Taxonomy Viewer

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/COREP/cir-680-2014/2018-03-31/tab/C_08.02/125

Type	Element
Hypercube	`model:hyp`
Typed	Obligor grade `eba_dim:OGR` typedDomainRef="eba_ID"
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	Main category `eba_dim:MCY`
Member	Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatment `eba_MC:x195`
Explicit	Counterparty nature `eba_dim:CPY`
Member	Not applicable/ All counterparties `eba_CT: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	Exposures to corporates other than specialised lending `eba_EC:x2`
Explicit	Counterparty sector `eba_dim:CPS`
Member	Corporates `eba_CT:x51`
Explicit	Size of the counterparty `eba_dim:CPZ`
Member	SME `eba_CT:x23`
Explicit	Type of risk `eba_dim:TRI`
Member	Credit risk, counterparty credit risk and free deliveries `eba_TR:x4`
Explicit	Methods to determine risk weights `eba_dim:MRW`
Member	Risk weighted exposure amounts calculated using PD, LGD and M `eba_AP:x15`
Explicit	Prudential portfolio `eba_dim:PRP`
Member	Banking and trading book `eba_PL:x10`

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