Taxonomy Viewer

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/SBP/cir-2070-2016/2022-06-01/tab/C_106.00/1

Type	Element
Hypercube	`model:hyp`
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	Approach for prudential purposes `eba_dim:APR`
Member	Internal models approach for market risk `eba_AP:x26`
Explicit	Type of risk `eba_dim:TRI`
Member	Market risk `eba_TR:x11`
Explicit	Methods to determine risk weights `eba_dim:MRW`
Member	IRC Model `eba_AP:x93`
Explicit	Hypothetical value under specific assumptions `eba_dim:HYV`
Member	Boolean Tool residual category - Total/NA `eba_BT:x0`
Explicit	Currency conversion approach `eba_dim:CCA`
Member	Not applicable / Expressed in (converted to) reporting currency `eba_CA:x0`

Label/QName
VaR + SVaR model applicable `eba_met:bi382`
IRC Model applicable `eba_met:bi383`
CT model applicable `eba_met:bi384`
Rationale for exclusion `eba_met:ei385`
Comments required `eba_met:si333`