F 36.02.a - AE-ADV2 - Asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (a)





Collateral Type - Classification by Asset typeTotal
Loans on demandEquity instrumentsDebt securitiesLoans and advances other than loans on demandOther collateral receivedOwn debt securities issued other than own covered bonds or ABSs
Debt Securitiesof 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 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180 190
010 Central bank funding (of all types, including e.g. repos). Encumbered collateral received42336423354233442331423324233842339422464221942282423204222042283422844226042261423374233342340
030 Exchange traded Derivatives. Encumbered collateral received42444424364242842372423704246642464422534223042297423264223842305423124227042277424524239642480
050 Over-the-counter derivatives. Encumbered collateral received42445424374242942373423714246742465422544223142298423274223942306423134227142278424534239742481
070 Repurchase agreements. Encumbered collateral received42353423514234942343423444235742358422474222142285423214222342287422894226242264423554234742361
090 Collateralised deposits other than repurchase agreements. Encumbered collateral received42354423524235042345423464235942360422484222242286423224222442288422904226342265423564234842362
110 Covered bonds securities issued. Encumbered collateral received42443424354242742368423694246242463422524222942296423254223742304423114226942276424514239542475
130 Asset-backed securities issued. Encumbered collateral received42442424344242642366423674246042461422514222842295423244223642303423104226842275424504239442474
150 Debt securities issued other than Covered bonds and ABSs. Encumbered collateral received42447424394243142376423774247042471422564223342300423294224142308423154227342280424554239942485
170 Other sources of encumbrance. Encumbered collateral received42446424384243042374423754246842469422554223242299423284224042307423144227242279424544239842484




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
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.
EncumbranceSpecifies the condition related to the encumbrance of the asset
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
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.