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Dimensional Model

Primary Items

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/COREP/its-2016-03/2016-11-15/tab/C_08.01.a/617

Type	Element
Hypercube	`model:hyp`
Explicit	CRM Effects/Collateral `eba_dim:CRM`
Member	Credit derivatives - Substitution effect `eba_CP:x3`
Explicit	Base `eba_dim:BAS`
Member	Exposures `eba_BA:x9`
Explicit	Counterparty nature `eba_dim:CPY`
Member	Not applicable/ All counterparties `eba_CT:x0`
Explicit	Main category `eba_dim:MCY`
Member	Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatment `eba_MC:x195`
Member	On balance sheet exposures subject to credit risk excluding instruments subject to securitisation credit risk treatment `eba_MC:x254`
Member	Off balance sheet exposures subject to credit risk excluding instruments subject to securitisation credit risk treatment `eba_MC:x246`
Explicit	Type of risk `eba_dim:TRI`
Member	Credit risk, counterparty credit risk, dilution risk and free deliveries `eba_TR:x5`
Explicit	Prudential portfolio `eba_dim:PRP`
Member	Banking and trading book `eba_PL:x10`
Explicit	Methods to determine risk weights `eba_dim:MRW`
Member	Not applicable/ All approaches `eba_AP:x0`
Explicit	Risk weights `eba_dim:RWS`
Member	Not applicable/ All applicable percentages `eba_PC:x0`
Explicit	Residual maturity `eba_dim:RES`
Member	Not applicable/ All time intervals `eba_TI:x0`
Explicit	Approach for prudential purposes `eba_dim:APR`
Member	Advanced IRB Approach `eba_AP:x66`
Member	Foundation IRB Approach `eba_AP:x67`
Explicit	Exposure class `eba_dim:EXC`
Member	Exposure classes excluding equities, securitisations and other non credit-obligation assets `eba_EC:x4`
Explicit	Counterparty sector `eba_dim:CPS`
Member	Not applicable/ All counterparties `eba_CT:x0`
Explicit	Size of the counterparty `eba_dim:CPZ`
Member	Not applicable/ All counterparties `eba_CT:x0`

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Label/QName
CRM substitution effects - Value of Credit derivatives `eba_met:mi94`