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Hierarchy for calculating RWA in the IRB approach

Arc namedefinitionArc
Arc rolehttp://xbrl.org/int/dim/arcrole/domain-member
Link rolehttp://www.eba.europa.eu/xbrl/crr/role/dict/met/AT2
ConceptOrder
model:met
Risk weighted exposure amount after SME-supporting factor
eba_met:mi310
1
Risk weighted exposure amount pre SME-supporting factor
eba_met:mi309
1
Exposure value, including value adjustments and provisions
eba_met:mi122
1
Exposure after CRM substitution effects pre conversion factors, including value adjustments and provisions
eba_met:mi116
1
CRM substitution effects Inflows including value adjustments and provisions
eba_met:mi87
1
CRM substitution effects Outflows including value adjustments and provisions
eba_met:mi89
2
Original exposure pre conversion factors
eba_met:mi180
3

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