Taxonomy Viewer

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/COREP/its-2016-03/2016-11-15/tab/C_20.00/5

Type	Element
Hypercube	`model:hyp`
Explicit	Methods to determine risk weights `eba_dim:MRW`
Member	Ratings Based Method `eba_AP:x18`
Explicit	Risk weights `eba_dim:RWS`
Member	7 - 10% `eba_PC:x51`
Member	12 - 18% `eba_PC:x41`
Member	20 - 35% `eba_PC:x45`
Member	40 - 75% `eba_PC:x49`
Member	100% `eba_PC:x14`
Member	250% `eba_PC:x20`
Member	350% `eba_PC:x23`
Member	425% `eba_PC:x25`
Member	650% `eba_PC:x27`
Member	1250% `eba_PC:x30`
Explicit	Use of external ratings `eba_dim:EXT`
Member	Direct issue credit assessment `eba_ER:x1`
Explicit	Base `eba_dim:BAS`
Member	Exposures `eba_BA:x9`
Explicit	Positions in the instrument `eba_dim:PIN`
Member	Long position `eba_PI:x1`
Member	Short position `eba_PI:x4`
Explicit	Approach for prudential purposes `eba_dim:APR`
Member	Approach for specific risk for correlation trading portfolio `eba_AP:x6`
Explicit	Type of risk `eba_dim:TRI`
Member	Specific risk for CTP positions `eba_TR:x21`
Explicit	Main category `eba_dim:MCY`
Member	Instruments in the CTP `eba_MC:x189`
Member	N-th to default credit derivatives `eba_MC:x244`
Member	CTP positions hedging n-th to default credit derivatives `eba_MC:x54`
Explicit	Prudential portfolio `eba_dim:PRP`
Member	Trading book `eba_PL:x51`
Explicit	Role in the securitisation process `eba_dim:RSP`
Member	Not applicable/All roles in the securitisation process `eba_RS:x0`

Label/QName
Value used for market risk, net `eba_met:mi256`