Taxonomy Viewer

Advanced Measurement Approach

eba_AP:x2

domain-member

Advanced method

eba_AP:x3

domain-member

Alternative Standardised Approach

eba_AP:x4

domain-member

Approach for general risk for equities

eba_AP:x5

domain-member

Approach for specific risk for correlation trading portfolio

eba_AP:x6

domain-member

Approach for specific risk for equities

eba_AP:x7

domain-member

Approach for specific risk for non securitisation debt instruments

eba_AP:x8

domain-member

Approach for specific risk for securitisation instruments

eba_AP:x9

domain-member

Approaches for general risk for debt instruments

eba_AP:x10

domain-member

Approaches for options

eba_AP:x11

domain-member

Basic Indicator Approach

eba_AP:x12

domain-member

Risk weighted exposure amounts calculated using PD, LGD and M

eba_AP:x15

domain-member

Alternative treatment for exposures secured by real estate

eba_AP:x16

domain-member

Risk weighted exposure amounts calculated using RW, other

eba_AP:x17

domain-member

Ratings Based Method

eba_AP:x18

domain-member

Supervisory formula method

eba_AP:x19

domain-member

Specialized lending slotting criteria

eba_AP:x20

domain-member

Duration-based approach

eba_AP:x22

domain-member

Extended maturity ladder approach

eba_AP:x23

domain-member

External rating not available

eba_AP:x24

domain-member

Internal Assessment Approach

eba_AP:x25

domain-member

Internal models approach for market risk

eba_AP:x26

domain-member

IRB Approach

eba_AP:x27

domain-member

IRB approach - Securitisation exposures

eba_AP:x28

domain-member

Risk weighted exposure amounts calculated using RW

eba_AP:x29

domain-member

Look-Through-Approach

eba_AP:x30

domain-member

Maturity ladder approach

eba_AP:x31

domain-member

Maturity-based approach

eba_AP:x32

domain-member

Internal models approach

eba_AP:x33

domain-member

PD/LGD approach

eba_AP:x34

domain-member

Simple Risk Weight approach

eba_AP:x35

domain-member

Methods to calculate risk weights do not apply

eba_AP:x36

domain-member

Methods using external ratings

eba_AP:x37

domain-member

Original Exposure Method

eba_AP:x38

domain-member

Particular approach for CIUs reported as debt instruments

eba_AP:x39

domain-member

Particular approach for CIUs reported as equity

eba_AP:x40

domain-member

Simplified approach

eba_AP:x41

domain-member

Standardised Approach

eba_AP:x42

domain-member

Standardised approach for equity risk

eba_AP:x43

domain-member

Standardised approach for foreign-exchange risk

eba_AP:x44

domain-member

Standardised Approach, IRB Approach

eba_AP:x45

domain-member

Standardised approaches for commodities risk

eba_AP:x46

domain-member

Standardised approaches for interest rate risk

eba_AP:x47

domain-member

Standardised approaches for market risk

eba_AP:x48

domain-member

Standardised Method

eba_AP:x49

domain-member

Other than Original Exposure Method

eba_AP:x51

domain-member

Approaches for securitisation exposures

eba_AP:x52

domain-member

Modified risk weights for targeting asset bubbles in the residential and commercial property

eba_AP:x53

domain-member

Basic Indicator Approach, Standardised Approach, Advanced measurement approaches

eba_AP:x54

domain-member

Advanced method, Standardised Method, Original Exposure Method

eba_AP:x55

domain-member

Standardised approaches for market risk, Internal models approach for market risk

eba_AP:x56

domain-member

Risk weighted exposure amounts calculated using PD, LGD and M, Risk weighted exposure amounts calculated using RW

eba_AP:x57

domain-member

Risk weighted exposure amounts calculated for equities - PD/LGD approach, Simple Risk Weight approach, Internal models approach

eba_AP:x58

domain-member

Permanent partial use

eba_AP:x59

domain-member

Temporary partial use

eba_AP:x60

domain-member

Simplified method

eba_AP:x61

domain-member

Delta plus approach, additional requirements for gamma risk

eba_AP:x62

domain-member

Delta plus approach, additional requirements for vega risk

eba_AP:x63

domain-member

Scenario matrix approach

eba_AP:x64

domain-member

Approaches for specific risk for debt instruments

eba_AP:x65

domain-member

Advanced IRB Approach

eba_AP:x66

domain-member

Foundation IRB Approach

eba_AP:x67

domain-member

Fixed risk weights

eba_AP:x68

domain-member

Other than financial collateral method

eba_AP:x69

domain-member

Financial collateral simple method.

eba_AP:x70

domain-member

Fixed Overheads approach

eba_AP:x71

domain-member

eba_AP:x0

domain-member

Methods to calculate risk weights apply

eba_AP:x73

domain-member

Proxy used to determine credit spread

eba_AP:x74

domain-member

Mark-to-market method

eba_AP:x76

domain-member

Basel 1

eba_AP:x77

domain-member

SME supporting factor treatment

eba_AP:x78

domain-member

Not applicable (approach)

eba_AP:x79

domain-member

Internal model for correlation trading

eba_AP:x80

domain-member

Internal models approach for market risk. VaR

eba_AP:x81

domain-member

Internal models approach for market risk. Stressed VaR

eba_AP:x82

domain-member

Historical simulation

eba_AP:x83

domain-member

Montecarlo

eba_AP:x84

domain-member

Parametric

eba_AP:x85

domain-member

Combination/Other

eba_AP:x86

domain-member

Unweighted (VaR data weighting)

eba_AP:x87

domain-member

Weighted (VaR data weighting)

eba_AP:x88

domain-member

Higher of weighted and unweighted (VaR data weighting)

eba_AP:x89

domain-member

Market convention

eba_AP:x90

domain-member

LGD used in IRB

eba_AP:x91

domain-member

Other source of LGD

eba_AP:x92

domain-member

IRC Model

eba_AP:x93

domain-member

eba_AP:x94

domain-member

eba_AP:x95

domain-member

Leverage ratio add-on for counterparty credit risk.

eba_AP:x96

domain-member

Leverage ratio add-on for counterparty credit risk. Financial collateral simple method

eba_AP:x97

domain-member

Leverage ratio adjustments of accounting entries. Receivables for eligible cash variation margin provided in derivatives transactions

eba_AP:x98

domain-member

Leverage ratio adjusted notional exposures for written credit derivatives

eba_AP:x99

domain-member

Leverage ratio exempted exposures

eba_AP:x100

domain-member

Leverage ratio adjustments of accounting entries. Fiduciary assets

eba_AP:x101

domain-member

Leverage ratio add-on mark-to-market method

eba_AP:x102

domain-member

Leverage ratio adjustments of accounting entries. Reverse of derecognition of assets given as derivatives collateral

eba_AP:x103

domain-member

Leverage ratio credit derivatives same reference name

eba_AP:x104

domain-member

Net leverage ratio exposure amounts resulting from the additional treatment for credit derivatives

eba_AP:x105

domain-member

Leverage ratio replacement cost

eba_AP:x106

domain-member

Leverage ratio original exposure method

eba_AP:x107

domain-member

Leverage ratio adjustments of accounting entries.Secured financial transactions sales accounting

eba_AP:x108

domain-member

Approaches for specific risk for market risk

eba_AP:x109

domain-member

Particular approach for CIUs

eba_AP:x110

domain-member

IFRS 9 impairment

eba_AP:x679

domain-member

IAS 37 or IFRS 4

eba_AP:x680

domain-member

IFRS 9 fair valued commitments and financial guarantees

eba_AP:x681

domain-member

IAS 39

eba_AP:x682

domain-member

n-GAAP

eba_AP:x683

domain-member

Ratings Based Method or 1250% for positions not subject to any method

eba_AP:x114

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP1

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP10

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP11

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP2

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP22

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP5

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP7

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP8

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP9

eba_AP:x0

domain-member

Standardised Approach, IRB Approach

eba_AP:x45

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP23

Original Exposure Method

eba_AP:x38

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24

Mark-to-market method

eba_AP:x76

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP25

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP6

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP3

eba_AP:x0

domain-member

Standardised approaches for commodities risk

eba_AP:x46

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP4

Historical simulation

eba_AP:x83

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12

Montecarlo

eba_AP:x84

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12

Parametric

eba_AP:x85

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12

Combination/Other

eba_AP:x86

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12

Unweighted (VaR data weighting)

eba_AP:x87

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13

Weighted (VaR data weighting)

eba_AP:x88

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13

Higher of weighted and unweighted (VaR data weighting)

eba_AP:x89

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13

Market convention

eba_AP:x90

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14

LGD used in IRB

eba_AP:x91

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14

Other source of LGD

eba_AP:x92

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14

Ratings Based Method

eba_AP:x18

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Supervisory formula method

eba_AP:x19

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Specialized lending slotting criteria

eba_AP:x20

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Internal Assessment Approach

eba_AP:x25

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Internal models approach

eba_AP:x33

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

PD/LGD approach

eba_AP:x34

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Simple Risk Weight approach

eba_AP:x35

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

IRB Approach

eba_AP:x27

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Not applicable (approach)

eba_AP:x79

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Approaches for specific risk for market risk

eba_AP:x109

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP27

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26_1

eba_AP:x0

domain-member

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP1

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP10

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP11

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP2

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP22

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP5

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP7

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP8

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP9

eba_AP:x0

parent-child

Standardised Approach, IRB Approach

eba_AP:x45

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP23

Original Exposure Method

eba_AP:x38

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24

Mark-to-market method

eba_AP:x76

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP25

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP6

eba_AP:x0

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP3

eba_AP:x0

parent-child

Standardised approaches for commodities risk

eba_AP:x46

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP4

Historical simulation

eba_AP:x83

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12

Montecarlo

eba_AP:x84

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12

Parametric

eba_AP:x85

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12

Combination/Other

eba_AP:x86

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12

Unweighted (VaR data weighting)

eba_AP:x87

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13

Weighted (VaR data weighting)

eba_AP:x88

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13

Higher of weighted and unweighted (VaR data weighting)

eba_AP:x89

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13

Market convention

eba_AP:x90

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14

LGD used in IRB

eba_AP:x91

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14

Other source of LGD

eba_AP:x92

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14

Ratings Based Method

eba_AP:x18

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Supervisory formula method

eba_AP:x19

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Specialized lending slotting criteria

eba_AP:x20

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Internal Assessment Approach

eba_AP:x25

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Internal models approach

eba_AP:x33

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

PD/LGD approach

eba_AP:x34

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Simple Risk Weight approach

eba_AP:x35

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

IRB Approach

eba_AP:x27

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Not applicable (approach)

eba_AP:x79

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26

Approaches for specific risk for market risk

eba_AP:x109

parent-child

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP27

http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26_1

eba_AP:x0

parent-child

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/1

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/13

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/25

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/37

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/49

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/61

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/73

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/85

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/97

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/109

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/121

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/133

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/145

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/157

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/169

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/181

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/193

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/205

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/217

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/229

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/241

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/253

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/265

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/277

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/289

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/301

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/313

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/325

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/337

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/349

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.02.01.01/361

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http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.01.01.04/1621

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.01.01.04/1633

eba_AP:x0

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.01.01.07/1

eba_AP:x94

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.01.01.07/2

eba_AP:x94

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.01.01.07/3

eba_AP:x94

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.01.01.07/4

eba_AP:x94

domain-member

http://www.bankofengland.co.uk/data/xbrl/role/fws/banking/liquidity_pillarii/2018-09-01/tab/CL66.01.01.07/5

eba_AP:x94

domain-member