Factors considered in the valuation of derivatives

NameVDF
Namespacehttp://www.eba.europa.eu/xbrl/crr/dict/dim
Prefixeba_dim
Data typexbrli:stringItemType
Period typeinstant
Substitution Groupxbrldt:dimensionItem
BalanceNone
NillableTrue
AbstractTrue

Labels

TextLangRoleContainer role
Factors considered in the valuation of derivativesenhttp://www.xbrl.org/2003/role/labelhttp://www.xbrl.org/2003/role/link
970enhttp://www.eba.europa.eu/xbrl/role/dpm-db-idhttp://www.xbrl.org/2003/role/link

Related Child Concepts

NameRelation TypeRole
eba_exp:MC
dimension-domainhttp://www.xbrl.org/2003/role/link
eba_MC:x0
dimension-defaulthttp://www.xbrl.org/2003/role/link
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dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1259
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1274
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1290
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1304
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1319
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1334
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1350
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1364
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1379
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1394
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1409
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1424
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1439
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1454
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1469
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1484
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1499
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dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1514
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dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1529
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1544
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1559
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1575
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1590
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1604
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1619
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1634
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1649
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1665
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1679
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1694
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1709
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1725
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1739
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1754
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1769
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1785
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1799
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1814
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1829
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1844
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1859
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1874
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1889
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1904
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1919
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1934
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1949
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1964
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1979
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/1994
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2009
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2025
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2040
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2054
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2069
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2084
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2092
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2114
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2130
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2144
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2159
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2174
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2190
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2204
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2219
eba_exp:MC
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eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2264
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2279
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2294
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2309
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eba_exp:MC
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eba_exp:MC
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eba_exp:MC
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eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2384
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eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2414
eba_exp:MC
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eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2444
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dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2459
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2475
eba_exp:MC
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eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2504
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2519
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2534
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2549
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2565
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2579
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2594
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2609
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2625
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2639
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2654
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2669
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2685
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2699
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2714
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2729
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2744
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2759
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_01.00.b/2774
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_07.00/4
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_07.00/9
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_07.00/14
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_07.00/19
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_07.00/23
eba_exp:MC
dimension-domainhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/T_07.00/30

Related Parent Concepts

NameRelation TypeRole
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/1
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/15
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/29
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/43
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/57
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/71
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/85
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/99
model:hyp
hypercube-dimensionhttp://www.eba.europa.eu/xbrl/crr/role/fws/RES/cir-2018-1624/2021-07-15/tab/Z_02.00/113
model:hyp
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