Taxonomy Viewer

Type	including
Role	http://www.eba.europa.eu/xbrl/crr/role/fws/COREP/cir-680-2014/2017-04-04/tab/C_12.00.b/16

Type	Element
Hypercube	`model:hyp`
Explicit	Methods to determine risk weights `eba_dim:MRW`
Member	1250% for positions not subject to any method `eba_AP:x1`
Explicit	Risk weights `eba_dim:RWS`
Member	1250% `eba_PC:x30`
Explicit	Use of external ratings `eba_dim:EXT`
Member	Unrated exposure where a derived rating is not used `eba_ER:x12`
Explicit	Base `eba_dim:BAS`
Member	Exposures `eba_BA:x9`
Explicit	Approach for prudential purposes `eba_dim:APR`
Member	Standardised Approach `eba_AP:x42`
Explicit	Prudential portfolio `eba_dim:PRP`
Member	Banking book `eba_PL:x11`
Explicit	Exposures by Credit Quality steps at reporting date `eba_dim:CQS`
Member	Not applicable/ All credit quality steps `eba_CQ:x0`
Explicit	Type of risk transfer `eba_dim:TRT`
Member	Not applicable/All risk transfer treatments `eba_RT:x0`
Explicit	Exposures by Credit Quality steps at inception `eba_dim:CQI`
Member	CQS 1 `eba_CQ:x2`
Member	CQS 2 `eba_CQ:x6`
Member	CQS 3 `eba_CQ:x7`
Member	CQS 4 `eba_CQ:x8`
Member	CQS other `eba_CQ:x15`
Explicit	Main category `eba_dim:MCY`
Member	Instruments subject to securitisation credit risk treatment `eba_MC:x198`
Explicit	Exposure class `eba_dim:EXC`
Member	Items representing securitisation positions `eba_EC:x27`
Explicit	Type of risk `eba_dim:TRI`
Member	Credit risk `eba_TR:x2`

Label/QName
Exposure value, net of value adjustments and provisions, subject to risk weights `eba_met:mi127`