Taxonomy Viewer

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/SBP/cir-2070-2016/2022-06-01/tab/C_120.02/4

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	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	Not applicable/All portfolios `eba_PL:x0`
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`
Explicit	Type of market risk (risk class) `eba_dim:TMR`
Member	General interest rate risk (GIRR) `eba_TR:x52`
Member	Credit spread risk.Non-securitisations CSR `eba_TR:x69`
Member	Credit spread risk.Non-ACTP CSR `eba_TR:x70`
Member	Credit spread risk.ACTP CSR `eba_TR:x71`
Member	Equity risk `eba_TR:x14`
Member	Commodities risk `eba_TR:x12`
Member	Foreign-exchange risk `eba_TR:x16`
Explicit	Type of market risk (risk component) `eba_dim:TRC`
Member	Delta, vega and curvature risk `eba_TR:x51`
Member	Delta risk `eba_TR:x48`
Member	Vega risk `eba_TR:x49`
Member	Curvature risk `eba_TR:x50`
Explicit	Correlation scenario `eba_dim:COS`
Member	Low correlation scenario `eba_CS:x25`
Member	Medium correlation scenario `eba_CS:x26`
Member	High correlation scenario `eba_CS:x27`

Label/QName
Reporting currency `eba_met:ei912`