F 35.00.a - AE-CB1 - Asset encumbrance: Covered bonds issuance (a)





Covered bond liabilitiesCover pool
Reporting date+ 6 months+ 12 months+ 2 years+ 5 years+ 10 yearsReporting date+ 6 months+ 12 months+ 2 years+ 5 years+ 10 years
CodeLabel020 030 040 050 060 070 150 160 170 180 190 200
010 Nominal amount554285542955430554315543255433554225542355424554255542655427
020 Present value (swap) / Market value5545655453
030 Asset-specific value55438
040 Carrying amount5519955198




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.
EncumbranceSpecifies the condition related to the encumbrance of the asset
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
Reference date or periodSpecifies the date or the period to which the data is referred
Reference period - Defines a relative time point (reference date or period) to which the data refers.
Residual maturityTime remaining from the reporting date to the maturity date.
Time interval - Time bands (e.g. > 60 days <= 90 days).
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.
Covered bond issuanceFor each cover bond issuance, consists of the name or unambiguous abbreviation of the covered bond issuing entity and the designation of the covered bond that individually is subject to the relevant covered bond protective measures
Covered bond - Name or unambiguous abbreviation of a covered bond issuing entity and the designation of a covered bond