The code to be used in a filing indicator to indicate that a "filing unit" (usually a template) has (or has not) been reported. Used as a label applied to a table:table node.

Optional numeric code applied to the components of columns, rows and z-axes in tables, as represented in business templates

Prevents default use of metrics (i.e. when not explicitly allowed)

Prevents default use of metrics in the scenario element (i.e. when not explicitly allowed)

Prevents default use of metrics in the segment element (i.e. when not explicitly allowed)

Indicates the ID of the corresponding item in the relational database representation of the Data Point Model

Prevents default use of metrics (i.e. when not explicitly allowed)

Accounting standard

Accounting treatment of the securitisation

Retention applied

Type of connection with group

Institution company structure

Institution Type

Reporting calculation method

Type of counterparty

Exposure to individual client or group of clients

Accounting treatment group structure

Hierarchy for the Source of PDs applied for IRC and CT calculation used in C 109.2 and C 110.2 templates

Hierarchy for Number of modelling factors applied for IRC calculation used in C 109.1.a template

Hierarchy for the Rationale for exclusion used in C 106.1 and C 106.2 templates (SBP) templates

Type of entity

Interval numbers for observations

Options for risk category

Hierarchy for Article 7 CRR waiver

Hierarchy for type of financial interconnection in resolution templates

Name of Deposit Guarantee Scheme (DGS)

Hierarchy for qualitative impact assessments

Hierarchy for service types (Resolution)

Hierarchy for financial market infrastructure system types

Hierarchy for modes of participation in a financial market infrastructure

Hierarchy for types of information systems

Status of an entity in a resolution plan

Links to SRB aggregate LDT template (rows / liability types)

Ranking in insolvency (master scale)

Hierarchy for collateralisation status

Hierarchy for type of contractual terms of a financial instrument

Hierarchy for types of events that trigger the activation of a guarantee or financial support

Hierarchy for links to SRB aggregate LDT template (columns / counterparties)

Hierarchy for coupon types of debt instruments

Hierarchy for type of placement of securities issued

Hierarchy for Master agreements

Hierarchy for assessment whether contract is resolution-proof

Hierarchy for recognition of bail-in powers

Institution Type

Hierarchy for the Rationale for exclusion used in C 106.00 (SBP) templates

Hierarchy for scope of issuance - securitisation

Originator's call options included in transaction

Hierarchy for coupon types of debt instruments

Hierarchy for resolution stay recognition (reporting entity)

Hierarchy for resolution stay recognition (counterparty)

Hierarchy for impact and substitutability analyses in SRB CF templates (size, market share indicators)

Hierarchy for impact and substitutability analyses in SRB CF templates (crossborder indicators)

Hierarchy for impact and substitutability analyses in SRB CF templates (market concentration indicator)

Hierarchy for impact and substitutability analyses in SRB CF templates (time to substitution indicator)

Hierarchy for impact and substitutability analyses in SRB CF templates (legal barriers indicator)

Hierarchy for impact and substitutability analyses in SRB CF templates (operational requirements indicator)

Hierarchy for financial market infrastructure system types

Hierarchy for Article 7 or 10 CRR waiver

Hierarchy for type of financial interconnection in resolution templates (Liabilities, own funds, guarantees)

Hierarchy for type of financial interconnection in resolution templates (Liabilities)

Hierarchy for type of financial interconnection in resolution templates (Commitments and guarantees received)

Hierarchy for type of financial interconnection in resolution templates (Commitments and guarantees received, derivatives)

Hierarchy for the Source of transitiomn matrices used in C 109.2 and C 110.2 templates

Reason for authentication via non-strong customer authentication

Card funtion in payments

Qualitative Stage 2 Trigger set (SBP)

Economic scenario to calculate the IFRS 9 PD

Minimum initial capital (predefined list)

Institution Type

Type of counterparty for CCR

Type of entity

Notification type for impracticability of contractual recognition of bail-in

Type of institution

Conditions of impracticability

Type of Investment Firm counterparty

Type of valuation model (SBP)

Definition of sensitivity to risk factors (SBP)

Risk factor identifiers (SBP)

Qualitative Stage 2 Trigger set (SBP)

Type of excess spread in a securitisation transaction

Type of amortisation system in a securitisation transaction

Type of collateralisation of the credit protection agreement for a securitisation

Risk factor identifiers (SBP)

Links to SRB aggregate LDT template (rows / liability types)

Hierarchy for type of financial interconnection in resolution templates (Liabilities, own funds, guarantees)

Hierarchy for approaches for credit risk

Hierarchy for the approaches applicable for operational risk

Hierarchy for the approaches applicable for CVA risk

Hierarchy for the different methods to calculate risk weights for securitisation exposures

Alternative hierarchy for approaches for credit risk

Hierarchy for the approaches for market risk

Methods to determine risk weights in the IRB approach

Methods to determine risk weights in the IRB approach for equity exposures

Hierarchy for approach for options

Options for "Approach used for the securitised exposures"

Derivative treatment

Derivative add-on calculation methods

Partial use

Hierarchy for SME supporting factor

Hierarchy for the approaches for market risk commodities

Hierarchy for the Methodologies for Var/Stressed VaR calculation used in C 107.1.a template

Hierarchy for VaR data weighting applied for VaR calculation used in C 107.1.a template

Hierarchy used for Sources of LGDd applied for IRC calculation used in C 109.1.a and C 110.1.a templates

Hierarchy for the Regulatory Approach used in C 101 (SBP) template

Hierarchy for new CCB template (C 09.03)

Hierarchy for the Regulatory Approach

Methods to determine the risk weight for securitisations (revised framework)

Methods to determine the SVaR (period)

Method for calculating exposure values at consolidated level (CCR)

Derivative treatment

Internal or external MREL

Methods to determine the exposure value for exposures subject to counterparty credit risk according to the CRR

Hierarchies for the markets in the MKR SA EQU template

Core country list

Core countries and other

All countries and other

All countries applicable for open axis tables

All countries applicable for open axis tables

Hierarchy for the markets in the CR IP Losses template

All countries applicable for open axis tables

Hierarchy for the markets in the CR IP Losses template

Hierarchy for EU Member states (excl. EEA countries)

All countries and other

All countries applicable for open axis tables

Hierarchy for EU Member states (incl. EEA countries)

All countries SBP

All countries applicable for open axis tables

Hierarchies for the markets in the MKR SA EQU template

Hierarchy for the markets in the CR IP Losses template

Hierarchy for EU Member states (excl. EEA countries)

All countries and other

All countries applicable for open axis tables

All countries SBP

All countries SBP

Hierarchy for related parties

Breakdown of All related parties/All relationships

Options for "Group structure"

Breakdown of All related parties

Relationship of lending entity with issuing entity

Type of identified staff

Type of genders

Type of identified staff

Individual / Prudential Consolidation Scope

Consolidation Scope

Consolidation Scope including Resolution

Type of report

Options for "Role in the securitisation process"

Level 1 and 2 NACE codes

Hierarchy to describe financial entities

Hierarchy with the basic breakdown for counterparty sectors

Hierarchy with breakdown for "Counterparties other than financial corporations"

Breakdown of exposures treated and NOT treated as sovereigns

Size of the counterparty

Options for "Sector of the counterparty"

Hierarchy for the classification of the counterparty by size between SMEs and Other than SMEs

Hierarchy of the largest counterparties for C 67.00 (additional Monitoring metrics for Liquidity)

Options for "Sector of the counterparty"

Type of creditor (resolution)

Breakdown of financial assets for FBE and NPE templates

Hierarchy for banking/trading book

Hierarchy for accounting portfolios for equity instruments subject to impairment

Hierarchy for accounting portfolios for debt instruments subject to impairment

Hierarchy for accounting portfolios for trading financial instruments

Hierarchy for Trading financial instruments (GAAP)

Hierarchy for accounting portfolios for non-trading financial instruments (GAAP)

Hierarchy for accounting portfolios for financial assets subject to impairment

Hierarchy for Measurement for Intangible assets other than Goodwill

Hierarchy for accounting portfolios for financial assets non-subject to impairment

Hierarchy for accounting portfolios for financial liabilities designated at fair value through profit or loss

Hierarchy for Accounting portfolios of financial assets

Hierarchy for accounting portfolios not measured at fair value through profit or loss for financial instruments

Hierarchy for accounting portfolios for asset and liabilities designated at fair value through profit or loss

Hierarchy for Property, plant and equipment

Hierarchy for investment property

Hierarchy for hedge accounting, interest risk

Hierarchy for fair value model for investment property and property, plan and equipment

Hierarchy for hedge accounting

Hierarchy for financial instruments designated at fair value through profit or loss. Accounting mismatch

Hierarchy for financial instruments designated at fair value through profit or loss. Evaluation on a fair value basis

Hierarchy for financial instruments designated at fair value through profit or loss. Hybrids contracts designated

Options for "solvency treatment of the securitisation"

Hierarchy for accounting portfolios for debt instruments subject to impairment

Hierarchy for accounting portfolios for financial assets non-subject to impairment

Hierarchy for accounting portfolios not measured at fair value through profit or loss for financial instruments

Hierarchy for designation for financial instruments designated at fair value through profit or loss

Hierarchy for Investments in subsidiaries, joint ventures and associates

Hierarchy for Accounting portfolios for trading financial instruments

Hierarchy for Non-trading non-derivative financial assets measured at a cost-based method

Hierarchy for Other non-trading non-derivative financial assets

Hierarchy for Hedge accounting

Hierarchy for Financial assets at amortised cost

Hierarchy for Financial assets at fair value through other comprehensive income

Hierarchy for Financial assets other than Held for trading and Trading Financial Assets

Hierarchy for Accounting portfolios for financial assets other than classified as held for sale

Hierarchy for Accounting portfolios for financial liabilities other than classified as held for sale

Hierarchy for Accounting portfolios for financial and non-financial assets

Hierarchy for Non-trading non-derivative financial assets measured at fair value to equity

Hierarchy for Accounting portfolios for financial assets measured at cost based methods

Hierarchy for Accounting portfolios for financial assets measured at fair value through e

Hierarchy for Accounting portfolios for financial assets at fair value or strict LOCOM not

Hierarchy for Accounting portfolios of financial assets

Hierarchy for Accounting portfolios for financial assets measured at cost based methods

Hierarchy for financial assets other than Held for trading and Trading Financial Assets (aggregate portfolios)

Exposure class and Approach for prudential purposes

Hierarchy for transferred financial assets

Types of Risk Transfer transaction

Options for "Type of risk transfer"

Options for "Type of issuance"

Options for "Significant Risk Transfer"

Options for "Type of issuance"

Hierarchy for underlyings of securitisation positions

Hierarchy for underlyings of securitisation positions

Options for "Type of Securitisation"

Options for "Type of underlying"

Options for "Type of underlying"

Hierarchy for correlation trading portfolio

Options for "Correlation Trading Portfolio"

Hierarchy for the breakdown of All assets (I)

All equity, all liabilities

Hierarchy for Deductible DTA that rely on future profitability and arise from temporary differences and Equity Instruments

Alternative hierarchy for the composition of holdings

Hierarchy for grandfathered instruments

Hierarchy for the elements of "Retained earnings, Profit or Loss"

Hierarchy for prudential filters

Hierarchy for securitisation instruments

Hierarchy for Financial instruments subject to market risk (debt instruments of the trading book)

Hierarchy for Financial instruments subject to market risk (banking book and trading book instruments for foreign exchange risk)

Hierarchy for Financial instruments subject to market risk (banking book and trading book instruments for commodities risk)

Hierarchy for Financial instruments subject to market risk (trading book for equity risk)

Hierarchy for instruments subject to securitisation credit risk treatment

Hierarchy for Financial instruments subject to market risk (trading book instruments for CTP)

Hierarchy for other reserves

Hierarchy for Revaluation reserves

Hierarchy for Fair value reserves

Hierarchy for instruments subject to credit risk

Hierarchy for Asset encumbrance

Breakdown of Debt securities, Loans and advances

Hierarchy for derivatives

Equity instruments issued

Hierarchy for collateral received

Hierarchy for collateral received

Hierarchy for the breakdown of "Derivatives, Securities financial transactions"

Hierarchy for deferred tax liabilities

Hierarchy for types of derivatives transactions in FINREP (I)

Hierarchy for types of derivatives transactions in FINREP (II)

Derivatives sold and purchased

Hierarchy for the breakdown of All liabilities

Hierarchy for deferred tax assets

Off-balance sheet exposures subject to credit risk

Loan commitments, financial guarantees and other commitments received

Hierarchy for the composition of "Assets other than Derivatives, Equity instruments, Debt securities, Loans and advances"

Hierarchy for the breakdown of All assets (II)

Hierarchy for breakdown of All assets (V)

Components of "Derivatives, Debt securities, Loans and advances"

Provisions

Components of "Derivatives, Deposits, Debt securities issued, Other financial liabilities"

All equity

Relationship between Qualifying revolving and Unconditionally cancellable commitments

TBD

TBD

Hierarchy for breakdown of All liabilities

Components of "Equity instruments, Debt securities, Loans and advances, Deposits, Debt securities issued, Other financial liabilities"

Components of "Derivatives, Equity instruments, Debt securities, Loans and advances, Short positions, Deposits, Debt securities issued, Other financial liabilities"

Hierarchy for the breakdown of All assets (III)

Profit & Loss account structure

Components of "Derivatives, Equity Instruments"

Hierarchy for the breakdown of All assets (IV)

Hierarchy for the breakdown of All equity (I)

Composition of Profit or loss other comprehensive income

Components of "Profit or loss, Profit or loss other comprehensive income"

Breakdown of Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability

Composition of "Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities"

Hierarchy for intangible assets

Hierarchy for "Equity instruments and subordinated financial assets"

Hierarchy for instruments subject to securitisation credit risk treatment

Primary asset class of the cover pool

Hierarchy for the classification of loans between mortgage loans and the rest of loans

Hierarchy for product types for AMML (concentration of counterbalancing capacity by issuer/counterparty)

Hierarchy for product types for AMML (concentration of funding by counterparty)

Hierarchy for loss intervals applicable for operational losses

Provisions

Hierarchy for the Type of exposure used in C 101 (SBP) template

Hierarchy for contract clauses

Hierarchy for types of hedge

Hierarchy for micro hedges (individual instrument/net position)

Hierarchy for micro hedges (continued/discontinued)

Hierarchy for economic hedges

Hierarchy for type of guarantees (received or provided)

Hierarchy for types of instrument in resolution templates

Hierarchy for product types for AMML (concentration of funding by counterparty)

Hierarchy for types of instrument in resolution templates

Hierarchy for types of financial liabilities (other than securities issued and deposits)

Hierarchy for type of non-financial liabilities

Hierarchy of K-Factor requirements

RWEA flows

Liability type for impracticability of contractual recognition of bail-in

Type of waiver of BRRD

Type of resolution strategy

Type of resolution tool

Hierarchy for product types for AMML (concentration of funding by counterparty)

Type of remuneration

Forms of remuneration for credit institutions

Forms of remuneration for investment firms

Hierarchy for CQS used for securitisations in the IRB

Hierarchy for CQS used for securitisations in the SA

Hierarchy for CQS used for AMML (Concentration of counterbalancing capacity)

Hierarchy for CQS used for securitisations

Hierarchy for the exposure classes in the IRB approach

Exposure classes in the SA

Exposure classes in the SA (2)

Hierarchy for the exposure classes in the IRB approach (2)

Exposure classes in the SA (3)

Hierarchy for exposure classes used in template CR GB1a and CR GB 1b

Hierarchy for exposure classes used in template CR GB2

Hierarchy for SA exposure classes excluding securitisation exposure class

Hierarchy for IRB exposure classes excluding equities, securitisations and other non-credit-obligation assets

Hierarchy for IRB exposure classes excluding securitisations and other non-credit-obligation assets

Hierarchy for the Exposure class used in C 101 (SBP) template

Hierarchy for time intervals applicable for settlement/delivery risk

Hierarchy for time intervals applicable for free deliveries

Hierarchy for time intervals applicable for LE maturity buckets

Hierarchy for time intervals applicable for Funding plans

Hierarchy for Length of observation period applied for VaR and SVaR calculation used in C 107.1.a template

Computation of 10 day Horizon applied for Var/Stressed VaR calculation used in C 107.1.a template

Hierarchy for the Liquidity Horizon applied for IRC and CT calculation used in C 109.2 and C 110.2 templates

Hierarchy for estimated time for substitutability (Resolution)

Hierarchy for estimated time for access to contracts (Resolution)

Residual maturity (NSFR)

Time of encumbrance (NSFR)

Hierarchy for allowances

Hierarchy for performing and non-performing exposures

Breakdown for exposures with forbearance measures

Hierarchy for general allowances

Hierarchy for Default Status used in C 101-103 (SBP) templates

Hierarchy for allowances

Hierarchy for general allowances

Hierarchy for Impaiment Stage (SBP)

Exposures with COVID19 measures

Categories of event types for operational risk

Event types leading to operational risk loss

Type of fraud

Hierarchy to describe a set of currencies

Hierarchy for the currencies in the MKR SA TDI template

Currencies applicable for open axis tables

Currencies applicable for open axis tables

Currencies applicable for open axis tables

Currencies applicable for open axis tables

Currencies applicable for open axis tables

Currencies (only currencies)

Hierarchy for the determination of eligible capital

Hierarchy for the determination of total own funds

Hierarchy for transitional own funds items

Hierarchy for declaration of qualification as own funds (Resolution)

Hierarchy for business lines

Hierarchy for types of activities

Relation between Total Custody and Custody entrusted to other entities

Hierarchy for critical functions

Type of initiation of payments

Type of consent

Type of specialised lending exposure

Hierarchy for the calculation of RWA in the Standardised Approach

Components of "All reclassifications" (I)

Components of "All reclassifications" (II)

Hierarchy for computable amount

Hierarchy for amounts used for Grandfathered instruments not constituting state aid

Hierarchy for amounts used for the calculation of own funds

Hierarchy for calculating Total risk exposure amount for internal models

Hierarchy for calculating RWA in the IRB approach

Hierarchy for calculating RWA in the IRB approach, applicable just for equities

Hierarchy for the calculation of RWA in the Standardised Approach for securitisation positions

Hierarchy for breakdown of current period (flow) (I)

Hierarchy for calculating changes in defined benefit obligations

Hierarchy for the calculation of RWA in the IRB-Approach for securitisation positions

Hierarchy for calculating the total risk exposure amount for market risk

Hierarchy for the impact of correction of errors and changes in accounting policies according to IAS 8

Hierarchy for calculating the total risk exposure amount for market risk of securitisation positions

Hierarchy for goodwill included in the carrying amount

Hierarchy for gross carrying amount

Hierarchy for calculating the total risk exposure amount for market risk of CTP positions

Hierarchy for calculating changes in provisions

Hierarchy for type of identifier

Financial market infrastructures

External Credit Assessment Institution (ECAI)

Hierarchy for the breakdown between owners of the parent and non-controlling interests

Hierarchy for the classification of the location of the location of the activities

Type of Entity Code (LEI code or Non-LEI code)