Taxonomy Viewer

Dimensional Model

Primary Items

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/SBP/cir-2070-2016/2022-06-01/tab/C_120.01/2

Type	Element
Hypercube	`model:hyp`
Typed	Risk factor bucket `eba_dim:RFB` typedDomainRef="eba_IS"
Typed	Risk factor bucket (subset) `eba_dim:RFS` typedDomainRef="eba_IS"
Typed	Instrument for the Benchmarking exercise `eba_dim:RIB` typedDomainRef="eba_IS"
Typed	Reference portfolio/instrument for the Benchmarking exercise `eba_dim:PBE` typedDomainRef="eba_IS"
Explicit	Base `eba_dim:BAS`
Member	Memorandum items `eba_BA:x17`
Explicit	Main category `eba_dim:MCY`
Member	Instruments subject to market risk `eba_MC:x156`
Explicit	Type of risk `eba_dim:TRI`
Member	All types of market risk covered by SBM `eba_TR:x68`
Explicit	Prudential portfolio `eba_dim:PRP`
Member	Banking and trading book `eba_PL:x10`
Explicit	Hypothetical value under specific assumptions `eba_dim:HYV`
Member	Hypothetical value `eba_BT:x10`
Explicit	Currency conversion approach `eba_dim:CCA`
Member	Not applicable / Expressed in (converted to) reporting currency `eba_CA:x0`
Member	Expressed in currency of denomination (not converted to reporting currency) `eba_CA:x1`
Explicit	Risk factor identifier `eba_dim:RFI`
Member	CM_D_0.00 `eba_ZZ:x475`
Member	CM_D_0.25 `eba_ZZ:x476`
Member	CM_D_0.50 `eba_ZZ:x477`
Member	CM_D_1.00 `eba_ZZ:x478`
Member	CM_D_2.00 `eba_ZZ:x479`
Member	CM_D_3.00 `eba_ZZ:x480`
Member	CM_D_5.00 `eba_ZZ:x481`
Member	CM_D_10.00 `eba_ZZ:x482`
Member	CM_D_15.00 `eba_ZZ:x483`
Member	CM_D_20.00 `eba_ZZ:x484`
Member	CM_D_30.00 `eba_ZZ:x485`
Member	CM_V_0.50 `eba_ZZ:x486`
Member	CM_V_1.00 `eba_ZZ:x487`
Member	CM_V_3.00 `eba_ZZ:x488`
Member	CM_V_5.00 `eba_ZZ:x489`
Member	CM_V_10.00 `eba_ZZ:x490`
Member	CM_CU `eba_ZZ:x491`
Member	CM_CD `eba_ZZ:x492`
Member	CSR_NON_SEC_D_0.50_DEBT `eba_ZZ:x493`
Member	CSR_NON_SEC_D_1.00_DEBT `eba_ZZ:x494`
Member	CSR_NON_SEC_D_3.00_DEBT `eba_ZZ:x495`
Member	CSR_NON_SEC_D_5.00_DEBT `eba_ZZ:x496`
Member	CSR_NON_SEC_D_10.00_DEBT `eba_ZZ:x497`
Member	CSR_NON_SEC_D_0.50_CDS `eba_ZZ:x498`
Member	CSR_NON_SEC_D_1.00_CDS `eba_ZZ:x499`
Member	CSR_NON_SEC_D_3.00_CDS `eba_ZZ:x500`
Member	CSR_NON_SEC_D_5.00_CDS `eba_ZZ:x501`
Member	CSR_NON_SEC_D_10.00_CDS `eba_ZZ:x502`
Member	CSR_NON_SEC_V_0.50 `eba_ZZ:x503`
Member	CSR_NON_SEC_V_1.00 `eba_ZZ:x504`
Member	CSR_NON_SEC_V_3.00 `eba_ZZ:x505`
Member	CSR_NON_SEC_V_5.00 `eba_ZZ:x506`
Member	CSR_NON_SEC_V_10.00 `eba_ZZ:x507`
Member	CSR_NON_SEC_CU `eba_ZZ:x669`
Member	CSR_NON_SEC_CD `eba_ZZ:x664`
Member	CSR_SEC_ACTP_D_0.50_DEBT `eba_ZZ:x518`
Member	CSR_SEC_ACTP_D_1.00_DEBT `eba_ZZ:x519`
Member	CSR_SEC_ACTP_D_3.00_DEBT `eba_ZZ:x520`
Member	CSR_SEC_ACTP_D_5.00_DEBT `eba_ZZ:x521`
Member	CSR_SEC_ACTP_D_10.00_DEBT `eba_ZZ:x522`
Member	CSR_SEC_ACTP_D_0.50_CDS `eba_ZZ:x523`
Member	CSR_SEC_ACTP_D_1.00_CDS `eba_ZZ:x524`
Member	CSR_SEC_ACTP_D_3.00_CDS `eba_ZZ:x525`
Member	CSR_SEC_ACTP_D_5.00_CDS `eba_ZZ:x526`
Member	CSR_SEC_ACTP_D_10.00_CDS `eba_ZZ:x527`
Member	CSR_SEC_ACTP_V_0.50 `eba_ZZ:x528`
Member	CSR_SEC_ACTP_V_1.00 `eba_ZZ:x529`
Member	CSR_SEC_ACTP_V_3.00 `eba_ZZ:x530`
Member	CSR_SEC_ACTP_V_5.00 `eba_ZZ:x531`
Member	CSR_SEC_ACTP_V_10.00 `eba_ZZ:x532`
Member	CSR_SEC_ACTP_CU `eba_ZZ:x665`
Member	CSR_SEC_ACTP_CD `eba_ZZ:x666`
Member	CSR_SEC_NON_ACTP_D_0.50_DEBT `eba_ZZ:x543`
Member	CSR_SEC_NON_ACTP_D_1.00_DEBT `eba_ZZ:x544`
Member	CSR_SEC_NON_ACTP_D_3.00_DEBT `eba_ZZ:x545`
Member	CSR_SEC_NON_ACTP_D_5.00_DEBT `eba_ZZ:x546`
Member	CSR_SEC_NON_ACTP_D_10.00_DEBT `eba_ZZ:x547`
Member	CSR_SEC_NON_ACTP_D_0.50_CDS `eba_ZZ:x548`
Member	CSR_SEC_NON_ACTP_D_1.00_CDS `eba_ZZ:x549`
Member	CSR_SEC_NON_ACTP_D_3.00_CDS `eba_ZZ:x550`
Member	CSR_SEC_NON_ACTP_D_5.00_CDS `eba_ZZ:x551`
Member	CSR_SEC_NON_ACTP_D_10.00_CDS `eba_ZZ:x552`
Member	CSR_SEC_NON_ACTP_V_0.50 `eba_ZZ:x553`
Member	CSR_SEC_NON_ACTP_V_1.00 `eba_ZZ:x554`
Member	CSR_SEC_NON_ACTP_V_3.00 `eba_ZZ:x555`
Member	CSR_SEC_NON_ACTP_V_5.00 `eba_ZZ:x556`
Member	CSR_SEC_NON_ACTP_V_10.00 `eba_ZZ:x557`
Member	CSR_SEC_NON_ACTP_CU `eba_ZZ:x667`
Member	CSR_SEC_NON_ACTP_CD `eba_ZZ:x668`
Member	EQ_D_SPOT `eba_ZZ:x568`
Member	EQ_D_REPO `eba_ZZ:x569`
Member	EQ_V_0.50 `eba_ZZ:x570`
Member	EQ_V_1.00 `eba_ZZ:x571`
Member	EQ_V_3.00 `eba_ZZ:x572`
Member	EQ_V_5.00 `eba_ZZ:x573`
Member	EQ_V_10.00 `eba_ZZ:x574`
Member	EQ_CU `eba_ZZ:x575`
Member	EQ_CD `eba_ZZ:x576`
Member	FX_D `eba_ZZ:x577`
Member	FX_V_0.50 `eba_ZZ:x578`
Member	FX_V_1.00 `eba_ZZ:x579`
Member	FX_V_3.00 `eba_ZZ:x580`
Member	FX_V_5.00 `eba_ZZ:x581`
Member	FX_V_10.00 `eba_ZZ:x582`
Member	FX_CU `eba_ZZ:x583`
Member	FX_CD `eba_ZZ:x584`
Member	GIRR_D_0.25 `eba_ZZ:x585`
Member	GIRR_D_0.50 `eba_ZZ:x586`
Member	GIRR_D_1.00 `eba_ZZ:x587`
Member	GIRR_D_2.00 `eba_ZZ:x588`
Member	GIRR_D_3.00 `eba_ZZ:x589`
Member	GIRR_D_5.00 `eba_ZZ:x590`
Member	GIRR_D_10.00 `eba_ZZ:x591`
Member	GIRR_D_15.00 `eba_ZZ:x592`
Member	GIRR_D_20.00 `eba_ZZ:x593`
Member	GIRR_D_30.00 `eba_ZZ:x594`
Member	GIRR_D_INF `eba_ZZ:x595`
Member	GIRR_D_CRO_EUR `eba_ZZ:x596`
Member	GIRR_D_CRO_USD `eba_ZZ:x597`
Member	GIRR_V_0.50_0.50 `eba_ZZ:x598`
Member	GIRR_V_1.00_0.50 `eba_ZZ:x599`
Member	GIRR_V_3.00_0.50 `eba_ZZ:x600`
Member	GIRR_V_5.00_0.50 `eba_ZZ:x601`
Member	GIRR_V_10.00_0.50 `eba_ZZ:x602`
Member	GIRR_V_0.50_1.00 `eba_ZZ:x603`
Member	GIRR_V_1.00_1.00 `eba_ZZ:x604`
Member	GIRR_V_3.00_1.00 `eba_ZZ:x605`
Member	GIRR_V_5.00_1.00 `eba_ZZ:x606`
Member	GIRR_V_10.00_1.00 `eba_ZZ:x607`
Member	GIRR_V_0.50_3.00 `eba_ZZ:x608`
Member	GIRR_V_1.00_3.00 `eba_ZZ:x609`
Member	GIRR_V_3.00_3.00 `eba_ZZ:x610`
Member	GIRR_V_5.00_3.00 `eba_ZZ:x611`
Member	GIRR_V_10.00_3.00 `eba_ZZ:x612`
Member	GIRR_V_0.50_5.00 `eba_ZZ:x613`
Member	GIRR_V_1.00_5.00 `eba_ZZ:x614`
Member	GIRR_V_3.00_5.00 `eba_ZZ:x615`
Member	GIRR_V_5.00_5.00 `eba_ZZ:x616`
Member	GIRR_V_10.00_5.00 `eba_ZZ:x617`
Member	GIRR_V_0.50_10.00 `eba_ZZ:x618`
Member	GIRR_V_1.00_10.00 `eba_ZZ:x619`
Member	GIRR_V_3.00_10.00 `eba_ZZ:x620`
Member	GIRR_V_5.00_10.00 `eba_ZZ:x621`
Member	GIRR_V_10.00_10.00 `eba_ZZ:x622`
Member	GIRR_V_0.50_INF `eba_ZZ:x623`
Member	GIRR_V_1.00_INF `eba_ZZ:x624`
Member	GIRR_V_3.00_INF `eba_ZZ:x625`
Member	GIRR_V_5.00_INF `eba_ZZ:x626`
Member	GIRR_V_10.00_INF `eba_ZZ:x627`
Member	GIRR_V_0.50_CRO_EUR `eba_ZZ:x628`
Member	GIRR_V_1.00_CRO_EUR `eba_ZZ:x629`
Member	GIRR_V_3.00_CRO_EUR `eba_ZZ:x630`
Member	GIRR_V_5.00_CRO_EUR `eba_ZZ:x631`
Member	GIRR_V_10.00_CRO_EUR `eba_ZZ:x632`
Member	GIRR_V_0.50_CRO_USD `eba_ZZ:x633`
Member	GIRR_V_1.00_CRO_USD `eba_ZZ:x634`
Member	GIRR_V_3.00_CRO_USD `eba_ZZ:x635`
Member	GIRR_V_5.00_CRO_USD `eba_ZZ:x636`
Member	GIRR_V_10.00_CRO_USD `eba_ZZ:x637`
Member	GIRR_CU `eba_ZZ:x638`
Member	GIRR_CD `eba_ZZ:x639`

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Statistics

XBRL Model Project

Label/QName
Sensitivity to risk factors `eba_met:mi911`