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XBRL Model Project

Arc name	definitionArc
Arc role	http://xbrl.org/int/dim/arcrole/all
Link role	http://www.eba.europa.eu/eu/fr/xbrl/ext/BlockDefaultUseOfMetrics

Concept	Order
10% CET1 threshold `eba_met:mi1`
`model:hyp`	0
17.65% CET1 threshold `eba_met:mi2`
`model:hyp`	1
Accounting consolidation `eba_met:si3`
`model:hyp`	2
Accounting standard `eba_met:ei4`
`model:hyp`	3
Accounting treatment of the securitisation `eba_met:ei5`
`model:hyp`	4
Accumulated changes in fair value due to credit risk `eba_met:mi6`
`model:hyp`	5
Accumulated impairment `eba_met:mi7`
`model:hyp`	6
Accumulated write-offs `eba_met:mi8`
`model:hyp`	7
Acquisition cost `eba_met:mi9`
`model:hyp`	8
Actuarial gains and losses (flow) `eba_met:md10`
`model:hyp`	9
Actuarial gains or losses from changes in demographic assumptions (flow) `eba_met:md11`
`model:hyp`	10
Actuarial gains or losses from changes in financial assumptions (flow) `eba_met:md12`
`model:hyp`	11
Additions (flow) `eba_met:md13`
`model:hyp`	12
Additions, including increases in existing provisions (flow) `eba_met:md14`
`model:hyp`	13
Adjusted stressed VaR `eba_met:mi15`
`model:hyp`	14
Adjusted VaR `eba_met:mi16`
`model:hyp`	15
Adjustment to the risk-weighted exposure amount due to maturity mismatches `eba_met:mi17`
`model:hyp`	16
Adjustment to Value used for market risk, net, weighted after cap due to infringement of the due diligence provisions `eba_met:mi18`
`model:hyp`	17
After transitional provisions `eba_met:mi19`
`model:hyp`	18
All changes in Defined benefit obligations (flow) `eba_met:md20`
`model:hyp`	19
All changes in Provisions (flow) `eba_met:md21`
`model:hyp`	20
All price risk capital charge for CTP `eba_met:mi22`
`model:hyp`	21
All price risk capital charge for CTP Floor `eba_met:mi23`
`model:hyp`	22
All price risk charge for CTP 12 weeks average `eba_met:mi24`
`model:hyp`	23
All price risk charge for CTP last measure `eba_met:mi25`
`model:hyp`	24
All Reclassifications (flow) `eba_met:md26`
`model:hyp`	25
Alleviation of own funds requirements due to diversification `eba_met:mi27`
`model:hyp`	26
Alleviation of own funds requirements due to risk mitigation techniques `eba_met:mi28`
`model:hyp`	27
Alleviation of own funds requirements due to the expected loss captured in business practices `eba_met:mi29`
`model:hyp`	28
Amount assigned to direct credit substitutes `eba_met:mi30`
`model:hyp`	29
Amount assigned to eligible liquidity facilities `eba_met:mi31`
`model:hyp`	30
Amount assigned to IRS / CRS `eba_met:mi32`
`model:hyp`	31
Amount assigned to other off-balance sheet items `eba_met:mi33`
`model:hyp`	32
Amount contractually required to pay at maturity `eba_met:mi34`
`model:hyp`	33
Amount of Assets involved in the services provided by the institution `eba_met:mi35`
`model:hyp`	34
Amount of changes in fair value attributable to changes in credit risk (flow) `eba_met:md36`
`model:hyp`	35
Amount of cumulative change in fair values attributable to changes in credit risk `eba_met:mi37`
`model:hyp`	36
Amount of gains (flow) `eba_met:md38`
`model:hyp`	37
Amount of losses (flow) `eba_met:md39`
`model:hyp`	38
Amount that exceeds the limit for grandfathering of instruments not constituting State aid `eba_met:mi40`
`model:hyp`	39
Amount that exceeds the limits for grandfathering `eba_met:mi41`
`model:hyp`	40
Amount used for LGD adjustment `eba_met:mi42`
`model:hyp`	41
Amounts derecognised for capital purposes `eba_met:mi43`
`model:hyp`	42
Amounts exempted from the LE regime `eba_met:mi44`
`model:hyp`	43
Amounts not recognised as an asset, due to limits of paragraph 58 (b) `eba_met:mi45`
`model:hyp`	44
Amounts used (flow) `eba_met:md46`
`model:hyp`	45
Applicable limit for institutions `eba_met:mi47`
`model:hyp`	46
Applicable percentage limit for institutions `eba_met:pi48`
`model:hyp`	47
Applicable limit for non institutions `eba_met:mi49`
`model:hyp`	48
Approach used for the securitised exposures `eba_met:ei50`
`model:hyp`	49
ASA modified nominal amount `eba_met:mi51`
`model:hyp`	50
Assumed charge for CTP floor - weighted positions after cap `eba_met:mi52`
`model:hyp`	51
Average incremental default and migration risk capital charge `eba_met:mi63`
`model:hyp`	52
Average risk weight `eba_met:pi54`
`model:hyp`	53
Amount of accumulated impairment `eba_met:mi159`
`model:hyp`	54
Base amount for calculating the limit `eba_met:mi56`
`model:hyp`	55
Base for calculating the limit for grandfathering of instruments not constituting State aid `eba_met:mi57`
`model:hyp`	56
Amount fully phased-in definition `eba_met:mi58`
`model:hyp`	57
Benefits paid (flow) `eba_met:md59`
`model:hyp`	58
Business combinations or divestitures (flow) `eba_met:md60`
`model:hyp`	59
Capital buffer `eba_met:pi61`
`model:hyp`	60
Capital Reduction (flow) `eba_met:md62`
`model:hyp`	61
Carrying amount `eba_met:mi53`
`model:hyp`	62
Carrying amount (flow) `eba_met:md64`
`model:hyp`	63
Carrying amount [before restatement] `eba_met:mi65`
`model:hyp`	64
Carrying amount of Collateral obtained `eba_met:mi66`
`model:hyp`	65
Carrying amount of Collateral obtained during the period (flow) `eba_met:md67`
`model:hyp`	66
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`
`model:hyp`	67
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 translation, Benefits paid, Business combinations or divestiture (flow) `eba_met:md69`
`model:hyp`	68
Changes in Equity from business combinations (flow) `eba_met:md70`
`model:hyp`	69
Changes in Equity from share based payments (flow) `eba_met:md71`
`model:hyp`	70
Changes in equity other than those explicitly reported (flow) `eba_met:md72`
`model:hyp`	71
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`
`model:hyp`	72
Code of the originator of the securitisation `eba_met:si74`
`model:hyp`	73
Compliance with the retention requirement `eba_met:bi75`
`model:hyp`	74
Computable amount `eba_met:mi76`
`model:hyp`	75
Computable amount - Individual basis `eba_met:mi77`
`model:hyp`	76
Computable amount, gross `eba_met:mi78`
`model:hyp`	77
Computable amount, net `eba_met:mi79`
`model:hyp`	78
Computable amount, offsetting position `eba_met:mi80`
`model:hyp`	79
Amount including transitional provisions `eba_met:mi81`
`model:hyp`	80
Computable amount, Total `eba_met:mi82`
`model:hyp`	81
Contributions paid by plan participants (flow) `eba_met:md83`
`model:hyp`	82
Conversion factor applied to revolving securitisation `eba_met:pi84`
`model:hyp`	83
Conversion of debt to equity (flow) `eba_met:md85`
`model:hyp`	84
Country of origin of the ultimate underlying of the transaction `eba_met:ei86`
`model:hyp`	85
CRM substitution effects Inflows including value adjustments and provisions `eba_met:mi87`
`model:hyp`	86
CRM substitution effects Inflows, net of value adjustments and provisions `eba_met:mi88`
`model:hyp`	87
CRM substitution effects Outflows including value adjustments and provisions `eba_met:mi89`
`model:hyp`	88
CRM Financial collateral: adjusted value (Cvam) `eba_met:mi90`
`model:hyp`	89
CRM Funded credit protection (Cva) `eba_met:mi91`
`model:hyp`	90
CRM substitution effects - Funded credit protection `eba_met:mi92`
`model:hyp`	91
CRM substitution effects - Unfunded credit protection: adjusted values (GA) `eba_met:mi93`
`model:hyp`	92
CRM substitution effects - Value of Credit derivatives `eba_met:mi94`
`model:hyp`	93
CRM substitution effects - Value of Financial collateral: simple method `eba_met:mi95`
`model:hyp`	94
CRM substitution effects - Value of Guarantees `eba_met:mi96`
`model:hyp`	95
CRM substitution effects - Value of Other funded credit protection `eba_met:mi97`
`model:hyp`	96
CRM substitution effects Inflows, including value adjustments and provisions `eba_met:mi98`
`model:hyp`	97
CRM substitution effects Outflows, including value adjustments and provisions `eba_met:mi99`
`model:hyp`	98
CRM substitution effects Outflows, net of value adjustments and provisions `eba_met:mi100`
`model:hyp`	99
CRM Volatility adjustment to the exposure `eba_met:mi101`
`model:hyp`	100
CRM Volatility and maturity adjustments `eba_met:mi102`
`model:hyp`	101
Current period (flow) `eba_met:md103`
`model:hyp`	102
Current service cost (flow) `eba_met:md104`
`model:hyp`	103
Decreases in allowances due to amounts reversed for estimated loan losses during the period (flow) `eba_met:md105`
`model:hyp`	104
Decreases due to amounts taken against allowances (flow) `eba_met:md106`
`model:hyp`	105
Derivative treatment `eba_met:ei107`
`model:hyp`	106
Dividends (flow) `eba_met:md108`
`model:hyp`	107
Effects of changes in accounting policies `eba_met:mi109`
`model:hyp`	108
Effects of corrections of errors `eba_met:mi110`
`model:hyp`	109
ELGD `eba_met:pi111`
`model:hyp`	110
Eligible amount without transitional provisions `eba_met:mi112`
`model:hyp`	111
Entry date `eba_met:di113`
`model:hyp`	112
Exercise/Expiration of equity Instruments other than capital Instruments (flow) `eba_met:md114`
`model:hyp`	113
Expected loss amount `eba_met:mi115`
`model:hyp`	114
Exposure after CRM substitution effects pre conversion factors, including value adjustments and provisions `eba_met:mi116`
`model:hyp`	115
Exposure after CRM substitution effects pre conversion factors, net of value adjustments and provisions `eba_met:mi117`
`model:hyp`	116
Exposure net of value adjustments and provisions `eba_met:mi118`
`model:hyp`	117
Exposure value `eba_met:mi119`
`model:hyp`	118
Exposure value - all exposures `eba_met:mi120`
`model:hyp`	119
Exposure Value deducted from own funds `eba_met:mi121`
`model:hyp`	120
Exposure value, including value adjustments and provisions `eba_met:mi122`
`model:hyp`	121
Exposure value, including value adjustments and provisions, deducted from own funds `eba_met:mi123`
`model:hyp`	122
Exposure value, including value adjustments and provisions, subject to risk weights `eba_met:mi124`
`model:hyp`	123
Exposure value, net of value adjustments and provisions `eba_met:mi125`
`model:hyp`	124
Exposure value, net of value adjustments and provisions, deducted from own funds `eba_met:mi126`
`model:hyp`	125
Exposure value, net of value adjustments and provisions, subject to risk weights `eba_met:mi127`
`model:hyp`	126
Exposure weighted average LGD `eba_met:pi128`
`model:hyp`	127
Fair value `eba_met:mi129`
`model:hyp`	128
First foreseeable termination date `eba_met:di130`
`model:hyp`	129
Foreign currency translation (flow) `eba_met:md131`
`model:hyp`	130
Fully adjusted exposure value (E*), net of value adjustments and provisions `eba_met:mi132`
`model:hyp`	131
Fully adjusted exposure value E* including value adjustments and provisions `eba_met:mi133`
`model:hyp`	132
Goodwill included in carrying amount `eba_met:mi134`
`model:hyp`	133
Accumulated change in fair value before taxes `eba_met:mi135`
`model:hyp`	134
Gross carrying amount `eba_met:mi136`
`model:hyp`	135
Is a group `eba_met:bi137`
`model:hyp`	136
Group structure `eba_met:ei138`
`model:hyp`	137
Increase in the discounted amount and effect of any change in the discount rate (flow) `eba_met:md139`
`model:hyp`	138
Increases in allowances due to amounts set aside for estimated loan losses during the period (flow) `eba_met:md140`
`model:hyp`	139
Incremental default and migration risk capital charge `eba_met:mi141`
`model:hyp`	140
Incremental default and migration risk capital charge last measure `eba_met:mi142`
`model:hyp`	141
Incurred CVA `eba_met:mi143`
`model:hyp`	142
Institution type `eba_met:ei144`
`model:hyp`	143
Institution company structure `eba_met:ei145`
`model:hyp`	144
Institution or equivalent `eba_met:bi146`
`model:hyp`	145
Interest cost (flow) `eba_met:md147`
`model:hyp`	146
Internal code of the securitisation `eba_met:si148`
`model:hyp`	147
Issuance of equity Instruments other than capital instruments (flow) `eba_met:md149`
`model:hyp`	148
Issuance of ordinary shares (flow) `eba_met:md150`
`model:hyp`	149
Issuance of preference shares (flow) `eba_met:md151`
`model:hyp`	150
Jurisdiction of incorporation `eba_met:ei152`
`model:hyp`	151
Exposure value after application of exemptions and CRM `eba_met:mi153`
`model:hyp`	152
Exposure value before application of exemptions and CRM `eba_met:mi154`
`model:hyp`	153
LE Original exposure `eba_met:mi155`
`model:hyp`	154
LE Percentage against capital before application of exemptions and CRM `eba_met:mi156`
`model:hyp`	155
Legal final maturity date `eba_met:di157`
`model:hyp`	156
LGD `eba_met:pi158`
`model:hyp`	157
Limit for grandfathering `eba_met:mi55`
`model:hyp`	158
Limit for grandfathering of instruments not constituting State aid `eba_met:mi160`
`model:hyp`	159
Losses stemming from lending collateralised `eba_met:mi161`
`model:hyp`	160
Losses stemming from lending collateralised - Valued with mortgage lending value `eba_met:mi162`
`model:hyp`	161
Maturity value (days) `eba_met:ii163`
`model:hyp`	162
Maximum amount of the collateral/guarantee that can be considered `eba_met:mi164`
`model:hyp`	163
Maximum single loss (flow) `eba_met:md165`
`model:hyp`	164
Mean credit spread `eba_met:mi166`
`model:hyp`	165
Name of counterparty `eba_met:si167`
`model:hyp`	166
Name of entity `eba_met:si168`
`model:hyp`	167
Name of Holding entity `eba_met:si169`
`model:hyp`	168
Notional amount `eba_met:mi170`
`model:hyp`	169
Notional amount retained or repurchased of credit protection `eba_met:mi171`
`model:hyp`	170
Nominal amount, Maximum collateral/guarantee that can be considered `eba_met:mi172`
`model:hyp`	171
Number of breaches during reporting period `eba_met:ii173`
`model:hyp`	172
Number of counterparties `eba_met:ii174`
`model:hyp`	173
Number of exposures `eba_met:ii175`
`model:hyp`	174
Number of loss events (flow) `eba_met:id176`
`model:hyp`	175
Number of obligors `eba_met:ii177`
`model:hyp`	176
Number of overshootings `eba_met:ii178`
`model:hyp`	177
Observed new defaults for the period (flow) `eba_met:md179`
`model:hyp`	178
Original exposure pre conversion factors `eba_met:mi180`
`model:hyp`	179
Origination date of the securitisation `eba_met:di181`
`model:hyp`	180
Overall effect (adjustment) due to infringement of the due diligence provisions `eba_met:mi182`
`model:hyp`	181
Own funds requirement before alleviation due to expected loss, diversification and risk mitigation techniques `eba_met:mi183`
`model:hyp`	182
Own funds requirements `eba_met:mi184`
`model:hyp`	183
Own funds requirements before securitisation (Kirb) `eba_met:pi185`
`model:hyp`	184
Past service cost (flow) `eba_met:md186`
`model:hyp`	185
PD assigned to the obligor grade or pool `eba_met:pi187`
`model:hyp`	186
Percentage for calculating transitional adjustments `eba_met:pi188`
`model:hyp`	187
Percentage of participation of the reporting institution in the securitisation `eba_met:pi189`
`model:hyp`	188
Percentage of retention of securitisations at reporting date `eba_met:pi190`
`model:hyp`	189
Present value `eba_met:mi191`
`model:hyp`	190
Latest available stressed VaR `eba_met:mi192`
`model:hyp`	191
Previous day VaR `eba_met:mi193`
`model:hyp`	192
Price difference exposure due to unsettled transactions `eba_met:mi194`
`model:hyp`	193
Principal amount outstanding `eba_met:mi195`
`model:hyp`	194
Prudential consolidation `eba_met:si196`
`model:hyp`	195
Purchase of Treasury Shares (flow) `eba_met:md197`
`model:hyp`	196
Qualifying amount `eba_met:mi198`
`model:hyp`	197
Reclassification of financial instruments from equity to liability (flow) `eba_met:md199`
`model:hyp`	198
Reclassification of financial instruments from liability to equity (flow) `eba_met:md200`
`model:hyp`	199
Reclassifications other than valuation gains and losses taken to equity, Transferred to profit or loss (flow) `eba_met:md201`
`model:hyp`	200
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`
`model:hyp`	201
Recoveries recorded directly to the statement of profit or loss(flow) `eba_met:md203`
`model:hyp`	202
Reduction in RWA due to value adjustments and provisions `eba_met:mi204`
`model:hyp`	203
Type of connection with group `eba_met:ei205`
`model:hyp`	204
Reporting calculation method `eba_met:ei206`
`model:hyp`	205
Reporting level `eba_met:ei207`
`model:hyp`	206
Residence `eba_met:ei209`
`model:hyp`	207
Reversals (flow) `eba_met:md210`
`model:hyp`	208
Risk adjustments and provisions `eba_met:mi211`
`model:hyp`	209
Risk weighted exposure amount `eba_met:mi212`
`model:hyp`	210
Risk weighted exposure amount after CAP `eba_met:mi213`
`model:hyp`	211
Risk weighted exposure amount before CAP `eba_met:mi214`
`model:hyp`	212
Role in the securitisation process `eba_met:ei215`
`model:hyp`	213
Sale/Cancellation of Treasury Shares (flow) `eba_met:md216`
`model:hyp`	214
Scope of data (levels of consolidation code) `eba_met:si217`
`model:hyp`	215
Sector `eba_met:ei218`
`model:hyp`	216
Sector of the counterparty `eba_met:ei219`
`model:hyp`	217
Share of eligible capital `eba_met:pi220`
`model:hyp`	218
Share of equity interest `eba_met:pi221`
`model:hyp`	219
Share of ownership instruments `eba_met:pi222`
`model:hyp`	220
Share of voting rights `eba_met:pi223`
`model:hyp`	221
Solvency treatment of the securitisation `eba_met:ei224`
`model:hyp`	222
Stressed VAR `eba_met:mi225`
`model:hyp`	223
Sum of the five largest losses (flow) `eba_met:md226`
`model:hyp`	224
SVaR Multiplication factor (percentage) `eba_met:pi227`
`model:hyp`	225
Threshold applied in data collection - highest `eba_met:mi228`
`model:hyp`	226
Threshold applied in data collection - lowest `eba_met:mi229`
`model:hyp`	227
Total amount of securitisation exposures originated `eba_met:mi230`
`model:hyp`	228
Total amount of underlying securitised exposures of every originator `eba_met:mi231`
`model:hyp`	229
Total amount of underlying securitised exposures of every originator at origination date `eba_met:mi232`
`model:hyp`	230
Total comprehensive income for the year (flow) `eba_met:md233`
`model:hyp`	231
Gross loss amount (flow) `eba_met:md234`
`model:hyp`	232
Total risk exposure amount `eba_met:mi235`
`model:hyp`	233
Total risk exposure amount contribution to the group `eba_met:mi236`
`model:hyp`	234
Total risk exposure amount, Risk weighted exposure amount `eba_met:mi237`
`model:hyp`	235
Is a transaction where there is an exposure to underlying assets `eba_met:bi238`
`model:hyp`	236
Transferred to initial carrying amount of hedged items (flow) `eba_met:md239`
`model:hyp`	237
Transferred to profit or loss (flow) `eba_met:md240`
`model:hyp`	238
Transfers among components of Equity (flow) `eba_met:md241`
`model:hyp`	239
Transfers between allowances (flow) `eba_met:md242`
`model:hyp`	240
Transitional computable amount `eba_met:mi243`
`model:hyp`	241
Transitional provisions `eba_met:mi244`
`model:hyp`	242
Type of retention applied `eba_met:ei245`
`model:hyp`	243
Type of risk transfer `eba_met:ei246`
`model:hyp`	244
Type of underlying `eba_met:ei247`
`model:hyp`	245
Type of securitisation `eba_met:ei248`
`model:hyp`	246
Change in fair value for the period (flow) `eba_met:md249`
`model:hyp`	247
Unsettled transactions at settlement price `eba_met:mi250`
`model:hyp`	248
Unused amounts reversed during the period (flow) `eba_met:md251`
`model:hyp`	249
Valuation gains and losses taken to equity (flow) `eba_met:md252`
`model:hyp`	250
Value adjustments and provision associated with the original exposure `eba_met:mi253`
`model:hyp`	251
Value adjustments recorded directly to the income statement (flow) `eba_met:md254`
`model:hyp`	252
Value used for market risk, gross `eba_met:mi255`
`model:hyp`	253
Value used for market risk, net `eba_met:mi256`
`model:hyp`	254
Value used for market risk, net, weighted after cap `eba_met:mi257`
`model:hyp`	255
Value used for market risk, net, weighted before cap `eba_met:mi258`
`model:hyp`	256
Value used for market risk, subject to capital charge `eba_met:mi259`
`model:hyp`	257
Value used for market risk, to be deducted from own funds `eba_met:mi260`
`model:hyp`	258
VAR `eba_met:mi261`
`model:hyp`	259
VaR Multiplication factor (percentage) `eba_met:pi262`
`model:hyp`	260
Alternative LR Exposure Value. Method 2 `eba_met:mi263`
`model:hyp`	261
Alternative LR Exposure Value. Method 3 `eba_met:mi264`
`model:hyp`	262
Leverage ratio exposure value `eba_met:mi265`
`model:hyp`	263
LR Exposure Value. Current replacement cost. Mark-to-Market Method `eba_met:mi266`
`model:hyp`	264
Notional amount (same reference name and bought protection from CCP) `eba_met:mi267`
`model:hyp`	265
Notional amount (same reference name and counterparty or CCP) `eba_met:mi268`
`model:hyp`	266
Notional amount (same reference name) `eba_met:mi269`
`model:hyp`	267
Leverage Ratio - Tier 1 fully phased-in definition `eba_met:pi270`
`model:hyp`	268
Leverage Ratio - Tier 1 transitional definition `eba_met:pi271`
`model:hyp`	269
Carrying amount assuming no netting or other credit risk mitigation `eba_met:mi272`
`model:hyp`	270
Alternative LR Exposure Value. Add-on. Mark-to-Market Method. Assuming no netting or CRM `eba_met:mi273`
`model:hyp`	271
Alternative LR Exposure Value. Add-on. Mark-to-Market Method. Method 2 `eba_met:mi274`
`model:hyp`	272
LR Exposure Value. Add-on. Mark-to-Market Method `eba_met:mi275`
`model:hyp`	273
Correlation Trading Portfolio `eba_met:ei276`
`model:hyp`	274
Amount due 30 days `eba_met:mi277`
`model:hyp`	275
Amount due 30 days net of liquid collateral `eba_met:mi278`
`model:hyp`	276
Amount of additional collateral `eba_met:mi279`
`model:hyp`	277
Payments due 30 days not reflected in the market value `eba_met:mi280`
`model:hyp`	278
Exposure value after application of exemptions and CRM divided by eligible capital `eba_met:pi281`
`model:hyp`	279
Exposure value before application of exemptions and CRM divided by eligible capital `eba_met:pi282`
`model:hyp`	280
Code of the group to which the connected client belongs `eba_met:si283`
`model:hyp`	281
Threshold for holdings in relevant entities where an institution does not have a significant investment `eba_met:mi284`
`model:hyp`	282
CRM unfunded credit protection adjusted values (G*) - Outflows `eba_met:mi285`
`model:hyp`	283
Cumulative gains and losses due to changes in own credit risk on fair valued liabilities [prudential filter] `eba_met:mi286`
`model:hyp`	284
Nominal amount `eba_met:mi287`
`model:hyp`	285
LEI code `eba_met:si288`
`model:hyp`	286
Entity code `eba_met:si289`
`model:hyp`	287
Amount specified for AE purposes `eba_met:mi290`
`model:hyp`	288
Asset-specific value `eba_met:mi291`
`model:hyp`	289
Asset-specific value. Excess of min coverage required `eba_met:mi292`
`model:hyp`	290
Credit rating `eba_met:si293`
`model:hyp`	291
Name of credit rating agency `eba_met:si294`
`model:hyp`	292
Nominal amount. Excess of min coverage required `eba_met:mi295`
`model:hyp`	293
Present value (swap) `eba_met:mi296`
`model:hyp`	294
Present value (swap). Excess of min coverage required `eba_met:mi297`
`model:hyp`	295
Accumulated impairment, accumulated changes in fair value due to credit risk `eba_met:mi298`
`model:hyp`	296
Holding company LEI code `eba_met:si299`
`model:hyp`	297
Holding company code `eba_met:si300`
`model:hyp`	298
Credit risk adjustments (flow) `eba_met:md301`
`model:hyp`	299
Notional amount (same reference name and same or higher maturity) `eba_met:mi302`
`model:hyp`	300
LR Exposure Value. Collateralised `eba_met:mi303`
`model:hyp`	301
LR Exposure Value. Non collateralised `eba_met:mi304`
`model:hyp`	302
Exposure net of value adjustments and provisions. Collateralised `eba_met:mi305`
`model:hyp`	303
Exposure net of value adjustments and provisions. Non collateralised `eba_met:mi306`
`model:hyp`	304
Mark-to-market (Mark-to-Model) value `eba_met:mi307`
`model:hyp`	305
Alternative LR Exposure value. Add-on for SFT `eba_met:mi315`
`model:hyp`	306
Risk weighted exposure amount pre SME-supporting factor `eba_met:mi309`
`model:hyp`	307
Risk weighted exposure amount after SME-supporting factor `eba_met:mi310`
`model:hyp`	308
After transitional provisions (mean of monthly values over a quarter) `eba_met:mi311`
`model:hyp`	309
LR Exposure Value (mean of monthly values over a quarter) `eba_met:mi312`
`model:hyp`	310
Leverage Ratio - Tier1 fully phased-in definition `eba_met:pi313`
`model:hyp`	311
Leverage Ratio - Tier1 transitional definition (mean of monthly values over a quarter) `eba_met:pi314`
`model:hyp`	312
Type of counterparty `eba_met:ei316`
`model:hyp`	313
Percentage of capital ratio `eba_met:pi317`
`model:hyp`	314
Group or individual `eba_met:ei319`
`model:hyp`	315
LE Exposure value after application of exemptions and CRM `eba_met:mi320`
`model:hyp`	316
LE Exposure value after application of exemptions and CRM divided by eligible capital `eba_met:pi321`
`model:hyp`	317
Fair value according to regulatory netting `eba_met:mi322`
`model:hyp`	318
Value after prudential haircuts `eba_met:mi323`
`model:hyp`	319
Amount after applicable outflow rate `eba_met:mi324`
`model:hyp`	320
Amount after applicable inflow rate `eba_met:mi325`
`model:hyp`	321
Compliance with Art. 129 CRR `eba_met:bi327`
`model:hyp`	322
Primary asset class of cover pool `eba_met:ei328`
`model:hyp`	323
Identifier of the securitisation `eba_met:si329`
`model:hyp`	324
Amount maturing since previous reported position `eba_met:md330`
`model:hyp`	325
Amounts to be issued since previous reporting position `eba_met:md331`
`model:hyp`	326
Average rate `eba_met:pi332`
`model:hyp`	327
Comments required `eba_met:si333`
`model:hyp`	328
Percentage of LCR `eba_met:pi334`
`model:hyp`	329
Percentage of NSFR `eba_met:pi335`
`model:hyp`	330
Surplus/(Deficit) of stable funding `eba_met:mi336`
`model:hyp`	331
Surplus/(Deficit) of liquid assets `eba_met:mi337`
`model:hyp`	332
Amount of loss recovery (flow) `eba_met:md338`
`model:hyp`	333
Maximum amount of the collateral that can be considered `eba_met:mi339`
`model:hyp`	334
Maximum amount of the guarantee that can be considered `eba_met:mi340`
`model:hyp`	335
Amount of new funds `eba_met:mi341`
`model:hyp`	336
Amount of roll-over of liabilities `eba_met:mi342`
`model:hyp`	337
Amount of liabilities maturing `eba_met:mi343`
`model:hyp`	338
Average maturity of new funds (days) `eba_met:ii344`
`model:hyp`	339
Average maturity of roll-over of liabilities (days) `eba_met:ii345`
`model:hyp`	340
Average maturity of liabilities maturing (days) `eba_met:ii346`
`model:hyp`	341
Average maturity of liabilities maturing (net of roll-overs) and new funds (days) `eba_met:ii347`
`model:hyp`	342
Carrying amount, fair value `eba_met:mi348`
`model:hyp`	343
Carrying amount, fair value, nominal value `eba_met:mi349`
`model:hyp`	344
Credit quality step `eba_met:ei350`
`model:hyp`	345
Currency code `eba_met:ei351`
`model:hyp`	346
Fair value, Nominal amount `eba_met:mi352`
`model:hyp`	347
Gross amount before applicable inflow rate `eba_met:mi353`
`model:hyp`	348
Gross amount before applicable outflow rate `eba_met:mi354`
`model:hyp`	349
Net amount before applicable outflow/inflow rate `eba_met:mi355`
`model:hyp`	350
Net amount of roll-overs plus new funds minus liabilities maturing `eba_met:mi356`
`model:hyp`	351
Nominal value `eba_met:mi357`
`model:hyp`	352
Product type (counterbalancing capacity) `eba_met:ei358`
`model:hyp`	353
Product type (funding) `eba_met:ei359`
`model:hyp`	354
Value for CB-eligible collateral use `eba_met:mi360`
`model:hyp`	355
Weighted average original maturity (days) `eba_met:ii361`
`model:hyp`	356
Weighted average residual maturity (days) `eba_met:ii362`
`model:hyp`	357
Average spread (basis points) `eba_met:ii363`
`model:hyp`	358
Accounting consolidation code (IFRS Group) `eba_met:ei364`
`model:hyp`	359
Accounting consolidation code (CRR Group) `eba_met:ei365`
`model:hyp`	360
Exposure class `eba_met:ei366`
`model:hyp`	361
Regulatory approach `eba_met:ei367`
`model:hyp`	362
Internal credit rating `eba_met:ii368`
`model:hyp`	363
Date of most recent rating `eba_met:di369`
`model:hyp`	364
Credit conversion factor `eba_met:pi370`
`model:hyp`	365
Default rate `eba_met:pd371`
`model:hyp`	366
Loss rate `eba_met:pd372`
`model:hyp`	367
Haircut `eba_met:pi373`
`model:hyp`	368
Name of the model `eba_met:si374`
`model:hyp`	369
IRBA Risk parameter `eba_met:si375`
`model:hyp`	370
Joint decision `eba_met:bi376`
`model:hyp`	371
PD `eba_met:pi377`
`model:hyp`	372
Long-run PD `eba_met:pd378`
`model:hyp`	373
Cure rate defaulted assets `eba_met:pd379`
`model:hyp`	374
Recovery rate not cured foreclosed assets `eba_met:pd380`
`model:hyp`	375
Recovery period length not cured foreclosed assets `eba_met:ri381`
`model:hyp`	376
VaR + SVaR model applicable `eba_met:bi382`
`model:hyp`	377
IRC Model applicable `eba_met:bi383`
`model:hyp`	378
CT model applicable `eba_met:bi384`
`model:hyp`	379
Rationale for exclusion `eba_met:ei385`
`model:hyp`	380
Methodology `eba_met:ei386`
`model:hyp`	381
Liquidity Horizon `eba_met:ei387`
`model:hyp`	382
10 day horizon computation method `eba_met:ei388`
`model:hyp`	383
Length of observation period `eba_met:ei389`
`model:hyp`	384
Data Weighting `eba_met:ei390`
`model:hyp`	385
VaR Multiplication factor. Backtesting add-on `eba_met:ri391`
`model:hyp`	386
VaR Multiplication factor. Regulatory add-on `eba_met:ri392`
`model:hyp`	387
SVaR Multiplication factor. Regulatory add-on `eba_met:ri393`
`model:hyp`	388
Comments required. Data Weighting `eba_met:si394`
`model:hyp`	389
Comments required. Length of observation period `eba_met:si395`
`model:hyp`	390
Comments required. Liquidity Horizon `eba_met:si396`
`model:hyp`	391
Comments required. Methodology `eba_met:si397`
`model:hyp`	392
Comments required. SVaR Multiplication factor. Regulatory add-on `eba_met:si398`
`model:hyp`	393
Comments required. VaR Multiplication factor. Backtesting add-on `eba_met:si399`
`model:hyp`	394
Comments required. VaR Multiplication factor. Regulatory add-on `eba_met:si400`
`model:hyp`	395
Daily change in portfolio valuation (flow) (numeric value only) `eba_met:rd401`
`model:hyp`	396
Number of modelling factors `eba_met:ei402`
`model:hyp`	397
Source of LGDs `eba_met:ei403`
`model:hyp`	398
Comments required. Number of modelling factors `eba_met:si404`
`model:hyp`	399
Comments required. Source of LGDs `eba_met:si405`
`model:hyp`	400
Source of PD `eba_met:ei406`
`model:hyp`	401
Source of transition matrices `eba_met:ei407`
`model:hyp`	402
Default status `eba_met:ei408`
`model:hyp`	403
Internal model identification `eba_met:si409`
`model:hyp`	404
Exposure weighted average default rate `eba_met:pd410`
`model:hyp`	405
Case weighted average default rate `eba_met:pd411`
`model:hyp`	406
Portfolio identification `eba_met:si412`
`model:hyp`	407
Market value (numeric value only) `eba_met:ri413`
`model:hyp`	408
All price risk capital charge for CTP (numeric value only) `eba_met:ri414`
`model:hyp`	409
Incremental default and migration risk capital charge (numeric value only) `eba_met:ri415`
`model:hyp`	410
Stressed VAR (numeric value only) `eba_met:ri416`
`model:hyp`	411
VAR (numeric value only) `eba_met:ri417`
`model:hyp`	412
Liquidity coverage ratio percentage `eba_met:pi418`
`model:hyp`	413
Capped notional amount `eba_met:mi419`
`model:hyp`	414
Market value `eba_met:mi420`
`model:hyp`	415
Daily change in portfolio valuation (flow) `eba_met:md421`
`model:hyp`	416
Leverage ratio exposure amount hypothetically exempted `eba_met:mi422`
`model:hyp`	417
Amounts deducted with fully phased-in definition `eba_met:mi423`
`model:hyp`	418
Amounts deducted including transitional provisions `eba_met:mi424`
`model:hyp`	419
Add-on amount for difference between transaction legs `eba_met:mi425`
`model:hyp`	420
Add-on amount for floor adjustment `eba_met:mi426`
`model:hyp`	421
Value of exempted leg of client-cleared trade exposures `eba_met:mi427`
`model:hyp`	422
Current replacement cost `eba_met:mi428`
`model:hyp`	423
Amount of eligible cash variation margin offset against derivatives market values `eba_met:mi429`
`model:hyp`	424
Potential future exposure value `eba_met:mi430`
`model:hyp`	425
Original exposure value `eba_met:mi431`
`model:hyp`	426
Amount of eligible purchased credit derivatives offset against written credit derivatives `eba_met:mi432`
`model:hyp`	427
Liquidity coverage market value `eba_met:mi433`
`model:hyp`	428
Liquidity coverage applicable weight `eba_met:pi434`
`model:hyp`	429
Liquidity coverage weighted amount `eba_met:mi435`
`model:hyp`	430
Liquidity coverage cash value `eba_met:mi436`
`model:hyp`	431
Liquidity coverage market value of collateral given `eba_met:mi437`
`model:hyp`	432
Liquidity coverage weighted amount of collateral given `eba_met:mi438`
`model:hyp`	433
Liquidity coverage market value of collateral received `eba_met:mi439`
`model:hyp`	434
Liquidity coverage weighted amount of collateral received `eba_met:mi440`
`model:hyp`	435
Amount of reduction for inflows `eba_met:mi441`
`model:hyp`	436
Excess liquid assets amount `eba_met:mi442`
`model:hyp`	437
Liquidity coverage weighted amount adjusted before cap `eba_met:mi443`
`model:hyp`	438
Outflows for adjustment of Liquidity coverage weighted amount `eba_met:mi444`
`model:hyp`	439
Inflows for adjustment of Liquidity coverage weighted amount `eba_met:mi445`
`model:hyp`	440
Liquidity coverage weighted amount adjusted after cap `eba_met:mi446`
`model:hyp`	441
Amount of Pilar 2 requirement `eba_met:mi447`
`model:hyp`	442
Alternative leverage ratio exposure value. Add-on amount `eba_met:mi448`
`model:hyp`	443
Alternative leverage ratio exposure value. Add-on amount assuming no netting or other credit risk mitigation `eba_met:mi449`
`model:hyp`	444
Deficit of total capital as regards the minimum own funds requirements of the Basel I floor `eba_met:mi450`
`model:hyp`	445
Weight applied to the countercyclical buffer rate `eba_met:pi452`
`model:hyp`	446
Countercyclical capital buffer rate set by the Designated Authority `eba_met:pi453`
`model:hyp`	447
Countercyclical capital buffer rate applicable in the country of the institution `eba_met:pi454`
`model:hyp`	448
Institution-specific countercyclical capital buffer rate `eba_met:pi455`
`model:hyp`	449
Use of 2% threshold `eba_met:bi456`
`model:hyp`	450
Accumulated impairment, accumulated changes in fair value due to credit risk, provisions `eba_met:mi457`
`model:hyp`	451
Accumulated impairment, accumulated negative changes in fair value due to credit risk `eba_met:mi503`
`model:hyp`	452
Accumulated negative changes in fair value due to credit risk `eba_met:mi504`
`model:hyp`	453
Accumulated negative value adjustments. Market risk induced `eba_met:mi505`
`model:hyp`	454
Accumulated negative value adjustments. Credit risk induced `eba_met:mi506`
`model:hyp`	455
Accumulated write-offs. Partial `eba_met:mi507`
`model:hyp`	456
Accumulated write-offs. Total `eba_met:mi508`
`model:hyp`	457
Increases in allowances due to origination and acquisition `eba_met:md509`
`model:hyp`	458
Decreases in allowances due to derecognition `eba_met:md510`
`model:hyp`	459
Changes in allowances due to change in credit risk (net) `eba_met:md511`
`model:hyp`	460
Changes in allowances due to modifications without derecognition `eba_met:md512`
`model:hyp`	461
Changes in allowances due to update in methodology for estimation (net) `eba_met:md513`
`model:hyp`	462
Decrease in allowances due to write-offs `eba_met:md514`
`model:hyp`	463
Other adjustments in allowances `eba_met:md515`
`model:hyp`	464
Amounts written-off directly to the statement of profit or loss `eba_met:md516`
`model:hyp`	465
Adjustments to carrying amount `eba_met:mi502`
`model:hyp`	466
Positive fair value `eba_met:mi500`
`model:hyp`	467
Negative fair value `eba_met:mi501`
`model:hyp`	468
Carrying amount of non-derivative financial assets (net of direct short positions) `eba_met:mi517`
`model:hyp`	469
Number of loss events subject to loss adjustments (flow) `eba_met:id518`
`model:hyp`	470
Amount of loss adjustments (flow) `eba_met:md519`
`model:hyp`	471
Date of accounting `eba_met:di520`
`model:hyp`	472
Date of occurrence `eba_met:di521`
`model:hyp`	473
Date of discovery `eba_met:di522`
`model:hyp`	474
Gross loss amount net of direct recoveries (flow) `eba_met:mi523`
`model:hyp`	475
Business unit `eba_met:si524`
`model:hyp`	476
Event type `eba_met:ei525`
`model:hyp`	477
Cash value `eba_met:mi526`
`model:hyp`	478
Cash value (net) `eba_met:mi527`
`model:hyp`	479
Carrying amount (net) `eba_met:mi528`
`model:hyp`	480
Fair value (net) `eba_met:mi529`
`model:hyp`	481
Nominal amount (net) `eba_met:mi530`
`model:hyp`	482
Carrying amount, fair value, nominal amount (net) `eba_met:mi531`
`model:hyp`	483
Cash value, market value (net) `eba_met:mi532`
`model:hyp`	484
Total of net amount `eba_met:mi539`
`model:hyp`	485
SVaR Multiplication factor `eba_met:ri540`
`model:hyp`	486
VaR Multiplication factor `eba_met:ri541`
`model:hyp`	487
Number of loss events subject to positive loss adjustments (flow) `eba_met:id542`
`model:hyp`	488
Number of loss events subject to negative loss adjustments (flow) `eba_met:id543`
`model:hyp`	489
Amount of positive loss adjustments (flow) `eba_met:md544`
`model:hyp`	490
Amount of negative loss adjustments (flow) `eba_met:md545`
`model:hyp`	491
Additional valuation adjustment `eba_met:mi534`
`model:hyp`	492
Upside uncertainty `eba_met:mi535`
`model:hyp`	493
QTD revenue `eba_met:mi536`
`model:hyp`	494
IPV difference `eba_met:mi537`
`model:hyp`	495
Fair value adjustments `eba_met:mi538`
`model:hyp`	496
Type of risk `eba_met:ei546`
`model:hyp`	497
Product group `eba_met:si547`
`model:hyp`	498
Number of price observations (interval) `eba_met:ei548`
`model:hyp`	499
Underlying (name) `eba_met:si550`
`model:hyp`	500
Concentrated position.Amount `eba_met:ri551`
`model:hyp`	501
Concentrated position.Unit `eba_met:si552`
`model:hyp`	502
Length of prudent exit period `eba_met:ii553`
`model:hyp`	503
Comments required. Other excluded valuation positions `eba_met:si556`
`model:hyp`	504
Comments required. Portfolios under the fall-back approach `eba_met:si557`
`model:hyp`	505
Valuation model (name) `eba_met:si558`
`model:hyp`	506
IPV difference.Output testing `eba_met:mi559`
`model:hyp`	507
IPV coverage.Output testing `eba_met:pi554`
`model:hyp`	508
Type of entity `eba_met:ei555`
`model:hyp`	509
Outstanding amount `eba_met:mi308`
`model:hyp`	510
Article 7 Waiver granted `eba_met:ei326`
`model:hyp`	511
Name of Deposit Guarantee Scheme (DGS) `eba_met:ei562`
`model:hyp`	512
Name of institutional protection scheme (IPS) `eba_met:si563`
`model:hyp`	513
Comments required. Economic function `eba_met:si564`
`model:hyp`	514
Represents a critical function `eba_met:bi565`
`model:hyp`	515
Market share `eba_met:pi590`
`model:hyp`	516
Monetary amount (criticality assessment of economic functions) `eba_met:mi591`
`model:hyp`	517
Number (criticality assessment of economic functions) `eba_met:ii592`
`model:hyp`	518
Degree of impact on market `eba_met:ei566`
`model:hyp`	519
Degree of substitutability `eba_met:ei567`
`model:hyp`	520
Core business line name `eba_met:si593`
`model:hyp`	521
Comments required. Core business line `eba_met:si569`
`model:hyp`	522
Is part of the group `eba_met:bi571`
`model:hyp`	523
Estimated time for substitutability `eba_met:ei572`
`model:hyp`	524
Estimated time for access to contracts `eba_met:ei573`
`model:hyp`	525
Is resolution-proof contract `eba_met:ei574`
`model:hyp`	526
FMI system type `eba_met:ei575`
`model:hyp`	527
FMI name `eba_met:si576`
`model:hyp`	528
Comments required. FMI services `eba_met:si577`
`model:hyp`	529
Mode of participation in FMI `eba_met:ei578`
`model:hyp`	530
Name of intermediary facilitating access to an FMI `eba_met:si579`
`model:hyp`	531
Code of intermediary facilitating access to an FMI `eba_met:si580`
`model:hyp`	532
Country the law of which governs access to the FMI `eba_met:ei581`
`model:hyp`	533
Type of information system `eba_met:ei584`
`model:hyp`	534
Comments required. Information system `eba_met:si585`
`model:hyp`	535
Comments required. Reference period for SVaR calculation `eba_met:si588`
`model:hyp`	536
Reference period for SVaR calculation `eba_met:si589`
`model:hyp`	537
STS securitisation `eba_met:bi594`
`model:hyp`	538
Approach for the calculation of own funds requirements `eba_met:ei595`
`model:hyp`	539
STS securitisation qualifying for differentiated capital treatment `eba_met:bi596`
`model:hyp`	540
Row reference (aggregate template) `eba_met:ei597`
`model:hyp`	541
Ranking in insolvency `eba_met:ei598`
`model:hyp`	542
Contract identifier `eba_met:si599`
`model:hyp`	543
Country the law of which governs the contract / master agreement `eba_met:ei600`
`model:hyp`	544
Contractual recognition of bail-in powers `eba_met:ei601`
`model:hyp`	545
Outstanding amount. Principal `eba_met:mi602`
`model:hyp`	546
Outstanding amount. Accrued interest `eba_met:mi603`
`model:hyp`	547
Currency in which the transaction / contract is denominated `eba_met:ei604`
`model:hyp`	548
Date of issuance `eba_met:di605`
`model:hyp`	549
Earliest date of redemption `eba_met:di606`
`model:hyp`	550
Collateralisation status `eba_met:ei607`
`model:hyp`	551
Type of contractual terms `eba_met:ei608`
`model:hyp`	552
Type of regulatory capital `eba_met:ei609`
`model:hyp`	553
Ranking in insolvency. Of claim resulting from recourse to financial guarantee `eba_met:ei610`
`model:hyp`	554
Type of guarantee `eba_met:ei611`
`model:hyp`	555
Is collateralised `eba_met:bi612`
`model:hyp`	556
Type of event triggering the activation of the guarantee / financial support `eba_met:ei613`
`model:hyp`	557
Column reference (aggregate template) `eba_met:ei614`
`model:hyp`	558
Identifier of the security `eba_met:si615`
`model:hyp`	559
Type of instrument `eba_met:ei616`
`model:hyp`	560
Type of coupon `eba_met:ei617`
`model:hyp`	561
Coupon rate / interest rate `eba_met:pi618`
`model:hyp`	562
Type of placement `eba_met:ei619`
`model:hyp`	563
Type of master agreement `eba_met:ei620`
`model:hyp`	564
Signatory to ISDA Universal Stay Protocol.Entity `eba_met:bi621`
`model:hyp`	565
Signatory to ISDA Universal Stay Protocol.Counterparty `eba_met:bi622`
`model:hyp`	566
Estimated close-out amount `eba_met:mi623`
`model:hyp`	567
Number of transactions `eba_met:ii624`
`model:hyp`	568
Member State where resolution authority to which the report is provided is located `eba_met:ei625`
`model:hyp`	569
Status of entity in resolution plan `eba_met:ei626`
`model:hyp`	570
Reference date `eba_met:di627`
`model:hyp`	571
Is included in prudential consolidation perimeter `eba_met:bi628`
`model:hyp`	572
Article 10 Waiver granted `eba_met:bi629`
`model:hyp`	573
Relevant legal entity `eba_met:bi630`
`model:hyp`	574
Identifier (Critical services) `eba_met:ii631`
`model:hyp`	575
Name of information system `eba_met:si632`
`model:hyp`	576
Location of critical function `eba_met:ei634`
`model:hyp`	577
Critical function ID `eba_met:ei635`
`model:hyp`	578
Non refundable price purchase discount `eba_met:mi636`
`model:hyp`	579
Specific credit risk adjustments on underlying exposures `eba_met:mi637`
`model:hyp`	580
Reduction due to risk weight cap `eba_met:mi638`
`model:hyp`	581
Reduction due to overall cap `eba_met:mi639`
`model:hyp`	582
RW corresponding to the protection provider/instrument `eba_met:mi640`
`model:hyp`	583
Risk weighted exposure amount under SEC-ERBA `eba_met:mi642`
`model:hyp`	584
Risk weighted exposure amount under SEC-SA `eba_met:mi643`
`model:hyp`	585
Scope of issuance `eba_met:ei654`
`model:hyp`	586
Date of latest issuance `eba_met:di655`
`model:hyp`	587
Percentage of IRB in approach applied `eba_met:pi656`
`model:hyp`	588
Liquidity coverage weighted amount adjusted `eba_met:mi657`
`model:hyp`	589
Liquidity coverage standard amount `eba_met:pi758`
`model:hyp`	590
Risk weighted exposure amount corresponding to the outflow from securitisations toother exposure classes `eba_met:mi658`
`model:hyp`	591
Exposures in default `eba_met:pi659`
`model:hyp`	592
Attachment point `eba_met:pi660`
`model:hyp`	593
Expected loss `eba_met:pi661`
`model:hyp`	594
Unexpected loss `eba_met:pi662`
`model:hyp`	595
Exposure-weighted average maturity of assets `eba_met:mi663`
`model:hyp`	596
CQS `eba_met:ei664`
`model:hyp`	597
Percentage of retail exposure in IRB pools `eba_met:pi665`
`model:hyp`	598
Own funds requirements before securitisations (Ksa) `eba_met:pi666`
`model:hyp`	599
Credit risk adjustments during the current period `eba_met:mi667`
`model:hyp`	600
Number of tranches `eba_met:ii668`
`model:hyp`	601
Detachment point `eba_met:pi670`
`model:hyp`	602
Originator's call option included in transaction `eba_met:ei671`
`model:hyp`	603
Attachment point of risk sold `eba_met:pi672`
`model:hyp`	604
Detachment point of risk sold `eba_met:pi673`
`model:hyp`	605
Risk transfer claimed by originator institution `eba_met:pi674`
`model:hyp`	606
Parent or subsidiary `eba_met:ei681`
`model:hyp`	607
Number of ATMs `eba_met:ii703`
`model:hyp`	608
Type of identifier `eba_met:ei706`
`model:hyp`	609
Relationship of lending entity with issuing entity `eba_met:ei707`
`model:hyp`	610
Type of financial liability `eba_met:ei709`
`model:hyp`	611
Type of resolution stay agreement.Entity `eba_met:ei710`
`model:hyp`	612
Type of resolution stay agreement.Counterparty `eba_met:ei711`
`model:hyp`	613
Type of non-financial liability `eba_met:ei712`
`model:hyp`	614
Number of accounts `eba_met:ii714`
`model:hyp`	615
Importance in terms of size (based on monetary amounts) `eba_met:ei715`
`model:hyp`	616
Importance in terms of size (based on numbers) `eba_met:ei716`
`model:hyp`	617
Importance in terms of cross-border activity `eba_met:ei717`
`model:hyp`	618
Importance in terms of market share `eba_met:ei718`
`model:hyp`	619
Ease of substitution in terms of market concentration `eba_met:ei719`
`model:hyp`	620
Ease of substitution in terms of time for substitution `eba_met:ei720`
`model:hyp`	621
Ease of substitution in terms of legal barriers to entry or expansion `eba_met:ei721`
`model:hyp`	622
Ease of substitution in terms of operational requirements to entry or expansion `eba_met:ei722`
`model:hyp`	623
Value of open positions `eba_met:mi723`
`model:hyp`	624
Nominal amount of transactions (average) `eba_met:mi724`
`model:hyp`	625
Nominal amount of transactions (average). Payment transactions (amounts sent) `eba_met:mi725`
`model:hyp`	626
Nominal amount of transactions (average). Cash withdrawals `eba_met:mi726`
`model:hyp`	627
Nominal amount of transactions (average). Securities settlement (internal and external) `eba_met:mi727`
`model:hyp`	628
Fee and commission `eba_met:mi728`
`model:hyp`	629
Number of transactions.Underwritten transactions `eba_met:mi729`
`model:hyp`	630
MFI code `eba_met:si730`
`model:hyp`	631
Type of identifier, other than LEI or MFI code `eba_met:si731`
`model:hyp`	632
Type of report `eba_met:ei759`
`model:hyp`	633
Name of region `eba_met:si732`
`model:hyp`	634
Reference period for daily averages (first day) `eba_met:di733`
`model:hyp`	635
Reference period for daily averages (last day) `eba_met:di734`
`model:hyp`	636
FMI name. In predefined list `eba_met:ei736`
`model:hyp`	637
FMI name. Not in predefined list `eba_met:si737`
`model:hyp`	638
Is a currency in which transactions / contracts are denominated `eba_met:bi738`
`model:hyp`	639
Comment required. Services provided to FMI / representative institution `eba_met:si739`
`model:hyp`	640
Communication service provider other than FMI proprietary and SWIFT (name) `eba_met:si741`
`model:hyp`	641
Comments required. Name of other service provider enabling acces to FMI `eba_met:si743`
`model:hyp`	642
Contribution to default fund `eba_met:mi744`
`model:hyp`	643
Value of positions `eba_met:mi745`
`model:hyp`	644
Nominal amount of transactions `eba_met:mi746`
`model:hyp`	645
Peak amount of intraday liquidity or collateral requirements `eba_met:mi747`
`model:hyp`	646
Estimated amount of additional liquidity or collateral requirements in a stress situation `eba_met:mi748`
`model:hyp`	647
Type of issuance `eba_met:ei749`
`model:hyp`	648
Type of SRT (significant risk transfer) `eba_met:ei750`
`model:hyp`	649
Number of transactions (average) `eba_met:ii751`
`model:hyp`	650
Number of transactions (average). Payment transactions (amounts sent) `eba_met:ii752`
`model:hyp`	651
Number of transactions (average). Cash withdrawals `eba_met:ii753`
`model:hyp`	652
Number of transactions (average). Securities settlement (internal and external) `eba_met:ii754`
`model:hyp`	653
Currency in which the transaction / contract is denominated (string) `eba_met:si755`
`model:hyp`	654
Article 7 or 10 Waiver granted `eba_met:ei756`
`model:hyp`	655
Comments required. Point of contact(s) at FMI/ intermediary for matters related to resolution of the entity `eba_met:si757`
`model:hyp`	656
Communication provider is FMI proprietary `eba_met:bi762`
`model:hyp`	657
Communication provider is SWIFT `eba_met:bi763`
`model:hyp`	658
Comments required. Other services needed for acces to FMI `eba_met:si760`
`model:hyp`	659
Link `eba_met:ti761`
`model:hyp`	660
Entity is included in the resolution group of reporting entity `eba_met:bi764`
`model:hyp`	661
ID representing combination of user, FMI, system type and intermediary `eba_met:ii765`
`model:hyp`	662