Index IndexTemplate TemplateConstraints Constraints

DPM Map for eba_tC_105.01

AddressLabelMetricsData TypePeriod Typeeba_dim:APReba_dim:BASeba_dim:IMIeba_dim:MCYeba_dim:PUReba_dim:REFeba_dim:TRI
0010.0020Internal model/Model nameeba_met:si374xbrli:stringItemTypeinstantN/Aeba_BA:x17*eba_MC:x945N/AN/AN/A
0010.0030Internal model/IRBA Risk parametereba_met:si375xbrli:stringItemTypeinstantN/Aeba_BA:x17*eba_MC:x945N/AN/AN/A
0010.0040Internal model/EADeba_met:mi119xbrli:monetaryItemTypeinstanteba_AP:x27eba_BA:x9*eba_MC:x945N/AN/Aeba_TR:x4
0010.0050Internal model/EAD weighted average default rate for calibrationeba_met:pd410num:percentItemTypeinstanteba_AP:x27eba_BA:x17*eba_MC:x945eba_PU:x31eba_RF:x50eba_TR:x4
0010.0060Internal model/Case weighted average default rate for calibrationeba_met:pd411num:percentItemTypeinstanteba_AP:x27eba_BA:x17*eba_MC:x945eba_PU:x31eba_RF:x50eba_TR:x4
0010.0070Internal model/Long-run PDeba_met:pd378num:percentItemTypeinstanteba_AP:x27eba_BA:x17*eba_MC:x945eba_PU:x31eba_RF:x50eba_TR:x4
0010.0080Internal model/Cure rate for defaulted assetseba_met:pd379num:percentItemTypeinstanteba_AP:x27eba_BA:x17*eba_MC:x945N/Aeba_RF:x48eba_TR:x4
0010.0090Internal model/Recovery rate of the foreclosed assets for not cured defaultseba_met:pd380num:percentItemTypeinstanteba_AP:x27eba_BA:x17*eba_MC:x945eba_PU:x32N/Aeba_TR:x4
0010.0100Internal model/Recovery period of the foreclosed assets for not cured defaultseba_met:ri381xbrli:decimalItemTypeinstanteba_AP:x27eba_BA:x17*eba_MC:x945eba_PU:x32eba_RF:x51eba_TR:x4
0010.0110Internal model/Joint decisioneba_met:bi376xbrli:booleanItemTypeinstantN/Aeba_BA:x17*eba_MC:x945N/AN/AN/A
0010.0120Internal model/Consolidating supervisoreba_met:ei152enum:enumerationItemTypeinstantN/Aeba_BA:x17*eba_MC:x945N/AN/AN/A
0010.0130Internal model/RWAeba_met:mi310xbrli:monetaryItemTypeinstanteba_AP:x27eba_BA:x9*eba_MC:x945N/AN/Aeba_TR:x4
0010.0140Internal model/RWA Add-onseba_met:pi907num:percentItemTypeinstanteba_AP:x27eba_BA:x9*eba_MC:x945N/AN/Aeba_TR:x4

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