Taxonomy Viewer

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/SBP/cir-2070-2016/2022-06-01/tab/C_110.01.b/1

Type	Element
Hypercube	`model:hyp`
Explicit	Base `eba_dim:BAS`
Member	Memorandum items `eba_BA:x17`
Explicit	Main category `eba_dim:MCY`
Member	Instruments in the CTP `eba_MC:x189`
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	Internal model for correlation trading `eba_AP:x80`

Label/QName
Comments required. Number of modelling factors `eba_met:si404`
Comments required. Source of LGDs `eba_met:si405`