C 28.00 - LE 2 - Exposures in the non-trading and trading book





COUNTERPARTYORIGINAL EXPOSURES(-) Value adjustments and provisions(-) Exposures deducted from own fundsExposure value before application of exemptions and CRMELIGIBLE CREDIT RISK MITIGATION (CRM) TECHNIQUES(-) Amounts exemptedExposure value after application of exemptions and CRM
CodeGroup or individualTransactions where there is an exposure to underlying assetsTotal original exposureDirect exposuresIndirect exposuresAdditional exposures arising from transactions where there is an exposure to underlying assets Total% of eligible capital(-) Substitution effect of eligible credit risk mitigation techniques(-) Funded credit protection other than substitution effect(-) Real estate TotalOf which: Non-trading book% of eligible capital
Of which: defaultedDebt instrumentsEquity instrumentsDerivativesOff balance sheet itemsDebt instrumentsEquity instrumentsDerivativesOff balance sheet items Of which: Non-trading book (-) Debt instruments(-) Equity instruments(-) Derivatives(-) Off balance sheet items
Loan commitmentsFinancial guaranteesOther commitments Loan commitmentsFinancial guaranteesOther commitments (-) Loan commitments(-) Financial Guarantees(-) Other commitments
CodeLabel010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180 190 200 210 220 230 240 250 260 270 280 290 300 310 320 330 340 350
999 Counterparty85161850848502485023850258502785026850298502885030850088501085009850128501185013850318511484894849468494785142848278482984828848318483084832848348482084721851648516585167




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.
CRM Effects/CollateralWhen Credit Risk Mitigation techniques are used, it specifies the type of technique that is applied and the effects of that technique.
Credit protection - Concepts related with the application of Credit Risk Mitigation techniques.
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).
Individual clientsIndicate the code for individual clients.
Clients code - Code of individual clients or group of connected clients