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Dimensional Model

Primary Items

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/COREP/its-005-2020/2022-03-01/tab/C_08.03/46

Type	Element
Hypercube	`model:hyp`
Explicit	Base `eba_dim:BAS`
Member	Exposures `eba_BA:x9`
Explicit	Main category `eba_dim:MCY`
Member	Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatment `eba_MC:x195`
Explicit	Type of risk `eba_dim:TRI`
Member	Credit risk and free deliveries `eba_TR:x3`
Explicit	Methods to determine risk weights `eba_dim:MRW`
Member	Risk weighted exposure amounts calculated using PD, LGD and M `eba_AP:x15`
Explicit	Prudential portfolio `eba_dim:PRP`
Member	Banking and trading book `eba_PL:x10`
Explicit	Impairment status `eba_dim:IMS`
Member	Non defaulted `eba_IM:x5`
Explicit	PD Range `eba_dim:PDR`
Member	>=0% and <0,15% `eba_PC:x400`
Member	>=0% and <0,10% `eba_PC:x401`
Member	>=0,10% and <0,15% `eba_PC:x402`
Member	>=0,15% and <0,25% `eba_PC:x403`
Member	>=0,25% and <0,50% `eba_PC:x404`
Member	>=0,50% and <0,75% `eba_PC:x405`
Member	>=0,75% and <2,5% `eba_PC:x436`
Member	>=0,75% and <1,75% `eba_PC:x407`
Member	>=1,75% and <2,5% `eba_PC:x408`
Member	>=2,5% and <10% `eba_PC:x409`
Member	>=2,5% and <5% `eba_PC:x410`
Member	>=5% and <10% `eba_PC:x411`
Member	>=10% and <100% `eba_PC:x412`
Member	>=10% and <20% `eba_PC:x413`
Member	>=20% and <30% `eba_PC:x414`
Member	>=30% and <100% `eba_PC:x415`
Explicit	Approach for prudential purposes `eba_dim:APR`
Member	Advanced IRB Approach `eba_AP:x66`
Member	Foundation IRB Approach `eba_AP:x67`
Explicit	Exposure class `eba_dim:EXC`
Member	Exposures to central governments or central banks `eba_EC:x16`
Explicit	Counterparty sector `eba_dim:CPS`
Member	Central governments or central banks, regional governments and local authorities, MDBs and International organisation and PSE `eba_CT:x24`
Explicit	Size of the counterparty `eba_dim:CPZ`
Member	Not applicable/ All counterparties `eba_CT:x0`

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Statistics

XBRL Model Project

Label/QName
Exposure value `eba_met:mi119`
Risk weighted exposure amount after supporting factors `eba_met:mi793`