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Name	AP
Namespace	http://www.eba.europa.eu/xbrl/crr/dict/exp
Prefix	eba_exp
Data type	model:explicitDomainType
Period type	instant
Substitution Group	xbrli:item
Balance	None
Nillable	True
Abstract	True

Text	Lang	Role	Container role
Approach	en	http://www.xbrl.org/2003/role/label	http://www.xbrl.org/2003/role/link
Approach used for the calculation of capital requirements (or exposure value in LR)	en	http://www.xbrl.org/2003/role/verboseLabel	http://www.xbrl.org/2003/role/link
130	en	http://www.eba.europa.eu/xbrl/role/dpm-db-id	http://www.xbrl.org/2003/role/link

Name	Relation Type	Role
1250% for positions not subject to any method `eba_AP:x1`	domain-member	http://www.xbrl.org/2003/role/link
Advanced Measurement Approach `eba_AP:x2`	domain-member	http://www.xbrl.org/2003/role/link
Advanced method `eba_AP:x3`	domain-member	http://www.xbrl.org/2003/role/link
Alternative Standardised Approach `eba_AP:x4`	domain-member	http://www.xbrl.org/2003/role/link
Approach for general risk for equities `eba_AP:x5`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for correlation trading portfolio `eba_AP:x6`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for equities `eba_AP:x7`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for non securitisation debt instruments `eba_AP:x8`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for securitisation instruments `eba_AP:x9`	domain-member	http://www.xbrl.org/2003/role/link
Approaches for general risk for debt instruments `eba_AP:x10`	domain-member	http://www.xbrl.org/2003/role/link
Approaches for options `eba_AP:x11`	domain-member	http://www.xbrl.org/2003/role/link
Basic Indicator Approach `eba_AP:x12`	domain-member	http://www.xbrl.org/2003/role/link
Risk weighted exposure amounts calculated using PD, LGD and M `eba_AP:x15`	domain-member	http://www.xbrl.org/2003/role/link
Alternative treatment for exposures secured by real estate `eba_AP:x16`	domain-member	http://www.xbrl.org/2003/role/link
Risk weighted exposure amounts calculated using RW, other `eba_AP:x17`	domain-member	http://www.xbrl.org/2003/role/link
Ratings Based Method `eba_AP:x18`	domain-member	http://www.xbrl.org/2003/role/link
Supervisory formula method `eba_AP:x19`	domain-member	http://www.xbrl.org/2003/role/link
Specialized lending slotting criteria `eba_AP:x20`	domain-member	http://www.xbrl.org/2003/role/link
Duration-based approach `eba_AP:x22`	domain-member	http://www.xbrl.org/2003/role/link
Extended maturity ladder approach `eba_AP:x23`	domain-member	http://www.xbrl.org/2003/role/link
External rating not available `eba_AP:x24`	domain-member	http://www.xbrl.org/2003/role/link
Internal Assessment Approach (IAA) `eba_AP:x25`	domain-member	http://www.xbrl.org/2003/role/link
Internal models approach for market risk `eba_AP:x26`	domain-member	http://www.xbrl.org/2003/role/link
IRB Approach `eba_AP:x27`	domain-member	http://www.xbrl.org/2003/role/link
IRB approach - Securitisation exposures `eba_AP:x28`	domain-member	http://www.xbrl.org/2003/role/link
Risk weighted exposure amounts calculated using RW `eba_AP:x29`	domain-member	http://www.xbrl.org/2003/role/link
Look-Through-Approach `eba_AP:x30`	domain-member	http://www.xbrl.org/2003/role/link
Maturity ladder approach `eba_AP:x31`	domain-member	http://www.xbrl.org/2003/role/link
Maturity-based approach `eba_AP:x32`	domain-member	http://www.xbrl.org/2003/role/link
Internal models approach `eba_AP:x33`	domain-member	http://www.xbrl.org/2003/role/link
PD/LGD approach `eba_AP:x34`	domain-member	http://www.xbrl.org/2003/role/link
Simple Risk Weight approach `eba_AP:x35`	domain-member	http://www.xbrl.org/2003/role/link
Methods to calculate risk weights do not apply `eba_AP:x36`	domain-member	http://www.xbrl.org/2003/role/link
Methods using external ratings `eba_AP:x37`	domain-member	http://www.xbrl.org/2003/role/link
Original Exposure Method `eba_AP:x38`	domain-member	http://www.xbrl.org/2003/role/link
Particular approach for CIUs reported as debt instruments `eba_AP:x39`	domain-member	http://www.xbrl.org/2003/role/link
Particular approach for CIUs reported as equity `eba_AP:x40`	domain-member	http://www.xbrl.org/2003/role/link
Simplified approach `eba_AP:x41`	domain-member	http://www.xbrl.org/2003/role/link
Standardised Approach `eba_AP:x42`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approach for equity risk `eba_AP:x43`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approach for foreign-exchange risk `eba_AP:x44`	domain-member	http://www.xbrl.org/2003/role/link
Standardised Approach, IRB Approach `eba_AP:x45`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approaches for commodities risk `eba_AP:x46`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approaches for interest rate risk `eba_AP:x47`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approaches for market risk `eba_AP:x48`	domain-member	http://www.xbrl.org/2003/role/link
Standardised Method `eba_AP:x49`	domain-member	http://www.xbrl.org/2003/role/link
Other than Original Exposure Method `eba_AP:x51`	domain-member	http://www.xbrl.org/2003/role/link
Approaches for securitisation exposures `eba_AP:x52`	domain-member	http://www.xbrl.org/2003/role/link
Modified risk weights for targeting asset bubbles in the residential and commercial property `eba_AP:x53`	domain-member	http://www.xbrl.org/2003/role/link
Basic Indicator Approach, Standardised Approach, Advanced measurement approaches `eba_AP:x54`	domain-member	http://www.xbrl.org/2003/role/link
Advanced method, Standardised Method, Original Exposure Method `eba_AP:x55`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approaches for market risk, Internal models approach for market risk `eba_AP:x56`	domain-member	http://www.xbrl.org/2003/role/link
Risk weighted exposure amounts calculated using PD, LGD and M, Risk weighted exposure amounts calculated using RW `eba_AP:x57`	domain-member	http://www.xbrl.org/2003/role/link
Risk weighted exposure amounts calculated for equities - PD/LGD approach, Simple Risk Weight approach, Internal models approach `eba_AP:x58`	domain-member	http://www.xbrl.org/2003/role/link
Permanent partial use `eba_AP:x59`	domain-member	http://www.xbrl.org/2003/role/link
Temporary partial use `eba_AP:x60`	domain-member	http://www.xbrl.org/2003/role/link
Simplified method `eba_AP:x61`	domain-member	http://www.xbrl.org/2003/role/link
Delta plus approach, additional requirements for gamma risk `eba_AP:x62`	domain-member	http://www.xbrl.org/2003/role/link
Delta plus approach, additional requirements for vega risk `eba_AP:x63`	domain-member	http://www.xbrl.org/2003/role/link
Scenario matrix approach `eba_AP:x64`	domain-member	http://www.xbrl.org/2003/role/link
Approaches for specific risk for debt instruments `eba_AP:x65`	domain-member	http://www.xbrl.org/2003/role/link
Advanced IRB Approach `eba_AP:x66`	domain-member	http://www.xbrl.org/2003/role/link
Foundation IRB Approach `eba_AP:x67`	domain-member	http://www.xbrl.org/2003/role/link
Fixed risk weights `eba_AP:x68`	domain-member	http://www.xbrl.org/2003/role/link
Other than financial collateral method `eba_AP:x69`	domain-member	http://www.xbrl.org/2003/role/link
Financial collateral simple method. `eba_AP:x70`	domain-member	http://www.xbrl.org/2003/role/link
Fixed Overheads approach `eba_AP:x71`	domain-member	http://www.xbrl.org/2003/role/link
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.xbrl.org/2003/role/link
Methods to calculate risk weights apply `eba_AP:x73`	domain-member	http://www.xbrl.org/2003/role/link
Proxy used to determine credit spread `eba_AP:x74`	domain-member	http://www.xbrl.org/2003/role/link
Mark-to-market method `eba_AP:x76`	domain-member	http://www.xbrl.org/2003/role/link
Basel 1 `eba_AP:x77`	domain-member	http://www.xbrl.org/2003/role/link
SME supporting factor treatment `eba_AP:x78`	domain-member	http://www.xbrl.org/2003/role/link
Not applicable (approach) `eba_AP:x79`	domain-member	http://www.xbrl.org/2003/role/link
Internal model for correlation trading `eba_AP:x80`	domain-member	http://www.xbrl.org/2003/role/link
Internal models approach for market risk. VaR `eba_AP:x81`	domain-member	http://www.xbrl.org/2003/role/link
Internal models approach for market risk. Stressed VaR `eba_AP:x82`	domain-member	http://www.xbrl.org/2003/role/link
Historical simulation `eba_AP:x83`	domain-member	http://www.xbrl.org/2003/role/link
Monte Carlo simulation `eba_AP:x84`	domain-member	http://www.xbrl.org/2003/role/link
Parametric methodology `eba_AP:x85`	domain-member	http://www.xbrl.org/2003/role/link
Combination/Other methodology `eba_AP:x86`	domain-member	http://www.xbrl.org/2003/role/link
Unweighted (VaR data weighting) `eba_AP:x87`	domain-member	http://www.xbrl.org/2003/role/link
Weighted (VaR data weighting) `eba_AP:x88`	domain-member	http://www.xbrl.org/2003/role/link
Higher of weighted and unweighted (VaR data weighting) `eba_AP:x89`	domain-member	http://www.xbrl.org/2003/role/link
Market convention `eba_AP:x90`	domain-member	http://www.xbrl.org/2003/role/link
LGD used in IRB `eba_AP:x91`	domain-member	http://www.xbrl.org/2003/role/link
Other source of LGD `eba_AP:x92`	domain-member	http://www.xbrl.org/2003/role/link
IRC Model `eba_AP:x93`	domain-member	http://www.xbrl.org/2003/role/link
Initial stock plus net amount by maturity bucket `eba_AP:x94`	domain-member	http://www.xbrl.org/2003/role/link
Net amount by maturity bucket `eba_AP:x95`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio add-on for counterparty credit risk. `eba_AP:x96`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio add-on for counterparty credit risk. Financial collateral simple method `eba_AP:x97`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio adjustments of accounting entries. Receivables for eligible cash variation margin provided in derivatives transactions `eba_AP:x98`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio adjusted notional exposures for written credit derivatives `eba_AP:x99`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures `eba_AP:x100`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio adjustments of accounting entries. Fiduciary assets `eba_AP:x101`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio add-on mark-to-market method `eba_AP:x102`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio adjustments of accounting entries. Reverse of derecognition of assets given as derivatives collateral `eba_AP:x103`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio credit derivatives same reference name `eba_AP:x104`	domain-member	http://www.xbrl.org/2003/role/link
Net leverage ratio exposure amounts resulting from the additional treatment for credit derivatives `eba_AP:x105`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio replacement cost `eba_AP:x106`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio original exposure method `eba_AP:x107`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio adjustments of accounting entries. Secured financial transactions sales accounting `eba_AP:x108`	domain-member	http://www.xbrl.org/2003/role/link
Approaches for specific risk for market risk `eba_AP:x109`	domain-member	http://www.xbrl.org/2003/role/link
Particular approach for CIUs `eba_AP:x110`	domain-member	http://www.xbrl.org/2003/role/link
IFRS 9 impairment `eba_AP:x679`	domain-member	http://www.xbrl.org/2003/role/link
IAS 37 or IFRS 4 `eba_AP:x680`	domain-member	http://www.xbrl.org/2003/role/link
IFRS 9 fair valued commitments and financial guarantees `eba_AP:x681`	domain-member	http://www.xbrl.org/2003/role/link
IAS 39 `eba_AP:x682`	domain-member	http://www.xbrl.org/2003/role/link
n-GAAP `eba_AP:x683`	domain-member	http://www.xbrl.org/2003/role/link
Core approach prudent valuation `eba_AP:x112`	domain-member	http://www.xbrl.org/2003/role/link
Expert based approach `eba_AP:x113`	domain-member	http://www.xbrl.org/2003/role/link
Ratings Based Method or 1250% for positions not subject to any method `eba_AP:x114`	domain-member	http://www.xbrl.org/2003/role/link
Delta plus approach, fallback approach for non-continuous options and warrants `eba_AP:x115`	domain-member	http://www.xbrl.org/2003/role/link
Original securitisation framework (2014 - 2019) `eba_AP:x116`	domain-member	http://www.xbrl.org/2003/role/link
Revised securitisation framework (applicable from 2019) `eba_AP:x117`	domain-member	http://www.xbrl.org/2003/role/link
Internal ratings-based approach for securitisation positions (SEC-IRBA) `eba_AP:x118`	domain-member	http://www.xbrl.org/2003/role/link
Internal ratings-based approach for securitisation positions (SEC-IRBA). Common approach (no differentiated capital treatment) `eba_AP:x119`	domain-member	http://www.xbrl.org/2003/role/link
Internal ratings-based approach for securitisation positions (SEC-IRBA). Differentiated capital treatment `eba_AP:x120`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approaches for interest rate risk. Approach for specific risk for securitisation instruments `eba_AP:x121`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approach for securitisations (SEC-SA) `eba_AP:x122`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approach for securitisations (SEC-SA). Common approach (no differentiated capital treatment) `eba_AP:x123`	domain-member	http://www.xbrl.org/2003/role/link
Standardised approach for securitisations (SEC-SA). Differentiated capital treatment `eba_AP:x124`	domain-member	http://www.xbrl.org/2003/role/link
External ratings-based approach for securitisation positions (SEC-ERBA) `eba_AP:x125`	domain-member	http://www.xbrl.org/2003/role/link
External ratings-based approach for securitisation positions (SEC-ERBA). Common approach (no differentiated capital treatment) `eba_AP:x126`	domain-member	http://www.xbrl.org/2003/role/link
External ratings-based approach for securitisation positions (SEC-ERBA). Differentiated capital treatment `eba_AP:x127`	domain-member	http://www.xbrl.org/2003/role/link
Internal assessment approach (IAA). Common approach (no differentiated capital treatment) `eba_AP:x128`	domain-member	http://www.xbrl.org/2003/role/link
Internal assessment approach (IAA). Differentiated capital treatment `eba_AP:x129`	domain-member	http://www.xbrl.org/2003/role/link
Common approach (no differentiated capital treatment) `eba_AP:x130`	domain-member	http://www.xbrl.org/2003/role/link
Differentiated capital treatment `eba_AP:x131`	domain-member	http://www.xbrl.org/2003/role/link
Other (original securitisation framework) `eba_AP:x133`	domain-member	http://www.xbrl.org/2003/role/link
Multiple approaches `eba_AP:x134`	domain-member	http://www.xbrl.org/2003/role/link
Basel I or standardised approach `eba_AP:x135`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for securitisation instruments. SEC-IRBA `eba_AP:x137`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for securitisation instruments. Standardised approach for securitisations (SEC-SA) `eba_AP:x138`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for securitisation instruments. SEC-ERBA `eba_AP:x139`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for securitisation instruments. Internal Assessment Approach (IAA) `eba_AP:x140`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for correlation trading portfolio. Internal ratings-based approach for securitisation positions (SEC-IRBA) `eba_AP:x143`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for correlation trading portfolio. Standardised approach for securitisations (SEC-SA) `eba_AP:x144`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for correlation trading portfolio. External ratings-based approach for securitisation positions (SEC-ERBA) `eba_AP:x145`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for correlation trading portfolio. Internal Assessment Approach (IAA) `eba_AP:x146`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for securitisation instruments. 1250% for positions not subject to any method `eba_AP:x142`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for correlation trading portfolio. 1250% for positions not subject to any method `eba_AP:x148`	domain-member	http://www.xbrl.org/2003/role/link
Additional stricter prudential requirements based on Article 124 CRR `eba_AP:x149`	domain-member	http://www.xbrl.org/2003/role/link
Additional stricter prudential requirements based on Article 164 CRR `eba_AP:x150`	domain-member	http://www.xbrl.org/2003/role/link
Additional stricter prudential requirements based on Article 458 CRR `eba_AP:x151`	domain-member	http://www.xbrl.org/2003/role/link
Daily computation of the stressed VaR calibrated to one continuous 12-month period starting from `eba_AP:x152`	domain-member	http://www.xbrl.org/2003/role/link
Weekly computation of the stressed VaR calibrated to one continuous 12-month period starting from `eba_AP:x153`	domain-member	http://www.xbrl.org/2003/role/link
Daily computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from `eba_AP:x154`	domain-member	http://www.xbrl.org/2003/role/link
Weekly computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from `eba_AP:x155`	domain-member	http://www.xbrl.org/2003/role/link
Maximum of daily computation of the stressed VaR calibrated to more than one single 12-month period `eba_AP:x156`	domain-member	http://www.xbrl.org/2003/role/link
Maximum of weekly computation of the stressed VaR calibrated to more than one single 12-month period `eba_AP:x157`	domain-member	http://www.xbrl.org/2003/role/link
Other choices for the stressed VaR calibration `eba_AP:x158`	domain-member	http://www.xbrl.org/2003/role/link
Average over the preceding 12 months `eba_AP:x159`	domain-member	http://www.xbrl.org/2003/role/link
IFR/IFD `eba_AP:x160`	domain-member	http://www.xbrl.org/2003/role/link
National prudential framework `eba_AP:x161`	domain-member	http://www.xbrl.org/2003/role/link
Method to identify small trading book business `eba_AP:x162`	domain-member	http://www.xbrl.org/2003/role/link
Sensitivities-based method `eba_AP:x163`	domain-member	http://www.xbrl.org/2003/role/link
Method to determine the default risk charge (market risk) `eba_AP:x164`	domain-member	http://www.xbrl.org/2003/role/link
Method to determine the residual risk charge `eba_AP:x165`	domain-member	http://www.xbrl.org/2003/role/link
Infrastructure projects supporting factor treatment `eba_AP:x166`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio replacement cost under SA-CCR `eba_AP:x168`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio potential future exposure under SA-CCR `eba_AP:x169`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio potential future exposure under simplified SA-CCR `eba_AP:x170`	domain-member	http://www.xbrl.org/2003/role/link
Prudential netting not allowed `eba_AP:x171`	domain-member	http://www.xbrl.org/2003/role/link
Prudential netting allowed `eba_AP:x172`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures. Intragroup exposures `eba_AP:x173`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures. IPS exposures `eba_AP:x174`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures. Guaranteed parts of exposures arising from export credits `eba_AP:x175`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures.Excess collateral deposited at triparty agents `eba_AP:x176`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures.Securitised exposures representing significant risk transfer `eba_AP:x177`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures.Exposures to the central bank `eba_AP:x178`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures. Exposure due to banking-type ancillary services of CSD/institutions `eba_AP:x179`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures. Exposure due to banking-type ancillary services of designated institutions. `eba_AP:x180`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio exempted exposures. Exposure exempted in accordance with point (j) of Article 429a(1) CRR `eba_AP:x181`	domain-member	http://www.xbrl.org/2003/role/link
Leverage ratio replacement cost under simplified SA-CCR `eba_AP:x182`	domain-member	http://www.xbrl.org/2003/role/link
Simplified SA-CCR `eba_AP:x183`	domain-member	http://www.xbrl.org/2003/role/link
SA-CCR `eba_AP:x184`	domain-member	http://www.xbrl.org/2003/role/link
Internal model method `eba_AP:x185`	domain-member	http://www.xbrl.org/2003/role/link
Mandate-based approach `eba_AP:x186`	domain-member	http://www.xbrl.org/2003/role/link
Fall-back approach `eba_AP:x187`	domain-member	http://www.xbrl.org/2003/role/link
10% threshold `eba_AP:x188`	domain-member	http://www.xbrl.org/2003/role/link
17.65% threshold `eba_AP:x189`	domain-member	http://www.xbrl.org/2003/role/link
Pillar 1 requirement, Pillar 2 requirement `eba_AP:x190`	domain-member	http://www.xbrl.org/2003/role/link
Ultimate risk basis `eba_AP:x191`	domain-member	http://www.xbrl.org/2003/role/link
Immediate risk basis `eba_AP:x192`	domain-member	http://www.xbrl.org/2003/role/link
External MREL `eba_AP:x193`	domain-member	http://www.xbrl.org/2003/role/link
External TLAC `eba_AP:x194`	domain-member	http://www.xbrl.org/2003/role/link
External MREL, internal MREL `eba_AP:x195`	domain-member	http://www.xbrl.org/2003/role/link
Application of the capped subordination exemption for eligible liabilities or of 'de minimis' subordination exemption `eba_AP:x197`	domain-member	http://www.xbrl.org/2003/role/link
Application of the capped subordination exemption for eligible liabilities `eba_AP:x198`	domain-member	http://www.xbrl.org/2003/role/link
Internal MREL `eba_AP:x199`	domain-member	http://www.xbrl.org/2003/role/link
Subordination level `eba_AP:x200`	domain-member	http://www.xbrl.org/2003/role/link
Internal TLAC `eba_AP:x201`	domain-member	http://www.xbrl.org/2003/role/link
Average of daily values `eba_AP:x205`	domain-member	http://www.xbrl.org/2003/role/link
Application of formula for K-TCD (IFR) `eba_AP:x206`	domain-member	http://www.xbrl.org/2003/role/link
Application of formula for K-TCD (IFR), Advanced method, Standardised method, Original exposures method `eba_AP:x207`	domain-member	http://www.xbrl.org/2003/role/link
Original exposure method, Simplified SA-CCR, SA-CCR `eba_AP:x208`	domain-member	http://www.xbrl.org/2003/role/link
Methods to determine the exposure value for exposures subject to counterparty credit risk (CRR) `eba_AP:x209`	domain-member	http://www.xbrl.org/2003/role/link
Application of formula for K-TCD (IFR), Standardised approach, IRB Approach, Advanced method, Standardised method, Original exposures method `eba_AP:x210`	domain-member	http://www.xbrl.org/2003/role/link
Before application of K-CON formula `eba_AP:x211`	domain-member	http://www.xbrl.org/2003/role/link
15% (holding-by-holding) `eba_AP:x219`	domain-member	http://www.xbrl.org/2003/role/link
60% (aggregate of all holdings) `eba_AP:x220`	domain-member	http://www.xbrl.org/2003/role/link
Average over the preceding 2 accounting years `eba_AP:x221`	domain-member	http://www.xbrl.org/2003/role/link
Application of formula on exposure value excess `eba_AP:x222`	domain-member	http://www.xbrl.org/2003/role/link
Group capital test `eba_AP:x223`	domain-member	http://www.xbrl.org/2003/role/link
Specific treatment for senior tranches of qualifying NPE securitisations `eba_AP:x224`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for correlation trading portfolio. Specific treatment for senior tranches of qualifying NPE securitisations `eba_AP:x225`	domain-member	http://www.xbrl.org/2003/role/link
Approach for specific risk for securitisation instruments. Specific treatment for senior tranches of qualifying NPE securitisations `eba_AP:x226`	domain-member	http://www.xbrl.org/2003/role/link
Fall-back approach for exposures in the form of units or shares in CIUs `eba_AP:x227`	domain-member	http://www.xbrl.org/2003/role/link
Cumulated net amount `eba_AP:x228`	domain-member	http://www.xbrl.org/2003/role/link
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP1
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP10
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP11
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP2
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP22
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP5
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP7
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP8
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP9
Standardised Approach, IRB Approach `eba_AP:x45`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP23
Original Exposure Method `eba_AP:x38`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24
Mark-to-market method `eba_AP:x76`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP25
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP6
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP3
Standardised approaches for commodities risk `eba_AP:x46`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP4
Historical simulation `eba_AP:x83`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12
Monte Carlo simulation `eba_AP:x84`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12
Parametric methodology `eba_AP:x85`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12
Combination/Other methodology `eba_AP:x86`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12
Unweighted (VaR data weighting) `eba_AP:x87`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13
Weighted (VaR data weighting) `eba_AP:x88`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13
Higher of weighted and unweighted (VaR data weighting) `eba_AP:x89`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13
Market convention `eba_AP:x90`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14
LGD used in IRB `eba_AP:x91`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14
Other source of LGD `eba_AP:x92`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14
Ratings Based Method `eba_AP:x18`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Supervisory formula method `eba_AP:x19`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Specialized lending slotting criteria `eba_AP:x20`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Internal Assessment Approach (IAA) `eba_AP:x25`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Internal models approach `eba_AP:x33`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
PD/LGD approach `eba_AP:x34`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Simple Risk Weight approach `eba_AP:x35`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
IRB Approach `eba_AP:x27`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Not applicable (approach) `eba_AP:x79`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Approaches for specific risk for market risk `eba_AP:x109`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP27
Not applicable/ All approaches `eba_AP:x0`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26_1
Other (original securitisation framework) `eba_AP:x133`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP15
Multiple approaches `eba_AP:x134`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP15
Daily computation of the stressed VaR calibrated to one continuous 12-month period starting from `eba_AP:x152`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Weekly computation of the stressed VaR calibrated to one continuous 12-month period starting from `eba_AP:x153`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Daily computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from `eba_AP:x154`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Weekly computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from `eba_AP:x155`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Maximum of daily computation of the stressed VaR calibrated to more than one single 12-month period `eba_AP:x156`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Maximum of weekly computation of the stressed VaR calibrated to more than one single 12-month period `eba_AP:x157`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Other choices for the stressed VaR calibration `eba_AP:x158`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
SA-CCR `eba_AP:x184`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP29
Simplified SA-CCR `eba_AP:x183`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP29
Original Exposure Method `eba_AP:x38`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP29
Internal model method `eba_AP:x185`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP29
Original Exposure Method `eba_AP:x38`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24_1
SA-CCR `eba_AP:x184`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24_1
Simplified SA-CCR `eba_AP:x183`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24_1
Mark-to-market method `eba_AP:x76`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24_1
Internal MREL `eba_AP:x199`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP61
External MREL `eba_AP:x193`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP61
Methods to determine the exposure value for exposures subject to counterparty credit risk (CRR) `eba_AP:x209`	domain-member	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP30
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP1
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP10
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP11
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP2
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP22
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP5
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP7
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP8
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP9
Standardised Approach, IRB Approach `eba_AP:x45`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP23
Original Exposure Method `eba_AP:x38`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24
Mark-to-market method `eba_AP:x76`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP25
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP6
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP3
Standardised approaches for commodities risk `eba_AP:x46`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP4
Historical simulation `eba_AP:x83`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12
Monte Carlo simulation `eba_AP:x84`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12
Parametric methodology `eba_AP:x85`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12
Combination/Other methodology `eba_AP:x86`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP12
Unweighted (VaR data weighting) `eba_AP:x87`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13
Weighted (VaR data weighting) `eba_AP:x88`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13
Higher of weighted and unweighted (VaR data weighting) `eba_AP:x89`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP13
Market convention `eba_AP:x90`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14
LGD used in IRB `eba_AP:x91`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14
Other source of LGD `eba_AP:x92`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP14
Ratings Based Method `eba_AP:x18`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Supervisory formula method `eba_AP:x19`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Specialized lending slotting criteria `eba_AP:x20`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Internal Assessment Approach (IAA) `eba_AP:x25`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Internal models approach `eba_AP:x33`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
PD/LGD approach `eba_AP:x34`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Simple Risk Weight approach `eba_AP:x35`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
IRB Approach `eba_AP:x27`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Not applicable (approach) `eba_AP:x79`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26
Approaches for specific risk for market risk `eba_AP:x109`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP27
Not applicable/ All approaches `eba_AP:x0`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP26_1
Other (original securitisation framework) `eba_AP:x133`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP15
Multiple approaches `eba_AP:x134`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP15
Daily computation of the stressed VaR calibrated to one continuous 12-month period starting from `eba_AP:x152`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Weekly computation of the stressed VaR calibrated to one continuous 12-month period starting from `eba_AP:x153`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Daily computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from `eba_AP:x154`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Weekly computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from `eba_AP:x155`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Maximum of daily computation of the stressed VaR calibrated to more than one single 12-month period `eba_AP:x156`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Maximum of weekly computation of the stressed VaR calibrated to more than one single 12-month period `eba_AP:x157`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
Other choices for the stressed VaR calibration `eba_AP:x158`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
SA-CCR `eba_AP:x184`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP29
Simplified SA-CCR `eba_AP:x183`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP29
Original Exposure Method `eba_AP:x38`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP29
Internal model method `eba_AP:x185`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP29
Original Exposure Method `eba_AP:x38`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24_1
SA-CCR `eba_AP:x184`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24_1
Simplified SA-CCR `eba_AP:x183`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24_1
Mark-to-market method `eba_AP:x76`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP24_1
Internal MREL `eba_AP:x199`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP61
External MREL `eba_AP:x193`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP61
Methods to determine the exposure value for exposures subject to counterparty credit risk (CRR) `eba_AP:x209`	parent-child	http://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP30

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XBRL Model Project

Name	Relation Type	Role
Approach for prudential purposes `eba_dim:APR`	dimension-domain	http://www.xbrl.org/2003/role/link
Methods to determine risk weights `eba_dim:MRW`	dimension-domain	http://www.xbrl.org/2003/role/link
Partial use `eba_dim:PAU`	dimension-domain	http://www.xbrl.org/2003/role/link
Calculation method `eba_dim:CAL`	dimension-domain	http://www.xbrl.org/2003/role/link
Financial reporting standard `eba_dim:FRS`	dimension-domain	http://www.xbrl.org/2003/role/link
Applicable framework `eba_dim:AFK`	dimension-domain	http://www.xbrl.org/2003/role/link
Method to determine AVA `eba_dim:AVA`	dimension-domain	http://www.xbrl.org/2003/role/link
Effect of application of specific legal provisions `eba_dim:APE`	dimension-domain	http://www.xbrl.org/2003/role/link
Applicable threshold for prudential purposes `eba_dim:TPP`	dimension-domain	http://www.xbrl.org/2003/role/link
Applicable requirement `eba_dim:ARQ`	dimension-domain	http://www.xbrl.org/2003/role/link
Methods to determine exposure values `eba_dim:MDE`	dimension-domain	http://www.xbrl.org/2003/role/link