Index IndexTemplate TemplateConstraints Constraints

DPM Map for eba_tC_09.04

AddressLabelMetricsData TypePeriod Typeeba_dim:APReba_dim:BASeba_dim:EXCeba_dim:MCYeba_dim:PRPeba_dim:RIOeba_dim:TRI
r0.010eba_a2.root/Amount   N/Aeba_BA:x9N/AN/AN/A*N/A
r0.020eba_a2.root/Percentage   N/Aeba_BA:x17N/AN/AN/A*N/A
r0.030eba_a2.root/Qualitative information   N/Aeba_BA:x20N/AN/AN/A*N/A
009.010Relevant credit exposures – Credit risk/Amount   N/Aeba_BA:x9N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
009.020Relevant credit exposures – Credit risk/Percentage   N/Aeba_BA:x17N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
009.030Relevant credit exposures – Credit risk/Qualitative information   N/Aeba_BA:x20N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
010.010Exposure value under the Standardised Approach/Amounteba_met:mi118xbrli:monetaryItemTypeinstanteba_AP:x42eba_BA:x9N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
010.020Exposure value under the Standardised Approach/Percentageeba_met:mi118xbrli:monetaryItemTypeinstanteba_AP:x42eba_BA:x17N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
010.030Exposure value under the Standardised Approach/Qualitative informationeba_met:mi118xbrli:monetaryItemTypeinstanteba_AP:x42eba_BA:x20N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
020.010Exposure value under the IRB Approach/Amounteba_met:mi119xbrli:monetaryItemTypeinstanteba_AP:x27eba_BA:x9N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
020.020Exposure value under the IRB Approach/Percentageeba_met:mi119xbrli:monetaryItemTypeinstanteba_AP:x27eba_BA:x17N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
020.030Exposure value under the IRB Approach/Qualitative informationeba_met:mi119xbrli:monetaryItemTypeinstanteba_AP:x27eba_BA:x20N/Aeba_MC:x195eba_PL:x10*eba_TR:x4
029.010Relevant credit exposures – Market risk/Amount   N/Aeba_BA:x9N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
029.020Relevant credit exposures – Market risk/Percentage   N/Aeba_BA:x17N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
029.030Relevant credit exposures – Market risk/Qualitative information   N/Aeba_BA:x20N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
030.010Sum of long and short positions of trading book exposures for standardised approaches/Amounteba_met:mi256xbrli:monetaryItemTypeinstanteba_AP:x109eba_BA:x9N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
030.020Sum of long and short positions of trading book exposures for standardised approaches/Percentageeba_met:mi256xbrli:monetaryItemTypeinstanteba_AP:x109eba_BA:x17N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
030.030Sum of long and short positions of trading book exposures for standardised approaches/Qualitative informationeba_met:mi256xbrli:monetaryItemTypeinstanteba_AP:x109eba_BA:x20N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
040.010Value of trading book exposures for internal models/Amounteba_met:mi256xbrli:monetaryItemTypeinstanteba_AP:x26eba_BA:x9N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
040.020Value of trading book exposures for internal models/Percentageeba_met:mi256xbrli:monetaryItemTypeinstanteba_AP:x26eba_BA:x17N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
040.030Value of trading book exposures for internal models/Qualitative informationeba_met:mi256xbrli:monetaryItemTypeinstanteba_AP:x26eba_BA:x20N/Aeba_MC:x156eba_PL:x51*eba_TR:x11
049.010Relevant credit exposures – Securitisation/Amount   N/Aeba_BA:x9eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
049.020Relevant credit exposures – Securitisation/Percentage   N/Aeba_BA:x17eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
049.030Relevant credit exposures – Securitisation/Qualitative information   N/Aeba_BA:x20eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
050.010Exposure value of securitisation positions in the banking book under the Standardised Approach/Amounteba_met:mi118xbrli:monetaryItemTypeinstanteba_AP:x42eba_BA:x9eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
050.020Exposure value of securitisation positions in the banking book under the Standardised Approach/Percentageeba_met:mi118xbrli:monetaryItemTypeinstanteba_AP:x42eba_BA:x17eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
050.030Exposure value of securitisation positions in the banking book under the Standardised Approach/Qualitative informationeba_met:mi118xbrli:monetaryItemTypeinstanteba_AP:x42eba_BA:x20eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
060.010Exposure value of securitisation positions in the banking book under the IRB Approach/Amounteba_met:mi119xbrli:monetaryItemTypeinstanteba_AP:x27eba_BA:x9eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
060.020Exposure value of securitisation positions in the banking book under the IRB Approach/Percentageeba_met:mi119xbrli:monetaryItemTypeinstanteba_AP:x27eba_BA:x17eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
060.030Exposure value of securitisation positions in the banking book under the IRB Approach/Qualitative informationeba_met:mi119xbrli:monetaryItemTypeinstanteba_AP:x27eba_BA:x20eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
069.010Own funds requirements and weights/Amount   N/Aeba_BA:x9N/AN/AN/A*N/A
069.020Own funds requirements and weights/Percentage   N/Aeba_BA:x17N/AN/AN/A*N/A
069.030Own funds requirements and weights/Qualitative information   N/Aeba_BA:x20N/AN/AN/A*N/A
070.010Total own funds requirements for CCB/Amounteba_met:mi184xbrli:monetaryItemTypeinstantN/Aeba_BA:x9N/AN/AN/A*N/A
070.020Total own funds requirements for CCB/Percentageeba_met:mi184xbrli:monetaryItemTypeinstantN/Aeba_BA:x17N/AN/AN/A*N/A
070.030Total own funds requirements for CCB/Qualitative informationeba_met:mi184xbrli:monetaryItemTypeinstantN/Aeba_BA:x20N/AN/AN/A*N/A
080.010Relevant credit exposures – Credit risk/Amounteba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x45eba_BA:x9N/Aeba_MC:x193eba_PL:x10*eba_TR:x4
080.020Relevant credit exposures – Credit risk/Percentageeba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x45eba_BA:x17N/Aeba_MC:x193eba_PL:x10*eba_TR:x4
080.030Relevant credit exposures – Credit risk/Qualitative informationeba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x45eba_BA:x20N/Aeba_MC:x193eba_PL:x10*eba_TR:x4
090.010Relevant credit exposures – Market risk/Amounteba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x56eba_BA:x9N/Aeba_MC:x156eba_PL:x10*eba_TR:x11
090.020Relevant credit exposures – Market risk/Percentageeba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x56eba_BA:x17N/Aeba_MC:x156eba_PL:x10*eba_TR:x11
090.030Relevant credit exposures – Market risk/Qualitative informationeba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x56eba_BA:x20N/Aeba_MC:x156eba_PL:x10*eba_TR:x11
100.010Relevant credit exposures – Securitisation positions in the banking book/Amounteba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x45eba_BA:x9eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
100.020Relevant credit exposures – Securitisation positions in the banking book/Percentageeba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x45eba_BA:x17eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
100.030Relevant credit exposures – Securitisation positions in the banking book/Qualitative informationeba_met:mi184xbrli:monetaryItemTypeinstanteba_AP:x45eba_BA:x20eba_EC:x27eba_MC:x198eba_PL:x11*eba_TR:x2
110.010Own funds requirements weights/Amounteba_met:pi452num:percentItemTypeinstantN/Aeba_BA:x9N/AN/AN/A*N/A
110.020Own funds requirements weights/Percentageeba_met:pi452num:percentItemTypeinstantN/Aeba_BA:x17N/AN/AN/A*N/A
110.030Own funds requirements weights/Qualitative informationeba_met:pi452num:percentItemTypeinstantN/Aeba_BA:x20N/AN/AN/A*N/A
119.010Countercyclical capital buffer rates/Amount   N/Aeba_BA:x9N/AN/AN/A*N/A
119.020Countercyclical capital buffer rates/Percentage   N/Aeba_BA:x17N/AN/AN/A*N/A
119.030Countercyclical capital buffer rates/Qualitative information   N/Aeba_BA:x20N/AN/AN/A*N/A
120.010Countercyclical capital buffer rate set by the Designated Authority/Amounteba_met:pi453num:percentItemTypeinstantN/Aeba_BA:x9N/AN/AN/A*N/A
120.020Countercyclical capital buffer rate set by the Designated Authority/Percentageeba_met:pi453num:percentItemTypeinstantN/Aeba_BA:x17N/AN/AN/A*N/A
120.030Countercyclical capital buffer rate set by the Designated Authority/Qualitative informationeba_met:pi453num:percentItemTypeinstantN/Aeba_BA:x20N/AN/AN/A*N/A
130.010Countercyclical capital buffer rate applicable for the country of the institution/Amounteba_met:pi454num:percentItemTypeinstantN/Aeba_BA:x9N/AN/AN/A*N/A
130.020Countercyclical capital buffer rate applicable for the country of the institution/Percentageeba_met:pi454num:percentItemTypeinstantN/Aeba_BA:x17N/AN/AN/A*N/A
130.030Countercyclical capital buffer rate applicable for the country of the institution/Qualitative informationeba_met:pi454num:percentItemTypeinstantN/Aeba_BA:x20N/AN/AN/A*N/A
140.010Institution-specific countercyclical capital buffer rate/Amounteba_met:pi455num:percentItemTypeinstantN/Aeba_BA:x9N/AN/AN/A*N/A
140.020Institution-specific countercyclical capital buffer rate/Percentageeba_met:pi455num:percentItemTypeinstantN/Aeba_BA:x17N/AN/AN/A*N/A
140.030Institution-specific countercyclical capital buffer rate/Qualitative informationeba_met:pi455num:percentItemTypeinstantN/Aeba_BA:x20N/AN/AN/A*N/A
149.010Use of 2% threshold/Amount   N/Aeba_BA:x9N/AN/AN/A*N/A
149.020Use of 2% threshold/Percentage   N/Aeba_BA:x17N/AN/AN/A*N/A
149.030Use of 2% threshold/Qualitative information   N/Aeba_BA:x20N/AN/AN/A*N/A
150.010Use of 2 % threshold for general credit exposure/Amounteba_met:bi456xbrli:booleanItemTypeinstantN/Aeba_BA:x9N/AN/Aeba_PL:x10*N/A
150.020Use of 2 % threshold for general credit exposure/Percentageeba_met:bi456xbrli:booleanItemTypeinstantN/Aeba_BA:x17N/AN/Aeba_PL:x10*N/A
150.030Use of 2 % threshold for general credit exposure/Qualitative informationeba_met:bi456xbrli:booleanItemTypeinstantN/Aeba_BA:x20N/AN/Aeba_PL:x10*N/A
160.010Use of 2 % threshold for trading book exposure/Amounteba_met:bi456xbrli:booleanItemTypeinstantN/Aeba_BA:x9N/AN/Aeba_PL:x51*N/A
160.020Use of 2 % threshold for trading book exposure/Percentageeba_met:bi456xbrli:booleanItemTypeinstantN/Aeba_BA:x17N/AN/Aeba_PL:x51*N/A
160.030Use of 2 % threshold for trading book exposure/Qualitative informationeba_met:bi456xbrli:booleanItemTypeinstantN/Aeba_BA:x20N/AN/Aeba_PL:x51*N/A

Legal Notice: This demo website displays data, which is publicly available on the Internet. Copyright of all materials is owned by the corresponding data provider. Links to data providers are given for each taxonomy. Data is displayed without any change of lexical information, or identifiers. No part of this website should be considered normative information.

© 2021 by Skynet LLC