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





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
020 Central bank funding (of all types, including e.g. repos). Matching liabilities419424194141940419344193541951419524182241790418704191941793418744187541840418414194341939
040 Exchange traded derivatives. Matching liabilities420954209042085420534205142144421424183041804418904193141819419104191541862418674210042080
060 Over-the-counter derivatives. Matching liabilities420964209142086420544205242145421434183141805418914193241820419114191641863418684210142081
080 Repurchase agreements. Matching liabilities419714196941967419554195641989419904182441794418764192241800418844188641846418484197341965
100 Collateralised deposits other than repurchase agreements. Matching liabilities419724197041968419574195841991419924182541795418774192341801418854188741847418494197441966
120 Covered bonds securities issued. Matching liabilities420944208942084420494205042140421414182941803418894193041818419094191441861418664209942079
140 Asset-backed securities issued. Matching liabilities420934208842083420474204842138421394182841802418884192941817419084191341860418654209842078
160 Debt securities issued other than covered bonds and ABSs. Matching liabilities420974209242087420554205642146421474183241806418924193341821419124191741864418694210242082
180 Other sources of encumbrance. Contingent liabilities or securities lent429204291842916428644286542931429324282542817428444285642821428494285142834428364292242915




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.
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.
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
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.