Taxonomy Viewer

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/COREP/its-005-2020/2022-03-01/tab/C_91.00/26

Type	Element
Hypercube	`model:hyp`
Explicit	Delta, vega or curvature risk `eba_dim:DVC`
Member	Delta risk `eba_TR:x48`
Member	Vega risk `eba_TR:x49`
Member	Curvature risk `eba_TR:x50`
Member	Delta, vega and curvature risk `eba_TR:x51`
Explicit	Contingent scenario/Assumptions used `eba_dim:CSC`
Member	Low correlation scenario `eba_CS:x25`
Member	Medium correlation scenario `eba_CS:x26`
Member	High correlation scenario `eba_CS:x27`
Explicit	Base `eba_dim:BAS`
Member	Exposures `eba_BA:x9`
Explicit	Approach for prudential purposes `eba_dim:APR`
Member	Sensitivities-based method `eba_AP:x163`
Explicit	Prudential portfolio `eba_dim:PRP`
Member	Banking and trading book `eba_PL:x10`
Explicit	Main category `eba_dim:MCY`
Member	Instruments subject to market risk `eba_MC:x156`
Explicit	Type and nature of sensitivity `eba_dim:TYS`
Member	Not applicable/All positions `eba_PI:x0`
Explicit	Positions in the instrument `eba_dim:PIN`
Member	Not applicable/All positions `eba_PI:x0`
Explicit	Hypothetical value under specific assumptions `eba_dim:HYV`
Member	Boolean Tool residual category - Total/NA `eba_BT:x0`
Explicit	Type of risk `eba_dim:TRI`
Member	Credit spread risk (CSR) `eba_TR:x53`
Explicit	Market risk portfolio `eba_dim:MRP`
Member	Portfolios other than alternative correlation trading portfolio (non-ACTP) `eba_PL:x105`
Explicit	Instrument `eba_dim:MCB`
Member	Instruments other than securitisation positions `eba_MC:x876`

Label/QName
Own funds requirements `eba_met:mi184`