C 09.02 - CR GB 2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures)





ORIGINAL EXPOSURE PRE CONVERSION FACTORSOf which: defaultedObserved new defaults for the periodGeneral credit risk adjustmentsSpecific credit risk adjustmentsWrite-offsCredit risk adjustments/write-offs for observed new defaultsPD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%)EXPOSURE WEIGHTED AVERAGE LGD (%)Of which: defaultedEXPOSURE VALUERISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTOROf which: defaultedRISK WEIGHTED EXPOSURE AMOUNT AFTER SME-SUPPORTING FACTOREXPECTED LOSS AMOUNT
CodeLabel010 030 040 050 055 060 070 080 090 100 105 110 120 125 130
010 Central governments or central banks8574185740857278563785638856238563685766857028570185688857808577913277485675
020 Institutions8574385742857288564085641856248563985767857048570385689857828578113277585676
030 Corporates857658576485739856738567485635856728577885726857258570085804858038581185687
040 Of Which: Specialised Lending8576385762857388567085671856348566985777857248572385699858028580113277985686
050 Of Which: SME857618576085737856678566885633856668577685722857218569885800857998581085685
060 Retail857598575885736856648566585632856638577585720857198569785798857978580985684
070 Retail Secured by real estate property857578575685735856618566285631856608577485718857178569685796857958580885683
080 SME857518575085732856528565385628856518577185712857118569385790857898580685680
090 Non-SME8574785746857308564685647856268564585769857088570785691857868578513277785678
100 Qualifying Revolving8575585754857348565885659856308565785773857168571585695857948579313277885682
110 Other Retail857538575285733856558565685629856548577285714857138569485792857918580785681
120 SME857498574885731856498565085627856488577085710857098569285788857878580585679
130 Non-SME8574585744857298564385644856258564285768857068570585690857848578313277685677
140 Equity8534685345853258523185232852058523085370853018530085280853918539013278085265
150 Total exposures114995114994114993113551113552113549113550115092114821114820113839115328115327115329113786




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.
Approach for prudential purposesApproach used for the calculation of capital requirements.
Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
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.
Type of riskIndicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Type of risk - Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Country where the exposure is generatedDefines the country where the exposure is generated.
Geographical area - Geographical area
Impairment statusStatus for monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted).
Impairment - Concepts related with monitoring credit quality of financial assets and off-balance sheet items (e.g. past due, impaired, defaulted)
Prudential portfolioDefines whether it is reported the trading book business, the "banking" book business, or both of them.
Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book).
Size of the counterparty
Counterparty - Party other than the reporting institution in a contract or transaction.