Taxonomy Viewer

Arc name	definitionArc
Arc role	http://xbrl.org/int/dim/arcrole/domain-member
Link role	http://www.eba.europa.eu/xbrl/crr/role/fws/COREP/its-005-2020/2020-11-15/tab/C_91.00/16

Concept	Order
Type of risk `eba_exp:TR`
Delta risk `eba_TR:x48`	1
Vega risk `eba_TR:x49`	2
Curvature risk `eba_TR:x50`	3
Delta, vega and curvature risk `eba_TR:x51`	4
Contingent scenario `eba_exp:CS`
Low correlation scenario `eba_CS:x25`	1
Medium correlation scenario `eba_CS:x26`	2
High correlation scenario `eba_CS:x27`	3
Base items `eba_exp:BA`
Exposures `eba_BA:x9`	1
Approach `eba_exp:AP`
Sensitivities-based method `eba_AP:x163`	1
Portfolio `eba_exp:PL`
Banking and trading book `eba_PL:x10`	1
Main category `eba_exp:MC`
Instruments subject to market risk `eba_MC:x156`	1
Positions in the instrument `eba_exp:PI`
Not applicable/All positions `eba_PI:x0`	1
Boolean total `eba_exp:BT`
Boolean Tool residual category - Total/NA `eba_BT:x0`	1