Taxonomy Viewer

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

Dimensional Model

Primary Items

Type	including
Role	http://www.eba.europa.eu/eu/fr/xbrl/ext/BlockDefaultUseOfMetrics

Type	Element
Hypercube	`model:hyp`
Explicit	`eba_model:NullDimension`

Browse through 12,486,109 XBRL objects!

Taxonomy Viewer

Statistics

XBRL Model Project

Label/QName
10% CET1 threshold `eba_met:mi1`
17.65% CET1 threshold `eba_met:mi2`
Accounting consolidation `eba_met:si3`
Accounting standard `eba_met:ei4`
Accounting treatment of the securitisation `eba_met:ei5`
Accumulated changes in fair value due to credit risk `eba_met:mi6`
Accumulated impairment `eba_met:mi7`
Accumulated write-offs `eba_met:mi8`
Acquisition cost `eba_met:mi9`
Actuarial gains and losses (flow) `eba_met:md10`
Actuarial gains or losses from changes in demographic assumptions (flow) `eba_met:md11`
Actuarial gains or losses from changes in financial assumptions (flow) `eba_met:md12`
Additions (flow) `eba_met:md13`
Additions, including increases in existing provisions (flow) `eba_met:md14`
Adjusted stressed VaR `eba_met:mi15`
Adjusted VaR `eba_met:mi16`
Adjustment to the risk-weighted exposure amount due to maturity mismatches `eba_met:mi17`
Adjustment to Value used for market risk, net, weighted after cap due to infringement of the due diligence provisions `eba_met:mi18`
After transitional provisions `eba_met:mi19`
All changes in Defined benefit obligations (flow) `eba_met:md20`
All changes in Provisions (flow) `eba_met:md21`
All price risk capital charge for CTP `eba_met:mi22`
All price risk capital charge for CTP Floor `eba_met:mi23`
All price risk charge for CTP 12 weeks average `eba_met:mi24`
All price risk charge for CTP last measure `eba_met:mi25`
All Reclassifications (flow) `eba_met:md26`
Alleviation of own funds requirements due to diversification `eba_met:mi27`
Alleviation of own funds requirements due to risk mitigation techniques `eba_met:mi28`
Alleviation of own funds requirements due to the expected loss captured in business practices `eba_met:mi29`
Amount assigned to direct credit substitutes `eba_met:mi30`
Amount assigned to eligible liquidity facilities `eba_met:mi31`
Amount assigned to IRS / CRS `eba_met:mi32`
Amount assigned to other off-balance sheet items `eba_met:mi33`
Amount contractually required to pay at maturity `eba_met:mi34`
Amount of Assets involved in the services provided by the institution `eba_met:mi35`
Amount of changes in fair value attributable to changes in credit risk (flow) `eba_met:md36`
Amount of cumulative change in fair values attributable to changes in credit risk `eba_met:mi37`
Amount of gains (flow) `eba_met:md38`
Amount of losses (flow) `eba_met:md39`
Amount that exceeds the limit for grandfathering of instruments not constituting State aid `eba_met:mi40`
Amount that exceeds the limits for grandfathering `eba_met:mi41`
Amount used for LGD adjustment `eba_met:mi42`
Amounts derecognised for capital purposes `eba_met:mi43`
Amounts exempted from the LE regime `eba_met:mi44`
Amounts not recognised as an asset, due to limits of paragraph 58 (b) `eba_met:mi45`
Amounts used (flow) `eba_met:md46`
Applicable limit for institutions `eba_met:mi47`
Applicable percentage limit for institutions `eba_met:pi48`
Applicable limit for non institutions `eba_met:mi49`
Approach used for the securitised exposures `eba_met:ei50`
ASA modified nominal amount `eba_met:mi51`
Assumed charge for CTP floor - weighted positions after cap `eba_met:mi52`
Average incremental default and migration risk capital charge `eba_met:mi63`
Average risk weight `eba_met:pi54`
Amount of accumulated impairment `eba_met:mi159`
Base amount for calculating the limit `eba_met:mi56`
Base for calculating the limit for grandfathering of instruments not constituting State aid `eba_met:mi57`
Amount fully phased-in definition `eba_met:mi58`
Benefits paid (flow) `eba_met:md59`
Business combinations or divestitures (flow) `eba_met:md60`
Capital buffer `eba_met:pi61`
Capital Reduction (flow) `eba_met:md62`
Carrying amount `eba_met:mi53`
Carrying amount (flow) `eba_met:md64`
Carrying amount [before restatement] `eba_met:mi65`
Carrying amount of Collateral obtained `eba_met:mi66`
Carrying amount of Collateral obtained during the period (flow) `eba_met:md67`
Changes in allowances for credit losses other than Decreases due to amounts taken against allowances, Transfers between allowances, and Increases due to amounts set aside or decreases due to amounts reversed for estimated loan losses, (flow) `eba_met:md68`
Changes in Defined benefit obligations other than Current and past service cost, Interest cost, Contributions paid by plan participants, Actuarial gains and losses, Foreign currency exchange, Benefits paid, Business combinations or divestiture (flow) `eba_met:md69`
Changes in Equity from business combinations (flow) `eba_met:md70`
Changes in Equity from share based payments (flow) `eba_met:md71`
Changes in equity other than those explicitly reported (flow) `eba_met:md72`
Changes in Provisions other than Additions, including increases in existing provisions, Amounts used, Unused amounts reversed during the period, Increase in the discounted amount and effect of any change in the discount rate (flow) `eba_met:md73`
Code of the originator of the securitisation `eba_met:si74`
Compliance with the retention requirement `eba_met:bi75`
Computable amount `eba_met:mi76`
Computable amount - Individual basis `eba_met:mi77`
Computable amount, gross `eba_met:mi78`
Computable amount, net `eba_met:mi79`
Computable amount, offsetting position `eba_met:mi80`
Amount including transitional provisions `eba_met:mi81`
Computable amount, Total `eba_met:mi82`
Contributions paid by plan participants (flow) `eba_met:md83`
Conversion factor applied to revolving securitisation `eba_met:pi84`
Conversion of debt to equity (flow) `eba_met:md85`
Country of origin of the ultimate underlying of the transaction `eba_met:ei86`
CRM substitution effects Inflows including value adjustments and provisions `eba_met:mi87`
CRM substitution effects Inflows, net of value adjustments and provisions `eba_met:mi88`
CRM substitution effects Outflows including value adjustments and provisions `eba_met:mi89`
CRM Financial collateral: adjusted value (Cvam) `eba_met:mi90`
CRM Funded credit protection (Cva) `eba_met:mi91`
CRM substitution effects - Funded credit protection `eba_met:mi92`
CRM substitution effects - Unfunded credit protection: adjusted values (GA) `eba_met:mi93`
CRM substitution effects - Value of Credit derivatives `eba_met:mi94`
CRM substitution effects - Value of Financial collateral: simple method `eba_met:mi95`
CRM substitution effects - Value of Guarantees `eba_met:mi96`
CRM substitution effects - Value of Other funded credit protection `eba_met:mi97`
CRM substitution effects Inflows, including value adjustments and provisions `eba_met:mi98`
CRM substitution effects Outflows, including value adjustments and provisions `eba_met:mi99`
CRM substitution effects Outflows, net of value adjustments and provisions `eba_met:mi100`
CRM Volatility adjustment to the exposure `eba_met:mi101`
CRM Volatility and maturity adjustments `eba_met:mi102`
Current period (flow) `eba_met:md103`
Current service cost (flow) `eba_met:md104`
Decreases due to amounts reversed for estimated loan losses during the period (flow) `eba_met:md105`
Decreases due to amounts taken against allowances (flow) `eba_met:md106`
Derivative treatment `eba_met:ei107`
Dividends (flow) `eba_met:md108`
Effects of changes in accounting policies `eba_met:mi109`
Effects of corrections of errors `eba_met:mi110`
ELGD `eba_met:pi111`
Eligible amount without transitional provisions `eba_met:mi112`
Entry date `eba_met:di113`
Exercise/Expiration of equity Instruments other than capital Instruments (flow) `eba_met:md114`
Expected loss amount `eba_met:mi115`
Exposure after CRM substitution effects pre conversion factors, including value adjustments and provisions `eba_met:mi116`
Exposure after CRM substitution effects pre conversion factors, net of value adjustments and provisions `eba_met:mi117`
Exposure net of value adjustments and provisions `eba_met:mi118`
Exposure value `eba_met:mi119`
Exposure value - all exposures `eba_met:mi120`
Exposure Value deducted from own funds `eba_met:mi121`
Exposure value, including value adjustments and provisions `eba_met:mi122`
Exposure value, including value adjustments and provisions, deducted from own funds `eba_met:mi123`
Exposure value, including value adjustments and provisions, subject to risk weights `eba_met:mi124`
Exposure value, net of value adjustments and provisions `eba_met:mi125`
Exposure value, net of value adjustments and provisions, deducted from own funds `eba_met:mi126`
Exposure value, net of value adjustments and provisions, subject to risk weights `eba_met:mi127`
Exposure weighted average LGD `eba_met:pi128`
Fair value `eba_met:mi129`
First foreseeable termination date `eba_met:di130`
Foreign currency translation (flow) `eba_met:md131`
Fully adjusted exposure value (E*), net of value adjustments and provisions `eba_met:mi132`
Fully adjusted exposure value E* including value adjustments and provisions `eba_met:mi133`
Goodwill included in carrying amount `eba_met:mi134`
Accumulated change in fair value before taxes `eba_met:mi135`
Gross carrying amount `eba_met:mi136`
Is a group `eba_met:bi137`
Group structure `eba_met:ei138`
Increase in the discounted amount and effect of any change in the discount rate (flow) `eba_met:md139`
Increases due to amounts set aside for estimated loan losses during the period (flow) `eba_met:md140`
Incremental default and migration risk capital charge `eba_met:mi141`
Incremental default and migration risk capital charge last measure `eba_met:mi142`
Incurred CVA `eba_met:mi143`
Institution type `eba_met:ei144`
Institution company structure `eba_met:ei145`
Institution or equivalent `eba_met:bi146`
Interest cost (flow) `eba_met:md147`
Internal code of the securitisation `eba_met:si148`
Issuance of equity Instruments other than capital instruments (flow) `eba_met:md149`
Issuance of ordinary shares (flow) `eba_met:md150`
Issuance of preference shares (flow) `eba_met:md151`
Jurisdiction of incorporation `eba_met:ei152`
Exposure value after application of exemptions and CRM `eba_met:mi153`
Exposure value before application of exemptions and CRM `eba_met:mi154`
LE Original exposure `eba_met:mi155`
LE Percentage against capital before application of exemptions and CRM `eba_met:mi156`
Legal final maturity date `eba_met:di157`
LGD `eba_met:pi158`
Limit for grandfathering `eba_met:mi55`
Limit for grandfathering of instruments not constituting State aid `eba_met:mi160`
Losses stemming from lending collateralised `eba_met:mi161`
Losses stemming from lending collateralised - Valued with mortgage lending value `eba_met:mi162`
Maturity value (days) `eba_met:ii163`
Maximum amount of the collateral/guarantee that can be considered `eba_met:mi164`
Maximum single loss due to operational risk (flow) `eba_met:md165`
Mean credit spread `eba_met:mi166`
Name of counterparty `eba_met:si167`
Name of entity `eba_met:si168`
Name of Holding entity `eba_met:si169`
Notional amount `eba_met:mi170`
Notional amount retained or repurchased of credit protection `eba_met:mi171`
Notional amount, Maximum collateral/guarantee that can be considered `eba_met:mi172`
Number of breaches during reporting period `eba_met:ii173`
Number of counterparties `eba_met:ii174`
Number of exposures `eba_met:ii175`
Number of loss events (flow) `eba_met:id176`
Number of obligors `eba_met:ii177`
Number of overshootings `eba_met:ii178`
Observed new defaults for the period (flow) `eba_met:md179`
Original exposure pre conversion factors `eba_met:mi180`
Origination date of the securitisation `eba_met:di181`
Overall effect (adjustment) due to infringement of the due diligence provisions `eba_met:mi182`
Own funds requirement before alleviation due to expected loss, diversification and risk mitigation techniques `eba_met:mi183`
Own funds requirements `eba_met:mi184`
Own funds requirements before securitisation (Kirb) `eba_met:pi185`
Past service cost (flow) `eba_met:md186`
PD assigned to the obligor grade or pool `eba_met:pi187`
Percentage for calculating transitional adjustments `eba_met:pi188`
Percentage of participation of the reporting institution in the securitisation `eba_met:pi189`
Percentage of retention of securitisations at reporting date `eba_met:pi190`
Present value `eba_met:mi191`
Latest available stressed VaR `eba_met:mi192`
Previous day VaR `eba_met:mi193`
Price difference exposure due to unsettled transactions `eba_met:mi194`
Principal amount outstanding `eba_met:mi195`
Prudential consolidation `eba_met:si196`
Purchase of Treasury Shares (flow) `eba_met:md197`
Qualifying amount `eba_met:mi198`
Reclassification of financial instruments from equity to liability (flow) `eba_met:md199`
Reclassification of financial instruments from liability to equity (flow) `eba_met:md200`
Reclassifications other than valuation gains and losses taken to equity, Transferred to profit or loss (flow) `eba_met:md201`
Reclassifications other than valuation gains and losses taken to equity, Transferred to profit or loss, Transferred to initial carrying amount of hedged items (flow) `eba_met:md202`
Recoveries recorded directly to the income statement (flow) `eba_met:md203`
Reduction in RWA due to value adjustments and provisions `eba_met:mi204`
Type of connection with group `eba_met:ei205`
Reporting calculation method `eba_met:ei206`
Reporting level `eba_met:ei207`
Residence `eba_met:ei209`
Reversals (flow) `eba_met:md210`
Risk adjustments and provisions `eba_met:mi211`
Risk weighted exposure amount `eba_met:mi212`
Risk weighted exposure amount after CAP `eba_met:mi213`
Risk weighted exposure amount before CAP `eba_met:mi214`
Role in the securitisation process `eba_met:ei215`
Sale/Cancellation of Treasury Shares (flow) `eba_met:md216`
Scope of data (levels of consolidation code) `eba_met:si217`
Sector `eba_met:ei218`
Sector of the counterparty `eba_met:ei219`
Share of eligible capital `eba_met:pi220`
Share of equity interest `eba_met:pi221`
Share of ownership instruments `eba_met:pi222`
Share of voting rights `eba_met:pi223`
Solvency treatment of the securitisation `eba_met:ei224`
Stressed VAR `eba_met:mi225`
Sum of the five largest losses due to operational risk (flow) `eba_met:md226`
SVaR Multiplication factor `eba_met:pi227`
Threshold applied in data collection - highest `eba_met:mi228`
Threshold applied in data collection - lowest `eba_met:mi229`
Total amount of securitisation exposures originated `eba_met:mi230`
Total amount of underlying securitised exposures of every originator `eba_met:mi231`
Total amount of underlying securitised exposures of every originator at origination date `eba_met:mi232`
Total comprehensive income for the year (flow) `eba_met:md233`
Total loss due to operational risk (flow) `eba_met:md234`
Total risk exposure amount `eba_met:mi235`
Total risk exposure amount contribution to the group `eba_met:mi236`
Total risk exposure amount, Risk weighted exposure amount `eba_met:mi237`
Is a transaction where there is an exposure to underlying assets `eba_met:bi238`
Transferred to initial carrying amount of hedged items (flow) `eba_met:md239`
Transferred to profit or loss (flow) `eba_met:md240`
Transfers among components of Equity (flow) `eba_met:md241`
Transfers between allowances (flow) `eba_met:md242`
Transitional computable amount `eba_met:mi243`
Transitional provisions `eba_met:mi244`
Type of retention applied `eba_met:ei245`
Type of risk transfer `eba_met:ei246`
Type of underlying `eba_met:ei247`
Type of securitisation `eba_met:ei248`
Change in fair value for the period (flow) `eba_met:md249`
Unsettled transactions at settlement price `eba_met:mi250`
Unused amounts reversed during the period (flow) `eba_met:md251`
Valuation gains and losses taken to equity (flow) `eba_met:md252`
Value adjustments and provision associated with the original exposure `eba_met:mi253`
Value adjustments recorded directly to the income statement (flow) `eba_met:md254`
Value used for market risk, gross `eba_met:mi255`
Value used for market risk, net `eba_met:mi256`
Value used for market risk, net, weighted after cap `eba_met:mi257`
Value used for market risk, net, weighted before cap `eba_met:mi258`
Value used for market risk, subject to capital charge `eba_met:mi259`
Value used for market risk, to be deducted from own funds `eba_met:mi260`
VAR `eba_met:mi261`
VaR Multiplication factor `eba_met:pi262`
Alternative LR Exposure Value. Method 2 `eba_met:mi263`
Alternative LR Exposure Value. Method 3 `eba_met:mi264`
Leverage ratio exposure value `eba_met:mi265`
LR Exposure Value. Current replacement cost. Mark-to-Market Method `eba_met:mi266`
Notional amount (same reference name and bought protection from CCP) `eba_met:mi267`
Notional amount (same reference name and counterparty or CCP) `eba_met:mi268`
Notional amount (same reference name) `eba_met:mi269`
Leverage Ratio - Tier 1 fully phased-in definition `eba_met:pi270`
Leverage Ratio - Tier 1 transitional definition `eba_met:pi271`
Carrying amount assuming no netting or other credit risk mitigation `eba_met:mi272`
Alternative LR Exposure Value. Add-on. Mark-to-Market Method. Assuming no netting or CRM `eba_met:mi273`
Alternative LR Exposure Value. Add-on. Mark-to-Market Method. Method 2 `eba_met:mi274`
LR Exposure Value. Add-on. Mark-to-Market Method `eba_met:mi275`
Correlation Trading Portfolio `eba_met:ei276`
Amount due 30 days `eba_met:mi277`
Amount due 30 days net of liquid collateral `eba_met:mi278`
Amount of additional collateral `eba_met:mi279`
Payments due 30 days not reflected in the market value `eba_met:mi280`
Exposure value after application of exemptions and CRM divided by eligible capital `eba_met:pi281`
Exposure value before application of exemptions and CRM divided by eligible capital `eba_met:pi282`
Code of the group to which the connected client belongs `eba_met:si283`
Threshold for holdings in relevant entities where an institution does not have a significant investment `eba_met:mi284`
CRM unfunded credit protection adjusted values (G*) - Outflows `eba_met:mi285`
Cumulative gains and losses due to changes in own credit risk on fair valued liabilities [prudential filter] `eba_met:mi286`
Nominal amount `eba_met:mi287`
LEI code `eba_met:si288`
Entity code `eba_met:si289`
Amount specified for AE purposes `eba_met:mi290`
Asset-specific value `eba_met:mi291`
Asset-specific value. Excess of min coverage required `eba_met:mi292`
Credit rating `eba_met:si293`
Name of credit rating agency `eba_met:si294`
Nominal amount. Excess of min coverage required `eba_met:mi295`
Present value (swap) `eba_met:mi296`
Present value (swap). Excess of min coverage required `eba_met:mi297`
Accumulated impairment, accumulated changes in fair value due to credit risk `eba_met:mi298`
Holding company LEI code `eba_met:si299`
Holding company code `eba_met:si300`
Credit risk adjustments (flow) `eba_met:md301`
Notional amount (same reference name and same or higher maturity) `eba_met:mi302`
LR Exposure Value. Collateralised `eba_met:mi303`
LR Exposure Value. Non collateralised `eba_met:mi304`
Exposure net of value adjustments and provisions. Collateralised `eba_met:mi305`
Exposure net of value adjustments and provisions. Non collateralised `eba_met:mi306`
Mark-to-market (Mark-to-Model) value `eba_met:mi307`
Alternative LR Exposure value. Add-on for SFT `eba_met:mi315`
Risk weighted exposure amount pre SME-supporting factor `eba_met:mi309`
Risk weighted exposure amount after SME-supporting factor `eba_met:mi310`
After transitional provisions (mean of monthly values over a quarter) `eba_met:mi311`
LR Exposure Value (mean of monthly values over a quarter) `eba_met:mi312`
Leverage Ratio - Tier1 fully phased-in definition (mean of monthly values over a quarter) `eba_met:pi313`
Leverage Ratio - Tier1 transitional definition (mean of monthly values over a quarter) `eba_met:pi314`
Type of counterparty `eba_met:ei316`
Percentage of capital ratio `eba_met:pi317`
Group or individual `eba_met:ei319`
LE Exposure value after application of exemptions and CRM `eba_met:mi320`
LE Exposure value after application of exemptions and CRM divided by eligible capital `eba_met:pi321`
Fair value according to regulatory netting `eba_met:mi322`
Value after prudential haircuts `eba_met:mi323`
Amount after applicable outflow rate `eba_met:mi324`
Amount after applicable inflow rate `eba_met:mi325`
Compliance with Art. 129 CRR `eba_met:bi327`
Primary asset class of cover pool `eba_met:ei328`
Identifier of the securitisation `eba_met:si329`
Amount maturing since previous reported position `eba_met:md330`
Amounts to be issued since previous reporting position `eba_met:md331`
Average rate `eba_met:pi332`
Comments required `eba_met:si333`
Percentage of LCR `eba_met:pi334`
Percentage of NSFR `eba_met:pi335`
Surplus/(Deficit) of stable funding `eba_met:mi336`
Surplus/(Deficit) of liquid assets `eba_met:mi337`
Total loss recovery stemming from losses due to operational risk (flow) `eba_met:md338`
Maximum amount of the collateral that can be considered `eba_met:mi339`
Maximum amount of the guarantee that can be considered `eba_met:mi340`
Amount of new funds `eba_met:mi341`
Amount of roll-over of liabilities `eba_met:mi342`
Amount of liabilities maturing `eba_met:mi343`
Average maturity of new funds (days) `eba_met:ii344`
Average maturity of roll-over of liabilities (days) `eba_met:ii345`
Average maturity of liabilities maturing (days) `eba_met:ii346`
Average maturity of liabilities maturing (net of roll-overs) and new funds (days) `eba_met:ii347`
Carrying amount, fair value `eba_met:mi348`
Carrying amount, fair value, nominal value `eba_met:mi349`
Credit quality step `eba_met:ei350`
Currency code `eba_met:ei351`
Fair value, Nominal amount `eba_met:mi352`
Gross amount before applicable inflow rate `eba_met:mi353`
Gross amount before applicable outflow rate `eba_met:mi354`
Net amount before applicable outflow/inflow rate `eba_met:mi355`
Net amount of liabilities maturing (net of roll-overs) and new funds `eba_met:mi356`
Nominal value `eba_met:mi357`
Product type (counterbalancing capacity) `eba_met:ei358`
Product type (funding) `eba_met:ei359`
Value for CB-eligible collateral use `eba_met:mi360`
Weighted average initial maturity (days) `eba_met:ii361`
Weighted average residual maturity (days) `eba_met:ii362`
Average spread (basis points) `eba_met:ii363`
Accounting consolidation code (IFRS Group) `eba_met:ei364`
Accounting consolidation code (CRR Group) `eba_met:ei365`
Exposure class `eba_met:ei366`
Regulatory approach `eba_met:ei367`
Internal credit rating `eba_met:ii368`
Date of most recent rating `eba_met:di369`
Credit conversion factor `eba_met:pi370`
Default rate `eba_met:pd371`
Loss rate `eba_met:pd372`
Haircut `eba_met:pi373`
Name of the model `eba_met:si374`
IRBA Risk parameter `eba_met:si375`
Joint decision `eba_met:bi376`
PD `eba_met:pi377`
Long-run PD `eba_met:pd378`
Cure rate defaulted assets `eba_met:pd379`
Recovery rate not cured foreclosed assets `eba_met:pd380`
Recovery period length not cured foreclosed assets `eba_met:ri381`
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`
Methodology `eba_met:ei386`
Liquidity Horizon `eba_met:ei387`
10 day horizon computation method `eba_met:ei388`
Length of observation period `eba_met:ei389`
Data Weighting `eba_met:ei390`
VaR Multiplication factor. Backtesting add-on `eba_met:ri391`
VaR Multiplication factor. Regulatory add-on `eba_met:ri392`
SVaR Multiplication factor. Regulatory add-on `eba_met:ri393`
Comments required. Data Weighting `eba_met:si394`
Comments required. Length of observation period `eba_met:si395`
Comments required. Liquidity Horizon `eba_met:si396`
Comments required. Methodology `eba_met:si397`
Comments required. SVaR Multiplication factor. Regulatory add-on `eba_met:si398`
Comments required. VaR Multiplication factor. Backtesting add-on `eba_met:si399`
Comments required. VaR Multiplication factor. Regulatory add-on `eba_met:si400`
Daily change in portfolio valuation (flow) (numeric value only) `eba_met:rd401`
Number of modelling factors `eba_met:ei402`
Source of LGDs `eba_met:ei403`
Comments required. Number of modelling factors `eba_met:si404`
Comments required. Source of LGDs `eba_met:si405`
Source of PD `eba_met:ei406`
Source of transition matrices `eba_met:ei407`
Default status `eba_met:ei408`
Internal model identification `eba_met:si409`
Exposure weighted average default rate `eba_met:pd410`
Case weighted average default rate `eba_met:pd411`
Portfolio identification `eba_met:si412`
Market value (numeric value only) `eba_met:ri413`
All price risk capital charge for CTP (numeric value only) `eba_met:ri414`
Incremental default and migration risk capital charge (numeric value only) `eba_met:ri415`
Stressed VAR (numeric value only) `eba_met:ri416`
VAR (numeric value only) `eba_met:ri417`
Liquidity coverage ratio percentage `eba_met:pi418`
Capped notional amount `eba_met:mi419`
Market value `eba_met:mi420`
Daily change in portfolio valuation (flow) `eba_met:md421`
Leverage ratio exposure amount hypothetically exempted `eba_met:mi422`
Amounts deducted with fully phased-in definition `eba_met:mi423`
Amounts deducted including transitional provisions `eba_met:mi424`
Add-on amount for difference between transaction legs `eba_met:mi425`
Add-on amount for floor adjustment `eba_met:mi426`
Value of exempted leg of client-cleared trade exposures `eba_met:mi427`
Current replacement cost `eba_met:mi428`
Amount of eligible cash variation margin offset against derivatives market values `eba_met:mi429`
Potential future exposure value `eba_met:mi430`
Orignal exposure value `eba_met:mi431`
Amount of eligible purchased credit derivatives offset against written credit derivatives `eba_met:mi432`
Liquidity coverage market value `eba_met:mi433`
Liquidity coverage applicable weight `eba_met:pi434`
Liquidity coverage weighted amount `eba_met:mi435`
Liquidity coverage cash value `eba_met:mi436`
Liquidity coverage market value of collateral given `eba_met:mi437`
Liquidity coverage weighted amount of collateral given `eba_met:mi438`
Liquidity coverage market value of collateral received `eba_met:mi439`
Liquidity coverage weighted amount of collateral received `eba_met:mi440`
Amount of reduction for inflows `eba_met:mi441`
Excess liquid assets amount `eba_met:mi442`
Liquidity coverage weighted amount adjusted before cap `eba_met:mi443`
Outflows for adjustment of Liquidity coverage weighted amount `eba_met:mi444`
Inflows for adjustment of Liquidity coverage weighted amount `eba_met:mi445`
Liquidity coverage weighted amount adjusted after cap `eba_met:mi446`
Amount of Pilar 2 requirement `eba_met:mi447`
Alternative leverage ratio exposure value. Add-on amount `eba_met:mi448`
Alternative leverage ratio exposure value. Add-on amount assuming no netting or other credit risk mitigation `eba_met:mi449`
Deficit of total capital as regards the minimum own funds requirements of the Basel I floor `eba_met:mi450`
Weight applied to the countercyclical buffer rate `eba_met:pi452`
Countercyclical capital buffer rate set by the Designated Authority `eba_met:pi453`
Countercyclical capital buffer rate applicable in the country of the institution `eba_met:pi454`
Institution-specific countercyclical capital buffer rate `eba_met:pi455`
Use of 2% treshold `eba_met:bi456`
Accumulated impairment, accumulated changes in fair value due to credit risk, provisions `eba_met:mi457`