F 36.01.a - AE-ADV1 - Asset encumbrance: Advance template for assets of the reporting institution (a)





Collateral Type - Classification by Asset typeTotal
Loans on demandEquity instrumentsDebt securitiesLoans and advances other than loans on demandOther assets
Totalof which: covered bondsof which: asset-backed securitiesof which: issued by general governmentsof which: issued by financial corporationsof which: issued by non financial corporationsCentral banks and general governmentsFinancial corporationsNon financial CorporationsHouseholds
of which: issued by other entities of the group of which: issued by other entities of the group of which: mortgage loans of which: mortgage loans
CodeLabel010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180
010 Central bank funding (of all types, including e.g. repos). Encumbered assets415154151441513415104151141517415184150341501415074150941502415084150641505415044151641512
030 Exchange traded derivatives. Encumbered assets417074170541703416684166641713417114158241561416264165041563416284161741601415944170941701
050 Over-the-counter derivatives. Encumbered assets417084170641704416694166741714417124158341562416274165141564416294161841602415954171041702
070 Repurchase agreements. Encumbered assets415444154341542415374153841546415474152341519415314153541520415324152941527415254154541541
090 Collateralised deposits other than repurchase agreements. Encumbered assets415514155041549415394154041553415544152441521415334153641522415344153041528415264155241548
110 Covered bonds securities issued. Encumbered assets416974169641695416644166541699417004158141559416244164941560416254161641600415934169841694
130 Asset-backed securities issued. Encumbered assets416904168941688416624166341692416934158041557416224164841558416234161541599415924169141687
150 Debt securities issued other than covered bonds and ABSs. Encumbered assets417254172441723416724167341727417284158541567416324165341568416334162041604415974172641722
170 Other sources of encumbrance. Encumbered assets417184171741716416704167141720417214158441565416304165241566416314161941603415964171941715




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.
Exposure classDefines the exposure class for capital requirement purposes
Exposure classes - Defines the exposure class for capital requirement purposes
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.
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.
EncumbranceSpecifies the condition related to the encumbrance of the asset
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
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.
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.
Main category of the source of encumbranceFor encumbered assets, defines the main category of the transaction that entails encumbrance; for liabilities/contingent liabilities, identifies those who are a source of encumbrance
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 sector of the source of encumbranceDefines the counterparty sector of the transactions that pose a source of encumbrance
Counterparty - Party other than the reporting institution in a contract or transaction.