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





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
020 Central bank funding (of all types, including e.g. repos). Matching liabilities41948419474194641936419374194941950418234179141871419184179241872418734183841839419454193841944
040 Exchange traded Derivatives. MATching liabilities42125421204211542063420614213442132418354180941895419264181441900419054185241857421104206942105
060 Over-the-counter derivatives. Matching liabilities42126421214211642064420624213542133418364181041896419274181541901419064185341858421114207042106
080 Repurchase agreements. Matching liabilities41983419814197941959419604198541986418264179641878419204179841880418824184241844419774196341975
100 Collateralised deposits other than repurchase agreements. Matching liabilities41984419824198041961419624198741988418274179741879419214179941881418834184341845419784196441976
120 Covered bonds securities issued. Matching liabilities42124421194211442059420604213042131418344180841894419254181341899419044185141856421094206842104
140 Asset-backed securities issued. Matching liabilities42123421184211342057420584212842129418334180741893419244181241898419034185041855421084206742103
160 Debt securities issued other than Covered bonds and ABSs. Matching liabilities42127421224211742065420664213642137418374181141897419284181641902419074185441859421124207142107
180 Other sources of encumbrance. Contingent liabilities or securities lent42928429274292642868428694292942930428274281942846428554282042847428484283242833429254287042924




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.