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Arc namedefinitionArc
Arc rolehttp://xbrl.org/int/dim/arcrole/domain-member
Link rolehttp://www.eba.europa.eu/xbrl/crr/role/fws/IF/its-002-2021/2022-03-01/tab/C_20.00/6
ConceptOrder
Approach
eba_exp:AP
Approach for specific risk for correlation trading portfolio. Internal ratings-based approach for securitisation positions (SEC-IRBA)
eba_AP:x143
1
Approach for specific risk for correlation trading portfolio. Standardised approach for securitisations (SEC-SA)
eba_AP:x144
2
Approach for specific risk for correlation trading portfolio. External ratings-based approach for securitisation positions (SEC-ERBA)
eba_AP:x145
3
Approach for specific risk for correlation trading portfolio. Internal Assessment Approach (IAA)
eba_AP:x146
4
Approach for specific risk for correlation trading portfolio. Specific treatment for senior tranches of qualifying NPE securitisations
eba_AP:x225
5
Base items
eba_exp:BA
Exposures
eba_BA:x9
1
Type of risk
eba_exp:TR
Specific risk for CTP positions
eba_TR:x21
1
Positions in the instrument
eba_exp:PI
Not applicable/All positions
eba_PI:x0
1
Percentages
eba_exp:PC
Not applicable/ All applicable percentages
eba_PC:x0
1
Role in the securitisation process
eba_exp:RS
Originator
eba_RS:x2
1
Investor
eba_RS:x1
2
Sponsor
eba_RS:x5
3
Main category
eba_exp:MC
Instruments in the CTP
eba_MC:x189
1
Securitisation positions
eba_MC:x19
2
CTP positions hedging securitisation positions
eba_MC:x55
3
Portfolio
eba_exp:PL
Trading book
eba_PL:x51
1

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