
090 Transactions unsettled between 5 and 15 days (Factor 8%)851128506985045
100 Transactions unsettled between 16 and 30 days (Factor 50%)851108506785043
110 Transactions unsettled between 31 and 45 days (Factor 75%)851118506885044
120 Transactions unsettled for 46 days or more (Factor 100%)851088506585041




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.
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).
Time past dueFor debt instruments that are past due, time passed between the date on which the payment was due and the reference date.
Time interval - Time bands (e.g. > 60 days <= 90 days).